Summary
DMAY
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 9.14% Volatility 10.80% Sharpe 0.88
Official loaded data — not a live quote.

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%

Assets under management
$369.6M
-0.14% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.05%

Ann. -9.12% (Sharpe / Sortino numerator)

Volatility

9.71%

Sharpe ratio

-1.313

VaR 95%

-0.93%

CVaR 95%: -0.99%
Max drawdown: -3.11%
Sortino ratio: -2.436
Calmar ratio: -2.93

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%

CVaR 95%: -0.86%
Max drawdown: -3.36%
Sortino ratio: -0.945
Calmar ratio: -0.23

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%

CVaR 95%: -0.80%
Max drawdown: -3.36%
Sortino ratio: 0.011
Calmar ratio: 1.09

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%

CVaR 95%: -1.54%
Max drawdown: -4.47%
Sortino ratio: 0.934
Calmar ratio: 2.93

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

21.08%

Ann. 10.16% (Sharpe / Sortino numerator)

Volatility

9.52%

Sharpe ratio

0.686

VaR 95%

-0.76%

CVaR 95%: -1.46%
Max drawdown: -12.38%
Sortino ratio: 0.760
Calmar ratio: 0.82

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%

CVaR 95%: -1.27%
Max drawdown: -12.38%
Sortino ratio: 1.051
Calmar ratio: 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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.036%

Best day

1.73%

31/03/2026
Worst day

-1.193%

05/06/2026
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