FT VEST U.S. EQUITY DEEP BUFFER ETF - MAY
Symbol: DMAY
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 15/05/2020
Latest date: 03/06/2026
Current price: $47.24
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
1.30%
Ann. -9.12% (Sharpe / Sortino numerator)
Volatility
9.71%
Sharpe ratio
-1.313
VaR 95%
-0.93%
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
3.93%
Ann. -0.77% (Sharpe / Sortino numerator)
Volatility
6.72%
Sharpe ratio
-0.655
VaR 95%
-0.72%
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
5.19%
Ann. 3.68% (Sharpe / Sortino numerator)
Volatility
5.58%
Sharpe ratio
0.008
VaR 95%
-0.60%
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
12.37%
Ann. 13.08% (Sharpe / Sortino numerator)
Volatility
10.80%
Sharpe ratio
0.875
VaR 95%
-0.64%
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
25.60%
Ann. 10.16% (Sharpe / Sortino numerator)
Volatility
9.52%
Sharpe ratio
0.686
VaR 95%
-0.76%
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
40.51%
Ann. 11.47% (Sharpe / Sortino numerator)
Volatility
8.55%
Sharpe ratio
0.917
VaR 95%
-0.72%
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
0.047%
Best day
1.73%
Worst day
-1.018%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $47.34 | $47.34 | $47.23 | $47.24 | 111,700 |
| 02/06/2026 | $47.21 | $47.39 | $47.21 | $47.38 | 51,000 |
| 01/06/2026 | $47.29 | $47.38 | $47.24 | $47.34 | 52,600 |
| 29/05/2026 | $47.29 | $47.34 | $47.23 | $47.33 | 41,500 |
| 28/05/2026 | $47.14 | $47.24 | $47.06 | $47.23 | 20,100 |
| 27/05/2026 | $47.22 | $47.22 | $47.04 | $47.11 | 88,900 |
| 26/05/2026 | $47.05 | $47.12 | $47.02 | $47.08 | 35,600 |
| 22/05/2026 | $46.90 | $47.03 | $46.89 | $46.95 | 54,300 |
| 21/05/2026 | $46.77 | $46.91 | $46.72 | $46.89 | 142,600 |
| 20/05/2026 | $46.70 | $46.84 | $46.63 | $46.84 | 163,900 |