Summary
SFEB
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 21.13% Volatility 12.92% Sharpe 1.00
Official loaded data — not a live quote.

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: 16/07/2026

Current price: $26.19

Expense ratio: 0.90%

Assets under management
$125.0M
-0.34% 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

1.24%

Ann. -23.55% (Sharpe / Sortino numerator)

Volatility

14.74%

Sharpe ratio

-1.845

VaR 95%

-1.37%

CVaR 95%: -1.43%
Max drawdown: -4.68%
Sortino ratio: -3.675
Calmar ratio: -5.03

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

5.31%

Ann. 4.53% (Sharpe / Sortino numerator)

Volatility

10.43%

Sharpe ratio

0.086

VaR 95%

-1.13%

CVaR 95%: -1.33%
Max drawdown: -5.22%
Sortino ratio: 0.120
Calmar ratio: 0.87

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

8.02%

Ann. 8.91% (Sharpe / Sortino numerator)

Volatility

10.13%

Sharpe ratio

0.522

VaR 95%

-1.12%

CVaR 95%: -1.37%
Max drawdown: -5.22%
Sortino ratio: 0.749
Calmar ratio: 1.71

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.

Period total return

21.13%

Ann. 16.60% (Sharpe / Sortino numerator)

Volatility

12.92%

Sharpe ratio

1.004

VaR 95%

-1.10%

CVaR 95%: -1.83%
Max drawdown: -5.45%
Sortino ratio: 1.360
Calmar ratio: 3.04

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

23.63%

Ann. 9.25% (Sharpe / Sortino numerator)

Volatility

12.48%

Sharpe ratio

0.450

VaR 95%

-1.17%

CVaR 95%: -1.81%
Max drawdown: -16.67%
Sortino ratio: 0.629
Calmar ratio: 0.55

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.078%

Best day

1.962%

31/03/2026
Worst day

-1.6%

13/11/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $26.28 $26.28 $26.19 $26.19 26,800
15/07/2026 $26.25 $26.25 $26.17 $26.19 8,800
14/07/2026 $26.11 $26.15 $26.11 $26.15 700
13/07/2026 $26.14 $26.14 $26.03 $26.08 4,300
10/07/2026 $26.12 $26.18 $26.12 $26.17 1,800
09/07/2026 $26.16 $26.25 $26.16 $26.21 4,400
08/07/2026 $26.00 $26.07 $25.96 $26.05 8,800
07/07/2026 $26.16 $26.16 $26.10 $26.15 900
06/07/2026 $26.26 $26.30 $26.24 $26.24 2,200
02/07/2026 $26.35 $26.35 $26.14 $26.18 3,900