FT VEST U.S. EQUITY MODERATE BUFFER ETF - MAY
Symbol: GMAY
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 19/05/2023
Latest date: 20/07/2026
Current price: $42.98
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
-0.05%
Ann. -7.74% (Sharpe / Sortino numerator)
Volatility
8.94%
Sharpe ratio
-1.272
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.
Period total return
1.40%
Ann. 0.16% (Sharpe / Sortino numerator)
Volatility
6.25%
Sharpe ratio
-0.555
VaR 95%
-0.71%
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
4.24%
Ann. 4.03% (Sharpe / Sortino numerator)
Volatility
5.39%
Sharpe ratio
0.073
VaR 95%
-0.56%
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
8.98%
Ann. 13.33% (Sharpe / Sortino numerator)
Volatility
10.41%
Sharpe ratio
0.932
VaR 95%
-0.70%
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
21.69%
Ann. 10.30% (Sharpe / Sortino numerator)
Volatility
8.83%
Sharpe ratio
0.756
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
36.62%
Ann. 12.39% (Sharpe / Sortino numerator)
Volatility
7.95%
Sharpe ratio
1.107
VaR 95%
-0.69%
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
0.035%
Best day
1.428%
Worst day
-1.226%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $43.20 | $43.21 | $42.97 | $42.98 | 25,400 |
| 17/07/2026 | $43.08 | $43.18 | $42.96 | $43.00 | 41,600 |
| 16/07/2026 | $43.25 | $43.37 | $43.15 | $43.24 | 6,300 |
| 15/07/2026 | $43.33 | $43.39 | $43.16 | $43.34 | 25,900 |
| 14/07/2026 | $43.31 | $43.33 | $43.05 | $43.25 | 8,300 |
| 13/07/2026 | $43.21 | $43.31 | $43.08 | $43.16 | 6,500 |
| 10/07/2026 | $43.32 | $43.40 | $43.25 | $43.35 | 32,100 |
| 09/07/2026 | $43.20 | $43.27 | $43.08 | $43.22 | 12,900 |
| 08/07/2026 | $42.91 | $43.08 | $42.88 | $43.06 | 26,200 |
| 07/07/2026 | $43.26 | $43.26 | $43.01 | $43.09 | 582,000 |