FT VEST U.S. EQUITY BUFFER ETF - MARCH
Symbol: FMAR
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 19/03/2021
Latest date: 17/06/2026
Current price: $51.98
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
0.50%
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
7.69%
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
10.47%
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
18.49%
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
28.19%
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
47.67%
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: 17/06/2025 - 17/06/2026.
Average daily return
0.068%
Best day
1.891%
Worst day
-1.252%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/06/2026 | $52.29 | $52.29 | $51.98 | $51.98 | 7,600 |
| 16/06/2026 | $52.36 | $52.36 | $52.23 | $52.26 | 9,100 |
| 15/06/2026 | $52.20 | $52.32 | $52.20 | $52.30 | 5,400 |
| 12/06/2026 | $51.86 | $51.98 | $51.86 | $51.95 | 7,400 |
| 11/06/2026 | $51.49 | $51.90 | $51.44 | $51.85 | 11,000 |
| 10/06/2026 | $51.63 | $51.83 | $51.50 | $51.50 | 8,900 |
| 09/06/2026 | $52.05 | $52.05 | $51.36 | $51.80 | 11,200 |
| 08/06/2026 | $51.93 | $52.04 | $51.84 | $51.84 | 13,800 |
| 05/06/2026 | $52.11 | $52.14 | $51.72 | $51.83 | 9,700 |
| 04/06/2026 | $52.20 | $52.32 | $52.20 | $52.28 | 25,900 |