FT Cboe Vest U.S. Equity Moderate Buffer ETF – September

10-Year Study

GSEP.US · · US · ETF

Executive Summary: FT Cboe Vest U.S. Equity Moderate Buffer ETF – September has compounded at 12.0% annually over the last 10 years, with a maximum drawdown of 3.3% and an annualized volatility of 18.4%.

1Y CAGR
+12.2%
3Y CAGR
+12.0%
5Y CAGR
+12.0%
10Y CAGR
+12.0%

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 →
3.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +10.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 2.3%
% 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.
20260.8-0.1-2.34.0————————2.3%
20251.6-0.4-2.6-0.33.62.81.31.41.10.80.50.510.6%
20240.92.31.2-0.72.11.00.60.61.1-0.62.8-0.810.9%
2023—————————-1.15.52.57.0%

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 18.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 85.7% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-09-0110000
2023-10-019890.370169858565
2023-11-0110439.196047912295
2023-12-0110695.675712255532
2024-01-0110797.184814238342
2024-02-0111040.12993165054
2024-03-0111171.076673208365
2024-04-0111088.177573255738
2024-05-0111325.03214454896
2024-06-0111439.060702442986
2024-07-0111507.74852811802
2024-08-0111578.80489950599
2024-09-0111700.615821885363
2024-10-0111626.175813764634
2024-11-0111947.621303376873
2024-12-0111856.26311159234
2025-01-0112049.13040535968
2025-02-0111996.684036001894
2025-03-0111685.38945658794
2025-04-0111650.876361913784
2025-05-0112064.695134330379
2025-06-0112407.79589903228
2025-07-0112571.90228057116
2025-08-0112742.775935575557
2025-09-0112884.888678351492
2025-10-0112988.597144210598
2025-11-0113047.30324152399
2025-12-0113108.208702713677
2026-01-0113213.101441429248
2026-02-0113196.183257765446
2026-03-0112895.039588549775
2026-04-0113405.96873519659
Annual Return Matrix
YearAnnual Return
20240.10850996520088585
20250.10559360730593625
20260.022715539494062797
Total Factor Risk
0.1841570108468056
VTI.US Exposure
0.0974599959946105
VEA.US Exposure
-0.005129107642478572
VWO.US Exposure
0.005908770285162228
QQQ.US Exposure
-0.03619616418628392
VTV.US Exposure
-0.024627572325697306
IJR.US Exposure
0.005100074518007812
QUAL.US Exposure
0.04681988236989029
SHV.US Exposure
0.8572905329911488
TLT.US Exposure
-0.004942671326811713
LQD.US Exposure
0.006287681467309201
HYG.US Exposure
0.04828125455225258
GLD.US Exposure
0.0004326466496409916
USO.US Exposure
0.00032710197788633224
VNQ.US Exposure
-0.012143042337124274
BTC-USD.CC Exposure
-0.0006054120054411306
CPER.US Exposure
-0.00010262127704528699
VIX.INDX Exposure
0.0001676906059237289
UUP.US Exposure
-0.0015703365969930922
TIP.US Exposure
0.013755242200315243
Idiosyncratic Exposure
0.003486054085727535
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
18.4%

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 →
+2.4%
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 →
+3.7%
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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

FT Cboe Vest U.S. Equity Moderate Buffer ETF – September (GSEP.US) has an annualized volatility of 18.4% and experienced a maximum drawdown of 3.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GSEP.US has generated a Compound Annual Growth Rate (CAGR) of 12.0%. 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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