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: 15/10/2026
Current price: $48.34
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
1.44%
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
1.92%
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
4.33%
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
9.17%
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
20.37%
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
40.88%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.036%
Best day
1.73%
Worst day
-1.193%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $48.19 | $48.35 | $48.19 | $48.34 | 7,700 |
| 14/10/2026 | $48.34 | $48.34 | $48.11 | $48.21 | 4,400 |
| 13/10/2026 | $48.49 | $48.53 | $48.43 | $48.49 | 22,200 |
| 12/10/2026 | $48.39 | $48.51 | $48.39 | $48.48 | 3,900 |
| 09/10/2026 | $48.44 | $48.52 | $48.42 | $48.50 | 5,800 |
| 08/10/2026 | $48.33 | $48.44 | $48.27 | $48.32 | 6,300 |
| 07/10/2026 | $48.38 | $48.42 | $48.34 | $48.40 | 56,600 |
| 06/10/2026 | $48.40 | $48.54 | $48.40 | $48.48 | 16,300 |
| 05/10/2026 | $48.21 | $48.34 | $48.21 | $48.29 | 4,100 |
| 02/10/2026 | $48.23 | $48.23 | $48.10 | $48.19 | 15,000 |