Summary
GSEP
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 10.99% Volatility 9.98% Sharpe 0.66
Official loaded data — not a live quote.

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%

Assets under management
$342.1M
-0.30% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.47%

Ann. -18.70% (Sharpe / Sortino numerator)

Volatility

10.52%

Sharpe ratio

-2.123

VaR 95%

-0.95%

CVaR 95%: -0.96%
Max drawdown: -3.87%
Sortino ratio: -3.818
Calmar ratio: -4.83

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%

CVaR 95%: -0.99%
Max drawdown: -4.44%
Sortino ratio: -1.709
Calmar ratio: -1.25

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%

CVaR 95%: -1.00%
Max drawdown: -4.44%
Sortino ratio: -0.598
Calmar ratio: 0.13

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%

CVaR 95%: -1.46%
Max drawdown: -4.51%
Sortino ratio: 0.775
Calmar ratio: 2.26

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%

CVaR 95%: -1.21%
Max drawdown: -10.09%
Sortino ratio: 0.603
Calmar ratio: 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

35.99%

Ann. 11.75% (Sharpe / Sortino numerator)

Volatility

7.75%

Sharpe ratio

1.052

VaR 95%

-0.71%

CVaR 95%: -1.13%
Max drawdown: -10.09%
Sortino ratio: 1.274
Calmar ratio: 1.16

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.042%

Best day

1.735%

31/03/2026
Worst day

-1.336%

10/10/2025
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