Summary
MAYM
Prices · period metrics · 12M
NAV as of 20/07/2026
30/05/2025 → 28/05/2026
Return 4.96% Volatility 1.85% Sharpe 1.60
Official loaded data — not a live quote.

FT VEST U.S. EQUITY MAX BUFFER ETF - MAY

Symbol: MAYM

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 16/05/2025

Latest date: 20/07/2026

Current price: $32.93

Expense ratio: 0.85%

Assets under management
$37.8M
-0.04% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.17%

Ann. 7.04% (Sharpe / Sortino numerator)

Volatility

1.03%

Sharpe ratio

3.294

VaR 95%

-0.06%

CVaR 95%: -0.09%
Max drawdown: -0.14%
Sortino ratio: 4.430
Calmar ratio: 51.32

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

0.61%

Ann. 6.75% (Sharpe / Sortino numerator)

Volatility

2.78%

Sharpe ratio

1.123

VaR 95%

-0.16%

CVaR 95%: -0.34%
Max drawdown: -1.17%
Sortino ratio: 1.505
Calmar ratio: 5.77

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

2.18%

Ann. 5.89% (Sharpe / Sortino numerator)

Volatility

2.12%

Sharpe ratio

1.065

VaR 95%

-0.15%

CVaR 95%: -0.27%
Max drawdown: -1.21%
Sortino ratio: 1.343
Calmar ratio: 4.85

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

4.96%

Ann. 6.59% (Sharpe / Sortino numerator)

Volatility

1.85%

Sharpe ratio

1.603

VaR 95%

-0.15%

CVaR 95%: -0.23%
Max drawdown: -1.21%
Sortino ratio: 2.183
Calmar ratio: 5.43

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.019%

Best day

0.733%

31/03/2026
Worst day

-0.524%

27/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $32.94 $32.94 $32.93 $32.93 500
17/07/2026 $32.96 $32.96 $32.96 $32.96 200
16/07/2026 $33.03 $33.04 $32.99 $32.99 9,700
15/07/2026 $33.02 $33.03 $33.02 $33.03 4,000
14/07/2026 $33.00 $33.01 $32.99 $32.99 900
13/07/2026 $32.95 $32.95 $32.95 $32.95 3,900
10/07/2026 $33.05 $33.05 $32.96 $32.97 1,100
09/07/2026 $32.94 $32.95 $32.94 $32.95 1,600
08/07/2026 $32.91 $32.91 $32.88 $32.89 800
07/07/2026 $32.95 $32.95 $32.92 $32.92 600