FT VEST U.S. EQUITY MODERATE BUFFER ETF - MARCH
Symbol: GMAR
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: N/A
Latest date: 20/07/2026
Current price: $44.32
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. 17.73% (Sharpe / Sortino numerator)
Volatility
7.35%
Sharpe ratio
1.918
VaR 95%
-0.63%
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
2.33%
Ann. 10.09% (Sharpe / Sortino numerator)
Volatility
4.77%
Sharpe ratio
1.354
VaR 95%
-0.34%
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
8.28%
Ann. 9.14% (Sharpe / Sortino numerator)
Volatility
4.08%
Sharpe ratio
1.351
VaR 95%
-0.33%
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
12.92%
Ann. 12.19% (Sharpe / Sortino numerator)
Volatility
8.49%
Sharpe ratio
1.009
VaR 95%
-0.43%
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
23.72%
Ann. 10.61% (Sharpe / Sortino numerator)
Volatility
7.90%
Sharpe ratio
0.883
VaR 95%
-0.68%
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
38.63%
Ann. 11.39% (Sharpe / Sortino numerator)
Volatility
6.95%
Sharpe ratio
1.116
VaR 95%
-0.60%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.049%
Best day
1.559%
Worst day
-0.957%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $44.42 | $44.42 | $44.29 | $44.32 | 5,900 |
| 17/07/2026 | $44.26 | $44.39 | $44.26 | $44.31 | 3,300 |
| 16/07/2026 | $44.40 | $44.41 | $44.37 | $44.41 | 1,400 |
| 15/07/2026 | $44.45 | $44.49 | $44.40 | $44.49 | 24,800 |
| 14/07/2026 | $44.44 | $44.44 | $44.40 | $44.43 | 1,800 |
| 13/07/2026 | $44.40 | $44.44 | $44.34 | $44.37 | 2,600 |
| 10/07/2026 | $44.32 | $44.44 | $44.32 | $44.44 | 1,000 |
| 09/07/2026 | $44.30 | $44.40 | $44.30 | $44.40 | 2,300 |
| 08/07/2026 | $44.18 | $44.26 | $44.16 | $44.26 | 2,800 |
| 07/07/2026 | $44.25 | $44.37 | $44.25 | $44.30 | 13,000 |