FT VEST U.S. EQUITY MAX BUFFER ETF - MARCH
Symbol: MARM
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 26/03/2024
Latest date: 20/07/2026
Current price: $34.22
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
0.30%
Ann. 7.73% (Sharpe / Sortino numerator)
Volatility
3.05%
Sharpe ratio
1.346
VaR 95%
-0.30%
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
1.02%
Ann. 5.65% (Sharpe / Sortino numerator)
Volatility
2.18%
Sharpe ratio
0.925
VaR 95%
-0.25%
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
3.43%
Ann. 5.64% (Sharpe / Sortino numerator)
Volatility
1.78%
Sharpe ratio
1.127
VaR 95%
-0.14%
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
6.30%
Ann. 6.73% (Sharpe / Sortino numerator)
Volatility
2.41%
Sharpe ratio
1.285
VaR 95%
-0.14%
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
14.48%
Ann. 7.31% (Sharpe / Sortino numerator)
Volatility
3.49%
Sharpe ratio
1.054
VaR 95%
-0.30%
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
0.025%
Best day
0.507%
Worst day
-0.323%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $34.21 | $34.27 | $34.20 | $34.22 | 2,000 |
| 17/07/2026 | $34.22 | $34.24 | $34.18 | $34.23 | 6,000 |
| 16/07/2026 | $34.21 | $34.26 | $34.21 | $34.26 | 2,800 |
| 15/07/2026 | $34.27 | $34.29 | $34.27 | $34.27 | 5,800 |
| 14/07/2026 | $34.27 | $34.29 | $34.22 | $34.25 | 5,700 |
| 13/07/2026 | $34.30 | $34.30 | $34.20 | $34.22 | 1,700 |
| 10/07/2026 | $34.08 | $34.23 | $34.08 | $34.22 | 3,000 |
| 09/07/2026 | $34.17 | $34.23 | $34.17 | $34.21 | 2,600 |
| 08/07/2026 | $34.16 | $34.18 | $34.16 | $34.17 | 4,200 |
| 07/07/2026 | $34.16 | $34.20 | $34.16 | $34.19 | 4,800 |