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: 15/10/2026
Current price: $45.86
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
0.86%
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
2.01%
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
5.03%
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
12.57%
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
22.28%
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
40.93%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.047%
Best day
1.411%
Worst day
-0.759%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $45.88 | $45.93 | $45.81 | $45.86 | 16,300 |
| 14/10/2026 | $45.96 | $45.96 | $45.84 | $45.87 | 5,700 |
| 13/10/2026 | $45.91 | $46.00 | $45.89 | $45.95 | 6,200 |
| 12/10/2026 | $45.92 | $46.01 | $45.92 | $45.97 | 5,400 |
| 09/10/2026 | $45.88 | $46.00 | $45.86 | $45.96 | 7,900 |
| 08/10/2026 | $45.85 | $45.93 | $45.78 | $45.81 | 8,000 |
| 07/10/2026 | $45.88 | $45.94 | $45.87 | $45.93 | 7,100 |
| 06/10/2026 | $45.75 | $45.99 | $45.75 | $45.95 | 9,900 |
| 05/10/2026 | $45.83 | $45.90 | $45.83 | $45.90 | 2,800 |
| 02/10/2026 | $45.83 | $45.88 | $45.74 | $45.82 | 12,800 |