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: 20/07/2026
Current price: $47.05
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
0.05%
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
1.31%
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
4.28%
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
9.14%
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
21.08%
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
36.22%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.036%
Best day
1.73%
Worst day
-1.193%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $47.12 | $47.15 | $47.05 | $47.05 | 18,900 |
| 17/07/2026 | $46.98 | $47.20 | $46.97 | $47.09 | 22,400 |
| 16/07/2026 | $47.30 | $47.42 | $47.25 | $47.33 | 14,300 |
| 15/07/2026 | $47.44 | $47.45 | $47.31 | $47.43 | 3,700 |
| 14/07/2026 | $47.23 | $47.34 | $47.22 | $47.34 | 18,900 |
| 13/07/2026 | $47.34 | $47.34 | $47.19 | $47.22 | 10,700 |
| 10/07/2026 | $47.30 | $47.37 | $47.30 | $47.37 | 2,000 |
| 09/07/2026 | $47.12 | $47.30 | $47.12 | $47.24 | 3,600 |
| 08/07/2026 | $46.99 | $47.06 | $46.89 | $47.06 | 7,800 |
| 07/07/2026 | $47.15 | $47.19 | $47.09 | $47.12 | 7,200 |