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: 15/10/2026
Current price: $42.46
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
1.19%
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
3.01%
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
7.30%
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
11.74%
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
22.43%
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
41.67%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.045%
Best day
1.735%
Worst day
-1.088%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $42.27 | $42.47 | $42.25 | $42.46 | 17,300 |
| 14/10/2026 | $42.35 | $42.45 | $42.27 | $42.34 | 43,400 |
| 13/10/2026 | $42.51 | $42.59 | $42.49 | $42.58 | 41,700 |
| 12/10/2026 | $42.61 | $42.68 | $42.53 | $42.55 | 72,900 |
| 09/10/2026 | $42.62 | $42.62 | $42.50 | $42.59 | 45,700 |
| 08/10/2026 | $42.48 | $42.52 | $42.39 | $42.44 | 13,300 |
| 07/10/2026 | $42.49 | $42.57 | $42.39 | $42.55 | 74,200 |
| 06/10/2026 | $42.66 | $42.66 | $42.54 | $42.57 | 74,300 |
| 05/10/2026 | $42.33 | $42.47 | $42.33 | $42.43 | 31,800 |
| 02/10/2026 | $42.39 | $42.40 | $42.22 | $42.32 | 48,400 |