FT VEST U.S. SMALL CAP MODERATE BUFFER ETF - FEBRUARY
Symbol: SFEB
Exchange: BATS
Sector: Healthcare
Category: Defined Outcome
Inception date: 16/02/2024
Latest date: 15/10/2026
Current price: $25.57
Expense ratio: 0.90%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-1.90%
Ann. -23.55% (Sharpe / Sortino numerator)
Volatility
14.74%
Sharpe ratio
-1.845
VaR 95%
-1.37%
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
-2.35%
Ann. 4.53% (Sharpe / Sortino numerator)
Volatility
10.43%
Sharpe ratio
0.086
VaR 95%
-1.13%
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
2.75%
Ann. 8.91% (Sharpe / Sortino numerator)
Volatility
10.13%
Sharpe ratio
0.522
VaR 95%
-1.12%
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
10.58%
Ann. 16.60% (Sharpe / Sortino numerator)
Volatility
12.92%
Sharpe ratio
1.004
VaR 95%
-1.10%
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
19.39%
Ann. 9.25% (Sharpe / Sortino numerator)
Volatility
12.48%
Sharpe ratio
0.450
VaR 95%
-1.17%
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
30.22%
Ann. 12.61% (Sharpe / Sortino numerator)
Volatility
11.97%
Sharpe ratio
0.749
VaR 95%
-1.06%
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
0.042%
Best day
1.962%
Worst day
-1.6%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $25.44 | $25.57 | $25.44 | $25.57 | 3,900 |
| 14/10/2026 | $25.32 | $25.49 | $25.32 | $25.34 | 13,600 |
| 13/10/2026 | $25.65 | $25.67 | $25.63 | $25.67 | 800 |
| 12/10/2026 | $25.83 | $25.83 | $25.72 | $25.75 | 3,400 |
| 09/10/2026 | $25.80 | $25.81 | $25.77 | $25.80 | 2,800 |
| 08/10/2026 | $25.65 | $25.73 | $25.65 | $25.73 | 2,100 |
| 07/10/2026 | $25.67 | $25.73 | $25.67 | $25.72 | 1,400 |
| 06/10/2026 | $26.15 | $26.15 | $25.86 | $25.90 | 7,400 |
| 05/10/2026 | $25.97 | $26.06 | $25.85 | $26.00 | 7,300 |
| 02/10/2026 | $25.96 | $26.06 | $25.88 | $25.95 | 4,000 |