FT VEST U.S. EQUITY MODERATE BUFFER ETF - MARCH
Symbol: GMAR
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 17/03/2023
Latest date: 03/06/2026
Current price: $44.17
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
1.52%
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
6.94%
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
8.66%
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
15.30%
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
26.98%
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
41.48%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.057%
Best day
1.559%
Worst day
-0.957%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $44.19 | $44.21 | $44.15 | $44.17 | 5,100 |
| 02/06/2026 | $44.21 | $44.22 | $44.21 | $44.21 | 3,300 |
| 01/06/2026 | $44.18 | $44.23 | $44.17 | $44.22 | 5,600 |
| 29/05/2026 | $44.18 | $44.22 | $44.16 | $44.22 | 12,500 |
| 28/05/2026 | $43.96 | $44.18 | $43.96 | $44.16 | 13,200 |
| 27/05/2026 | $44.14 | $44.14 | $44.06 | $44.11 | 6,400 |
| 26/05/2026 | $44.08 | $44.11 | $44.06 | $44.09 | 6,900 |
| 22/05/2026 | $44.04 | $44.05 | $44.00 | $44.02 | 10,300 |
| 21/05/2026 | $43.86 | $43.97 | $43.86 | $43.96 | 9,600 |
| 20/05/2026 | $43.89 | $43.93 | $43.81 | $43.92 | 19,800 |