FT VEST U.S. EQUITY BUFFER ETF - MAY
Symbol: FMAY
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 15/05/2020
Latest date: 17/06/2026
Current price: $55.74
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
0.31%
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
3.98%
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
5.52%
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
14.02%
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
24.90%
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
44.65%
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: 17/06/2025 - 17/06/2026.
Average daily return
0.053%
Best day
1.96%
Worst day
-1.682%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/06/2026 | $56.25 | $56.31 | $55.68 | $55.74 | 41,500 |
| 16/06/2026 | $56.48 | $56.48 | $56.26 | $56.26 | 49,000 |
| 15/06/2026 | $56.33 | $56.46 | $56.30 | $56.36 | 35,200 |
| 12/06/2026 | $55.72 | $55.91 | $55.48 | $55.79 | 67,700 |
| 11/06/2026 | $55.07 | $55.71 | $54.97 | $55.61 | 87,100 |
| 10/06/2026 | $55.38 | $55.57 | $54.97 | $54.97 | 472,900 |
| 09/06/2026 | $55.75 | $55.79 | $54.90 | $55.50 | 88,400 |
| 08/06/2026 | $55.92 | $55.94 | $55.64 | $55.67 | 29,900 |
| 05/06/2026 | $56.13 | $56.15 | $55.50 | $55.52 | 86,500 |
| 04/06/2026 | $56.25 | $56.51 | $56.22 | $56.47 | 49,000 |