Summary
FMAR
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 16.39% Volatility 11.01% Sharpe 1.03
Official loaded data — not a live quote.

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%

Assets under management
$1.2B
0.22% 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

1.21%

Ann. 18.76% (Sharpe / Sortino numerator)

Volatility

9.73%

Sharpe ratio

1.555

VaR 95%

-1.06%

CVaR 95%: -1.19%
Max drawdown: -2.36%
Sortino ratio: 2.110
Calmar ratio: 7.95

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%

CVaR 95%: -0.83%
Max drawdown: -2.36%
Sortino ratio: 1.597
Calmar ratio: 5.01

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%

CVaR 95%: -0.76%
Max drawdown: -2.36%
Sortino ratio: 1.594
Calmar ratio: 4.40

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%

CVaR 95%: -1.66%
Max drawdown: -5.20%
Sortino ratio: 1.036
Calmar ratio: 2.88

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%

CVaR 95%: -1.59%
Max drawdown: -12.37%
Sortino ratio: 0.885
Calmar ratio: 0.96

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%

CVaR 95%: -1.38%
Max drawdown: -12.37%
Sortino ratio: 1.202
Calmar ratio: 1.07

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.061%

Best day

1.891%

31/03/2026
Worst day

-1.252%

26/03/2026
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