Summary
SEPM
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 6.38% Volatility 3.91% Sharpe 0.72
Official loaded data — not a live quote.

FT VEST U.S. EQUITY MAX BUFFER ETF - SEPTEMBER

Symbol: SEPM

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 20/09/2024

Latest date: 20/07/2026

Current price: $32.92

Expense ratio: 0.85%

Assets under management
$31.2M
0.06% 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

0.41%

Ann. -8.87% (Sharpe / Sortino numerator)

Volatility

4.33%

Sharpe ratio

-2.890

VaR 95%

-0.37%

CVaR 95%: -0.40%
Max drawdown: -1.65%
Sortino ratio: -7.441
Calmar ratio: -5.36

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

1.84%

Ann. -1.41% (Sharpe / Sortino numerator)

Volatility

3.36%

Sharpe ratio

-1.502

VaR 95%

-0.35%

CVaR 95%: -0.38%
Max drawdown: -1.82%
Sortino ratio: -2.622
Calmar ratio: -0.77

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

3.56%

Ann. 1.58% (Sharpe / Sortino numerator)

Volatility

2.98%

Sharpe ratio

-0.688

VaR 95%

-0.33%

CVaR 95%: -0.38%
Max drawdown: -1.82%
Sortino ratio: -1.104
Calmar ratio: 0.86

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

6.38%

Ann. 6.44% (Sharpe / Sortino numerator)

Volatility

3.91%

Sharpe ratio

0.717

VaR 95%

-0.33%

CVaR 95%: -0.54%
Max drawdown: -1.82%
Sortino ratio: 0.892
Calmar ratio: 3.53

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

11.25%

Ann. 6.12% (Sharpe / Sortino numerator)

Volatility

3.67%

Sharpe ratio

0.690

VaR 95%

-0.32%

CVaR 95%: -0.50%
Max drawdown: -3.88%
Sortino ratio: 0.910
Calmar ratio: 1.58

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

0.025%

Best day

0.674%

31/03/2026
Worst day

-0.422%

26/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $32.90 $32.92 $32.88 $32.92 3,000
17/07/2026 $32.89 $32.90 $32.87 $32.88 2,900
16/07/2026 $32.99 $32.99 $32.93 $32.95 1,000
15/07/2026 $32.94 $32.95 $32.93 $32.95 2,200
14/07/2026 $32.91 $32.95 $32.91 $32.95 2,000
13/07/2026 $32.94 $32.94 $32.92 $32.92 300
10/07/2026 $32.91 $32.95 $32.89 $32.95 3,500
09/07/2026 $32.91 $32.91 $32.91 $32.91 100
08/07/2026 $32.89 $32.89 $32.86 $32.86 3,800
07/07/2026 $32.86 $32.89 $32.86 $32.89 500