Obviously I can't comment on the specifics of your situation because I don't know what else you've been through, treatment-wise or otherwise.
A few thoughts: sertraline takes a very long time before you start to feel the effects. The general rule is 4-8 weeks, but you usually need to slowly work your way up to a "therapeutic" dose too, so that's 4-8 weeks after reaching the higher dose, not since treatment began. As Rumi mentioned, there are also lots of other medications available, such as other SSRIs and lots of non-SSRI antidepressants.
I want to mention one last very important thing, and it's the topic of some debate in the medical community, but I believe without a doubt that it is real: SSRIs (like sertraline) can cause suicidality. It's especially true in teens and children, but it happens to young adults and adults too. It can increase your chance of wanting to ctb and taking actions to do so. This effect can go away after some time, or some doctors will stop the medication if you're experiencing a worsening of suicidal thoughts. You can talk about it with your own healthcare provider, just know that it is possible you're experiencing a medication side effect that doesn't reflect your "true" feelings, if that makes sense.
Hope this helps. You deserve to find relief.