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

10-Year Study

FFEB.US · · US · ETF

Executive Summary: FT Cboe Vest U.S. Equity Buffer ETF - February has compounded at 12.5% annually over the last 10 years, with a maximum drawdown of 13.1% and an annualized volatility of 7.8%.

1Y CAGR
+17.4%
3Y CAGR
+16.0%
5Y CAGR
+10.6%
10Y CAGR
+12.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
13.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.81
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +20.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -7.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.01.0-3.35.2————————3.8%
20251.60.3-3.8-0.44.33.31.41.52.20.80.71.113.8%
20241.42.71.9-2.13.42.20.91.81.0-0.23.1-0.416.6%
20233.4-0.92.51.40.44.71.8-0.4-3.4-1.87.33.820.0%
2022-1.0-1.82.2-5.70.6-5.86.3-2.5-5.65.33.3-2.1-7.5%
20210.00.73.53.20.81.41.21.4-1.73.2-0.62.216.3%
2020——-9.19.03.11.33.43.9-2.2-0.96.31.616.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 7.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 95.2% of variance. Idiosyncratic stock-specific factors contribute 2.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-02-0110000
2020-03-019090.492957746479
2020-04-019904.577464788734
2020-05-0110215.140845070422
2020-06-0110345.774647887325
2020-07-0110702.464788732395
2020-08-0111123.239436619719
2020-09-0110883.802816901409
2020-10-0110788.732394366198
2020-11-0111465.845070422536
2020-12-0111647.887323943662
2021-01-0111649.647887323945
2021-02-0111732.394366197183
2021-03-0112137.323943661973
2021-04-0112528.87323943662
2021-05-0112626.05633802817
2021-06-0112799.295774647888
2021-07-0112957.74647887324
2021-08-0113137.323943661973
2021-09-0112913.38028169014
2021-10-0113329.225352112675
2021-11-0113247.887323943663
2021-12-0113542.253521126762
2022-01-0113405.633802816903
2022-02-0113164.788732394365
2022-03-0113454.225352112677
2022-04-0112682.74647887324
2022-05-0112760.56338028169
2022-06-0112023.943661971833
2022-07-0112781.69014084507
2022-08-0112458.450704225352
2022-09-0111764.084507042255
2022-10-0112385.56338028169
2022-11-0112795.774647887325
2022-12-0112525.704225352114
2023-01-0112949.647887323945
2023-02-0112837.67605633803
2023-03-0113161.971830985916
2023-04-0113348.591549295774
2023-05-0113397.887323943662
2023-06-0114026.408450704226
2023-07-0114278.169014084508
2023-08-0114214.788732394365
2023-09-0113725.352112676057
2023-10-0113480.281690140846
2023-11-0114468.309859154931
2023-12-0115024.647887323945
2024-01-0115232.394366197184
2024-02-0115640.845070422538
2024-03-0115941.901408450705
2024-04-0115602.112676056338
2024-05-0116126.760563380283
2024-06-0116475.352112676057
2024-07-0116627.11267605634
2024-08-0116933.098591549297
2024-09-0117098.591549295776
2024-10-0117063.38028169014
2024-11-0117588.028169014087
2024-12-0117524.647887323947
2025-01-0117809.859154929578
2025-02-0117859.154929577464
2025-03-0117179.577464788734
2025-04-0117116.197183098593
2025-05-0117859.154929577464
2025-06-0118454.577464788734
2025-07-0118721.830985915494
2025-08-0118999.647887323947
2025-09-0119417.253521126764
2025-10-0119577.464788732395
2025-11-0119722.53521126761
2025-12-0119936.61971830986
2026-01-0120137.32394366197
2026-02-0120345.070422535213
2026-03-0119665.49295774648
2026-04-0120686.93661971831
Annual Return Matrix
YearAnnual Return
20210.16263603385731562
2022-0.07506500260010407
20230.1995052427402806
20240.16639325052730247
20250.13763311231665654
20260.03763511126810326
Total Factor Risk
0.07849141675802193
VTI.US Exposure
0.9516890771669847
VEA.US Exposure
0.10022610631749711
VWO.US Exposure
0.0059958540636910265
QQQ.US Exposure
-0.030703569349645778
VTV.US Exposure
0.04705764875049385
IJR.US Exposure
-0.12406260160298968
QUAL.US Exposure
-0.04232176785881015
SHV.US Exposure
0.013070120779468402
TLT.US Exposure
0.03762609046735589
LQD.US Exposure
-0.060590817876146154
HYG.US Exposure
0.0857890039669176
GLD.US Exposure
-0.007243406049462516
USO.US Exposure
0.0029096615965725553
VNQ.US Exposure
-0.015152912673299445
BTC-USD.CC Exposure
-0.013363876167372234
CPER.US Exposure
0.013707865369565636
VIX.INDX Exposure
0.008204791021609306
UUP.US Exposure
-0.007108734664161011
TIP.US Exposure
0.01012512827155059
Idiosyncratic Exposure
0.0241463384701803
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.64
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is FT Cboe Vest U.S. Equity Buffer ETF - February a high-risk investment?

FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB.US) has an annualized volatility of 7.8% and experienced a maximum drawdown of 13.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of FFEB.US?

Over the past 10 years, FFEB.US has generated a Compound Annual Growth Rate (CAGR) of 12.5%. It has had a positive return in 83% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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