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: 20/07/2026
Current price: $44.85
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
0.46%
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
2.32%
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
7.66%
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
12.56%
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
23.27%
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
38.17%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.048%
Best day
1.411%
Worst day
-0.759%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $44.86 | $44.89 | $44.80 | $44.85 | 3,800 |
| 17/07/2026 | $44.77 | $44.89 | $44.77 | $44.80 | 2,700 |
| 16/07/2026 | $44.97 | $45.01 | $44.93 | $44.93 | 4,800 |
| 15/07/2026 | $44.97 | $45.04 | $44.92 | $44.96 | 6,300 |
| 14/07/2026 | $44.90 | $44.97 | $44.89 | $44.92 | 6,800 |
| 13/07/2026 | $44.98 | $44.98 | $44.82 | $44.87 | 10,400 |
| 10/07/2026 | $44.90 | $44.91 | $44.90 | $44.91 | 900 |
| 09/07/2026 | $44.86 | $44.92 | $44.82 | $44.88 | 2,100 |
| 08/07/2026 | $44.81 | $44.81 | $44.73 | $44.76 | 1,700 |
| 07/07/2026 | $44.87 | $44.87 | $44.79 | $44.81 | 4,900 |