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: 15/10/2026
Current price: $34.66
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
0.49%
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
1.14%
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
2.53%
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
13.53%
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.
Period total return
18.94%
Ann. 7.21% (Sharpe / Sortino numerator)
Volatility
3.26%
Sharpe ratio
1.093
VaR 95%
-0.27%
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
0.024%
Best day
0.507%
Worst day
-0.323%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $34.65 | $34.67 | $34.64 | $34.66 | 3,800 |
| 14/10/2026 | $34.67 | $34.70 | $34.63 | $34.64 | 19,300 |
| 13/10/2026 | $34.66 | $34.69 | $34.66 | $34.69 | 2,100 |
| 12/10/2026 | $34.66 | $34.66 | $34.66 | $34.66 | 2,200 |
| 09/10/2026 | $34.65 | $34.68 | $34.65 | $34.68 | 4,800 |
| 08/10/2026 | $34.63 | $34.66 | $34.62 | $34.63 | 7,000 |
| 07/10/2026 | $34.63 | $34.66 | $34.62 | $34.66 | 8,200 |
| 06/10/2026 | $34.75 | $34.75 | $34.63 | $34.66 | 2,900 |
| 05/10/2026 | $34.63 | $34.65 | $34.61 | $34.61 | 5,300 |
| 02/10/2026 | $34.60 | $34.62 | $34.59 | $34.62 | 3,300 |