FT VEST U.S. EQUITY BUFFER ETF - MARCH
Symbol: FMAR
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 19/03/2021
Latest date: 15/10/2026
Current price: $53.93
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
1.21%
Ann. 18.76% (Sharpe / Sortino numerator)
Volatility
9.73%
Sharpe ratio
1.555
VaR 95%
-1.06%
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
2.49%
Ann. 11.83% (Sharpe / Sortino numerator)
Volatility
6.33%
Sharpe ratio
1.296
VaR 95%
-0.46%
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
6.52%
Ann. 10.39% (Sharpe / Sortino numerator)
Volatility
5.37%
Sharpe ratio
1.257
VaR 95%
-0.44%
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
16.39%
Ann. 14.95% (Sharpe / Sortino numerator)
Volatility
11.01%
Sharpe ratio
1.028
VaR 95%
-0.52%
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
26.98%
Ann. 11.87% (Sharpe / Sortino numerator)
Volatility
10.03%
Sharpe ratio
0.822
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
50.88%
Ann. 13.29% (Sharpe / Sortino numerator)
Volatility
8.94%
Sharpe ratio
1.080
VaR 95%
-0.79%
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
0.061%
Best day
1.891%
Worst day
-1.252%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $53.81 | $53.98 | $53.81 | $53.93 | 10,100 |
| 14/10/2026 | $54.02 | $54.02 | $53.76 | $53.85 | 17,300 |
| 13/10/2026 | $54.06 | $54.06 | $53.96 | $54.03 | 14,800 |
| 12/10/2026 | $53.99 | $54.10 | $53.98 | $54.03 | 7,900 |
| 09/10/2026 | $53.98 | $54.02 | $53.98 | $54.02 | 10,400 |
| 08/10/2026 | $53.96 | $53.98 | $53.82 | $53.88 | 12,800 |
| 07/10/2026 | $53.89 | $53.98 | $53.87 | $53.98 | 12,200 |
| 06/10/2026 | $54.01 | $54.02 | $53.96 | $53.98 | 10,300 |
| 05/10/2026 | $53.82 | $53.92 | $53.74 | $53.88 | 6,500 |
| 02/10/2026 | $53.74 | $53.83 | $53.71 | $53.76 | 16,600 |