FT VEST U.S. EQUITY DEEP BUFFER ETF - MARCH
Symbol: DMAR
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 19/03/2021
Latest date: 03/06/2026
Current price: $44.66
Expense ratio: 0.85%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.43%
Ann. 13.22% (Sharpe / Sortino numerator)
Volatility
6.49%
Sharpe ratio
1.479
VaR 95%
-0.62%
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
6.27%
Ann. 9.12% (Sharpe / Sortino numerator)
Volatility
4.34%
Sharpe ratio
1.265
VaR 95%
-0.31%
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
8.16%
Ann. 9.15% (Sharpe / Sortino numerator)
Volatility
3.87%
Sharpe ratio
1.426
VaR 95%
-0.31%
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
14.75%
Ann. 12.49% (Sharpe / Sortino numerator)
Volatility
7.58%
Sharpe ratio
1.169
VaR 95%
-0.41%
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
26.85%
Ann. 10.75% (Sharpe / Sortino numerator)
Volatility
7.69%
Sharpe ratio
0.927
VaR 95%
-0.70%
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
41.05%
Ann. 11.36% (Sharpe / Sortino numerator)
Volatility
6.75%
Sharpe ratio
1.145
VaR 95%
-0.54%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.055%
Best day
1.411%
Worst day
-0.759%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $44.69 | $44.69 | $44.64 | $44.66 | 4,100 |
| 02/06/2026 | $44.75 | $44.75 | $44.70 | $44.70 | 5,100 |
| 01/06/2026 | $44.70 | $44.74 | $44.70 | $44.72 | 3,700 |
| 29/05/2026 | $44.74 | $44.74 | $44.64 | $44.70 | 6,000 |
| 28/05/2026 | $44.61 | $44.69 | $44.61 | $44.66 | 7,000 |
| 27/05/2026 | $44.46 | $44.61 | $44.46 | $44.59 | 15,800 |
| 26/05/2026 | $44.62 | $44.62 | $44.57 | $44.58 | 2,600 |
| 22/05/2026 | $44.47 | $44.56 | $44.47 | $44.53 | 8,300 |
| 21/05/2026 | $44.42 | $44.50 | $44.40 | $44.50 | 7,800 |
| 20/05/2026 | $44.30 | $44.44 | $44.30 | $44.42 | 18,200 |