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: 15/10/2026
Current price: $45.43
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
0.97%
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
2.11%
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
5.46%
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
13.21%
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
23.45%
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
41.68%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.05%
Best day
1.559%
Worst day
-0.957%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $45.40 | $45.48 | $45.37 | $45.43 | 8,000 |
| 14/10/2026 | $45.43 | $45.47 | $45.32 | $45.42 | 15,100 |
| 13/10/2026 | $45.48 | $45.52 | $45.46 | $45.48 | 14,900 |
| 12/10/2026 | $45.62 | $45.62 | $45.44 | $45.49 | 3,600 |
| 09/10/2026 | $45.59 | $45.59 | $45.41 | $45.47 | 22,700 |
| 08/10/2026 | $45.55 | $45.55 | $45.35 | $45.41 | 109,100 |
| 07/10/2026 | $45.30 | $45.48 | $45.30 | $45.44 | 12,400 |
| 06/10/2026 | $45.57 | $45.57 | $45.40 | $45.45 | 554,100 |
| 05/10/2026 | $45.35 | $45.41 | $45.35 | $45.39 | 5,300 |
| 02/10/2026 | $45.20 | $45.39 | $45.20 | $45.36 | 14,900 |