FT VEST U.S. EQUITY BUFFER ETF - MAY
Symbol: FMAY
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 15/05/2020
Latest date: 15/10/2026
Current price: $57.83
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
1.58%
Ann. -13.93% (Sharpe / Sortino numerator)
Volatility
11.73%
Sharpe ratio
-1.498
VaR 95%
-1.12%
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
2.14%
Ann. -1.99% (Sharpe / Sortino numerator)
Volatility
8.06%
Sharpe ratio
-0.696
VaR 95%
-0.83%
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
5.34%
Ann. 3.17% (Sharpe / Sortino numerator)
Volatility
6.88%
Sharpe ratio
-0.067
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
11.01%
Ann. 14.19% (Sharpe / Sortino numerator)
Volatility
11.63%
Sharpe ratio
0.909
VaR 95%
-0.80%
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
23.91%
Ann. 10.99% (Sharpe / Sortino numerator)
Volatility
10.14%
Sharpe ratio
0.725
VaR 95%
-0.87%
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
48.80%
Ann. 13.07% (Sharpe / Sortino numerator)
Volatility
9.27%
Sharpe ratio
1.018
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
0.043%
Best day
1.96%
Worst day
-1.682%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $57.65 | $57.91 | $57.60 | $57.83 | 18,800 |
| 14/10/2026 | $58.18 | $58.18 | $57.63 | $57.71 | 9,600 |
| 13/10/2026 | $58.15 | $58.17 | $58.06 | $58.17 | 11,000 |
| 12/10/2026 | $58.15 | $58.21 | $58.09 | $58.15 | 7,800 |
| 09/10/2026 | $58.00 | $58.19 | $58.00 | $58.17 | 9,100 |
| 08/10/2026 | $57.93 | $58.05 | $57.80 | $57.91 | 10,700 |
| 07/10/2026 | $57.95 | $58.13 | $57.90 | $58.11 | 19,800 |
| 06/10/2026 | $58.18 | $58.28 | $58.12 | $58.19 | 12,800 |
| 05/10/2026 | $57.65 | $58.00 | $57.65 | $57.92 | 8,300 |
| 02/10/2026 | $57.65 | $57.80 | $57.59 | $57.70 | 18,900 |