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

10-Year Study

FSEP.US · · US · ETF

Executive Summary: FT Cboe Vest U.S. Equity Buffer ETF - September has compounded at 10.6% annually over the last 10 years, with a maximum drawdown of 12.4% and an annualized volatility of 7.8%.

1Y CAGR
+15.3%
3Y CAGR
+14.2%
5Y CAGR
+9.4%
10Y CAGR
+10.6%

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 →
12.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.68
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
9.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +20.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -7.1%
% 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.
20260.9-0.3-3.05.0————————2.5%
20251.8-0.7-3.6-0.24.43.51.71.61.81.00.40.612.8%
20241.22.91.5-1.43.01.40.61.10.9-0.83.7-1.213.6%
20234.6-1.62.71.10.45.82.7-1.2-3.7-1.46.63.320.2%
2022-2.5-1.92.6-5.90.4-4.45.6-0.7-5.65.54.1-3.4-7.1%
2021-1.31.72.81.30.70.80.40.2-1.54.2-0.82.711.6%
2020—————————-2.17.41.97.2%

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 91.2% of variance. Idiosyncratic stock-specific factors contribute 5.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-09-0110000
2020-10-019794.019933554817
2020-11-0110516.943521594683
2020-12-0110719.601328903655
2021-01-0110579.667774086378
2021-02-0110763.189368770763
2021-03-0111062.790697674418
2021-04-0111201.328903654485
2021-05-0111282.392026578073
2021-06-0111369.102990033221
2021-07-0111413.28903654485
2021-08-0111438.538205980067
2021-09-0111272.425249169435
2021-10-0111748.172757475084
2021-11-0111649.169435215947
2021-12-0111963.45514950166
2022-01-0111661.129568106313
2022-02-0111445.182724252492
2022-03-0111742.1926910299
2022-04-0111049.833887043187
2022-05-0111089.70099667774
2022-06-0110603.986710963454
2022-07-0111193.355481727574
2022-08-0111110.963455149504
2022-09-0110485.049833887042
2022-10-0111066.445182724254
2022-11-0111514.950166112956
2022-12-0111119.601328903655
2023-01-0111631.229235880399
2023-02-0111441.860465116279
2023-03-0111747.50830564784
2023-04-0111877.076411960132
2023-05-0111921.926910299002
2023-06-0112618.93687707641
2023-07-0112956.810631229237
2023-08-0112796.345514950168
2023-09-0112318.936877076412
2023-10-0112147.50830564784
2023-11-0112946.179401993357
2023-12-0113368.770764119601
2024-01-0113527.242524916943
2024-02-0113913.28903654485
2024-03-0114117.940199335546
2024-04-0113913.621262458471
2024-05-0114335.548172757473
2024-06-0114538.205980066443
2024-07-0114627.906976744185
2024-08-0114790.697674418605
2024-09-0114930.232558139533
2024-10-0114817.275747508305
2024-11-0115369.102990033223
2024-12-0115181.395348837208
2025-01-0115462.126245847174
2025-02-0115348.837209302326
2025-03-0114800.66445182724
2025-04-0114766.777408637872
2025-05-0115410.63122923588
2025-06-0115949.833887043187
2025-07-0116221.594684385382
2025-08-0116489.036544850496
2025-09-0116790.697674418603
2025-10-0116958.471760797343
2025-11-0117027.57475083056
2025-12-0117129.56810631229
2026-01-0117285.714285714283
2026-02-0117232.55813953488
2026-03-0116720.930232558138
2026-04-0117558.803986710962
Annual Return Matrix
YearAnnual Return
20210.11603545527800163
2022-0.07053596223271308
20230.20227069017030197
20240.13558648111332006
20250.1283263305322131
20260.02505818463925502
Total Factor Risk
0.07823360596637076
VTI.US Exposure
0.9121286888826163
VEA.US Exposure
0.0014784823491332684
VWO.US Exposure
0.02414302512828498
QQQ.US Exposure
0.04286404448576403
VTV.US Exposure
0.14838301911327414
IJR.US Exposure
-0.094909229831239
QUAL.US Exposure
-0.1271891527047182
SHV.US Exposure
0.0024021799624349385
TLT.US Exposure
0.00016087710615943874
LQD.US Exposure
0.02597530348141321
HYG.US Exposure
0.005664518360622763
GLD.US Exposure
-0.005763425076549812
USO.US Exposure
0.004480498728243918
VNQ.US Exposure
-0.020910334870603436
BTC-USD.CC Exposure
-0.010192086663724178
CPER.US Exposure
-0.004091628321353969
VIX.INDX Exposure
0.04249171267299838
UUP.US Exposure
0.0006358720172570908
TIP.US Exposure
-0.0006402591891106885
Idiosyncratic Exposure
0.052887894369096834
Value Score
41.8
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 →20.6x
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$405.7B
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 →
+2.9%
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 →
+4.3%
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 - September a high-risk investment?

FT Cboe Vest U.S. Equity Buffer ETF - September (FSEP.US) has an annualized volatility of 7.8% and experienced a maximum drawdown of 12.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FSEP.US has generated a Compound Annual Growth Rate (CAGR) of 10.6%. 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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