Summary
APXM
Prices · period metrics · 12M
NAV as of 15/10/2026
30/05/2025 → 28/05/2026
Return 4.96% Volatility 1.01% Sharpe 1.95
Official loaded data — not a live quote.

FT VEST U.S. EQUITY MAX BUFFER ETF - APRIL

Symbol: APXM

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 16/04/2025

Latest date: 15/10/2026

Current price: $32.24

Expense ratio: 0.85%

Assets under management
$21.7M
0.12% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.62%

Ann. 9.90% (Sharpe / Sortino numerator)

Volatility

1.67%

Sharpe ratio

3.764

VaR 95%

-0.13%

CVaR 95%: -0.13%
Max drawdown: -0.21%
Sortino ratio: 9.028
Calmar ratio: 48.14

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.26%

Ann. 5.92% (Sharpe / Sortino numerator)

Volatility

1.45%

Sharpe ratio

1.578

VaR 95%

-0.13%

CVaR 95%: -0.14%
Max drawdown: -0.27%
Sortino ratio: 3.012
Calmar ratio: 21.87

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

2.71%

Ann. 5.37% (Sharpe / Sortino numerator)

Volatility

1.10%

Sharpe ratio

1.587

VaR 95%

-0.08%

CVaR 95%: -0.13%
Max drawdown: -0.27%
Sortino ratio: 2.540
Calmar ratio: 19.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.96%

Ann. 5.60% (Sharpe / Sortino numerator)

Volatility

1.01%

Sharpe ratio

1.950

VaR 95%

-0.08%

CVaR 95%: -0.11%
Max drawdown: -0.27%
Sortino ratio: 3.348
Calmar ratio: 20.68

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.019%

Best day

0.319%

22/04/2026
Worst day

-0.347%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $32.20 $32.24 $32.20 $32.24 1,300
14/10/2026 $32.23 $32.23 $32.23 $32.23 100
13/10/2026 $32.29 $32.29 $32.29 $32.29 100
12/10/2026 $32.24 $32.28 $32.24 $32.28 1,200
09/10/2026 $32.28 $32.28 $32.28 $32.28 100
08/10/2026 $32.23 $32.23 $32.23 $32.23 100
07/10/2026 $32.20 $32.24 $32.20 $32.24 800
06/10/2026 $32.16 $32.26 $32.16 $32.26 4,000
05/10/2026 $32.26 $32.26 $32.22 $32.22 100
02/10/2026 $32.11 $32.20 $32.11 $32.20 7,300