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: 15/10/2026
Current price: $44.23
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
1.41%
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
2.07%
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
4.61%
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
9.28%
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
21.56%
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
41.52%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.036%
Best day
1.428%
Worst day
-1.226%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $44.04 | $44.24 | $43.86 | $44.23 | 13,700 |
| 14/10/2026 | $44.24 | $44.24 | $44.08 | $44.11 | 11,700 |
| 13/10/2026 | $44.38 | $44.44 | $44.33 | $44.38 | 14,600 |
| 12/10/2026 | $44.35 | $44.47 | $44.35 | $44.41 | 12,500 |
| 09/10/2026 | $44.43 | $44.43 | $44.33 | $44.38 | 7,200 |
| 08/10/2026 | $44.22 | $44.30 | $44.17 | $44.26 | 11,000 |
| 07/10/2026 | $44.23 | $44.37 | $44.22 | $44.33 | 13,800 |
| 06/10/2026 | $44.45 | $44.46 | $44.37 | $44.39 | 13,500 |
| 05/10/2026 | $44.20 | $44.28 | $44.15 | $44.21 | 12,800 |
| 02/10/2026 | $44.11 | $44.17 | $44.01 | $44.12 | 11,400 |