First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - February

10-Year Study

GFEB.US · · US · ETF

Executive Summary: First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - February has compounded at 13.1% annually over the last 10 years, with a maximum drawdown of 3.9% and an annualized volatility of 7.6%.

1Y CAGR
+13.8%
3Y CAGR
+12.8%
5Y CAGR
+13.1%
10Y CAGR
+13.1%

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 →
3.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +13.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 2.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.90.6-2.53.9————————2.8%
20251.3-0.0-2.8-0.43.52.81.21.31.60.70.71.011.2%
20241.11.51.7-1.72.71.90.81.40.90.12.10.113.1%
2023——2.21.00.53.81.2-0.1-2.3-1.56.32.414.1%

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 7.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 40.7% of variance. Idiosyncratic stock-specific factors contribute 2.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-02-0110000
2023-03-0110221.492743607463
2023-04-0110328.265376641326
2023-05-0110383.552176917761
2023-06-0110777.470628887353
2023-07-0110908.776779543883
2023-08-0110900.138217000693
2023-09-0110646.164478230821
2023-10-0110482.031789910157
2023-11-0111142.363510711817
2023-12-0111414.99654457498
2024-01-0111537.664132688322
2024-02-0111706.9799585349
2024-03-0111900.483759502418
2024-04-0111698.341395991705
2024-05-0112018.659295093295
2024-06-0112242.91637871458
2024-07-0112335.176226675881
2024-08-0112501.727712508638
2024-09-0112619.212163096061
2024-10-0112634.070490670352
2024-11-0112899.101589495507
2024-12-0112906.01243953006
2025-01-0113078.783690393919
2025-02-0113075.328265376642
2025-03-0112705.59778852799
2025-04-0112660.677263303385
2025-05-0113106.081548030408
2025-06-0113472.70214236351
2025-07-0113629.578438147893
2025-08-0113800.967519004837
2025-09-0114018.659295093297
2025-10-0114118.866620594332
2025-11-0114212.85418106427
2025-12-0114350.3800967519
2026-01-0114479.958534899793
2026-02-0114568.071872840357
2026-03-0114198.341395991707
2026-04-0114754.664823773324
Annual Return Matrix
YearAnnual Return
20240.1306190404116847
20250.11191432396251666
20260.028172405490007213
Total Factor Risk
0.07568868184374355
VTI.US Exposure
0.40705676542182
VEA.US Exposure
0.03754665300133523
VWO.US Exposure
0.027812120901003726
QQQ.US Exposure
0.07878446623533476
VTV.US Exposure
0.031191451331742105
IJR.US Exposure
-0.08260033609385785
QUAL.US Exposure
-0.02917237746185267
SHV.US Exposure
0.36689248931513446
TLT.US Exposure
-0.014479983658450647
LQD.US Exposure
0.043694822654879666
HYG.US Exposure
0.05002084376230163
GLD.US Exposure
-0.003105154123916436
USO.US Exposure
0.006511788587117962
VNQ.US Exposure
0.058590772269016565
BTC-USD.CC Exposure
-0.007144931972456551
CPER.US Exposure
0.001582918145632543
VIX.INDX Exposure
0.02560614656090832
UUP.US Exposure
-0.010934826891002308
TIP.US Exposure
-0.007905264687580708
Idiosyncratic Exposure
0.020051636702890216
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
7.6%

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 →
+2.2%
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 →
+4.5%
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 →
0.49
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - February a high-risk investment?

First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - February (GFEB.US) has an annualized volatility of 7.6% and experienced a maximum drawdown of 3.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, GFEB.US has generated a Compound Annual Growth Rate (CAGR) of 13.1%. It has had a positive return in 100% 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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