FT VEST U.S. EQUITY MODERATE BUFFER ETF - FEBRUARY
Symbol: GFEB
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 17/02/2023
Latest date: 15/10/2026
Current price: $45.30
Expense ratio: 0.85%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.21%
Ann. -17.64% (Sharpe / Sortino numerator)
Volatility
10.13%
Sharpe ratio
-2.101
VaR 95%
-0.99%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
2.30%
Ann. -1.80% (Sharpe / Sortino numerator)
Volatility
7.09%
Sharpe ratio
-0.765
VaR 95%
-0.92%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
6.11%
Ann. 3.96% (Sharpe / Sortino numerator)
Volatility
6.14%
Sharpe ratio
0.054
VaR 95%
-0.71%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
11.66%
Ann. 11.88% (Sharpe / Sortino numerator)
Volatility
9.78%
Sharpe ratio
0.843
VaR 95%
-0.78%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
23.47%
Ann. 10.00% (Sharpe / Sortino numerator)
Volatility
8.18%
Sharpe ratio
0.779
VaR 95%
-0.75%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
45.14%
Ann. 11.91% (Sharpe / Sortino numerator)
Volatility
7.60%
Sharpe ratio
1.089
VaR 95%
-0.69%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.045%
Best day
1.582%
Worst day
-1.007%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $45.22 | $45.30 | $45.22 | $45.30 | 3,000 |
| 14/10/2026 | $45.22 | $45.32 | $45.17 | $45.23 | 6,600 |
| 13/10/2026 | $45.34 | $45.43 | $45.33 | $45.43 | 6,100 |
| 12/10/2026 | $45.42 | $45.42 | $45.35 | $45.38 | 900 |
| 09/10/2026 | $45.44 | $45.44 | $45.32 | $45.37 | 3,200 |
| 08/10/2026 | $45.49 | $45.49 | $45.24 | $45.26 | 3,200 |
| 07/10/2026 | $45.34 | $45.34 | $45.23 | $45.33 | 12,600 |
| 06/10/2026 | $45.34 | $45.39 | $45.34 | $45.34 | 1,200 |
| 05/10/2026 | $45.26 | $45.28 | $45.18 | $45.27 | 8,200 |
| 02/10/2026 | $45.06 | $45.20 | $45.06 | $45.20 | 5,200 |