FT VEST U.S. EQUITY MODERATE BUFFER ETF - SEPTEMBER
Symbol: GSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 15/09/2023
Latest date: 20/07/2026
Current price: $41.06
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
0.47%
Ann. -18.70% (Sharpe / Sortino numerator)
Volatility
10.52%
Sharpe ratio
-2.123
VaR 95%
-0.95%
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
3.19%
Ann. -5.54% (Sharpe / Sortino numerator)
Volatility
8.02%
Sharpe ratio
-1.143
VaR 95%
-0.93%
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
6.28%
Ann. 0.58% (Sharpe / Sortino numerator)
Volatility
7.18%
Sharpe ratio
-0.425
VaR 95%
-0.82%
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
10.99%
Ann. 10.20% (Sharpe / Sortino numerator)
Volatility
9.98%
Sharpe ratio
0.659
VaR 95%
-0.81%
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
20.84%
Ann. 7.83% (Sharpe / Sortino numerator)
Volatility
8.08%
Sharpe ratio
0.520
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
35.99%
Ann. 11.75% (Sharpe / Sortino numerator)
Volatility
7.75%
Sharpe ratio
1.052
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.042%
Best day
1.735%
Worst day
-1.336%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $41.18 | $41.18 | $41.06 | $41.06 | 3,000 |
| 17/07/2026 | $40.97 | $41.12 | $40.97 | $41.03 | 8,700 |
| 16/07/2026 | $41.18 | $41.22 | $41.12 | $41.17 | 16,700 |
| 15/07/2026 | $41.18 | $41.24 | $41.14 | $41.22 | 14,600 |
| 14/07/2026 | $41.16 | $41.21 | $41.14 | $41.14 | 20,100 |
| 13/07/2026 | $41.13 | $41.20 | $41.09 | $41.10 | 10,700 |
| 10/07/2026 | $41.05 | $41.19 | $41.05 | $41.19 | 5,200 |
| 09/07/2026 | $41.02 | $41.15 | $41.01 | $41.12 | 5,100 |
| 08/07/2026 | $40.93 | $41.01 | $40.89 | $41.00 | 11,400 |
| 07/07/2026 | $41.05 | $41.09 | $41.01 | $41.02 | 259,200 |