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FT Cboe Vest U.S. Equity Buffer ETF - February (FF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerFirst Trust
Inception DateFeb 21, 2020
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity, Actively Managed
Index TrackedCboe S&P 500 Buffer Protect Index February Series
Home Pagewww.ftportfolios.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The FT Cboe Vest U.S. Equity Buffer ETF - February has a high expense ratio of 0.85%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.85%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FT Cboe Vest U.S. Equity Buffer ETF - February

Popular comparisons: FFEB vs. BUFR, FFEB vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FT Cboe Vest U.S. Equity Buffer ETF - February, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
11.73%
15.73%
FFEB (FT Cboe Vest U.S. Equity Buffer ETF - February)
Benchmark (^GSPC)

S&P 500

Returns By Period

FT Cboe Vest U.S. Equity Buffer ETF - February had a return of 3.71% year-to-date (YTD) and 17.67% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.71%6.12%
1 month-0.68%-1.08%
6 months11.73%15.73%
1 year17.67%22.34%
5 years (annualized)N/A11.82%
10 years (annualized)N/A10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.38%2.68%1.92%
2023-3.44%-1.79%7.33%3.85%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of FFEB is 87, placing it in the top 13% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of FFEB is 8787
FT Cboe Vest U.S. Equity Buffer ETF - February(FFEB)
The Sharpe Ratio Rank of FFEB is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of FFEB is 8787Sortino Ratio Rank
The Omega Ratio Rank of FFEB is 8686Omega Ratio Rank
The Calmar Ratio Rank of FFEB is 9292Calmar Ratio Rank
The Martin Ratio Rank of FFEB is 8484Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FFEB
Sharpe ratio
The chart of Sharpe ratio for FFEB, currently valued at 2.15, compared to the broader market-1.000.001.002.003.004.005.002.15
Sortino ratio
The chart of Sortino ratio for FFEB, currently valued at 3.25, compared to the broader market-2.000.002.004.006.008.0010.003.25
Omega ratio
The chart of Omega ratio for FFEB, currently valued at 1.40, compared to the broader market1.001.502.002.501.40
Calmar ratio
The chart of Calmar ratio for FFEB, currently valued at 2.48, compared to the broader market0.002.004.006.008.0010.0012.002.48
Martin ratio
The chart of Martin ratio for FFEB, currently valued at 9.99, compared to the broader market0.0020.0040.0060.0080.009.99
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current FT Cboe Vest U.S. Equity Buffer ETF - February Sharpe ratio is 2.15. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.15
1.89
FFEB (FT Cboe Vest U.S. Equity Buffer ETF - February)
Benchmark (^GSPC)

Dividends

Dividend History


FT Cboe Vest U.S. Equity Buffer ETF - February doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.25%
-3.66%
FFEB (FT Cboe Vest U.S. Equity Buffer ETF - February)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FT Cboe Vest U.S. Equity Buffer ETF - February. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FT Cboe Vest U.S. Equity Buffer ETF - February was 22.81%, occurring on Mar 23, 2020. Recovery took 81 trading sessions.

The current FT Cboe Vest U.S. Equity Buffer ETF - February drawdown is 2.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.81%Feb 25, 202020Mar 23, 202081Jul 17, 2020101
-13.85%Feb 10, 2022169Oct 12, 2022160Jun 2, 2023329
-7.01%Jul 31, 202364Oct 27, 202314Nov 16, 202378
-4.56%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-4.47%Oct 13, 202012Oct 28, 20208Nov 9, 202020

Volatility

Volatility Chart

The current FT Cboe Vest U.S. Equity Buffer ETF - February volatility is 2.06%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
2.06%
3.44%
FFEB (FT Cboe Vest U.S. Equity Buffer ETF - February)
Benchmark (^GSPC)