Summary
QMAG
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 12.42% Volatility 12.32% Sharpe 0.87
Official loaded data — not a live quote.

FT VEST NASDAQ-100 MODERATE BUFFER ETF - AUGUST

Symbol: QMAG

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 16/08/2024

Latest date: 20/07/2026

Current price: $25.30

Expense ratio: 0.90%

Assets under management
$53.3M
-0.55% 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

0.08%

Ann. -14.46% (Sharpe / Sortino numerator)

Volatility

12.80%

Sharpe ratio

-1.414

VaR 95%

-1.19%

CVaR 95%: -1.32%
Max drawdown: -4.29%
Sortino ratio: -2.900
Calmar ratio: -3.37

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

3.52%

Ann. -5.08% (Sharpe / Sortino numerator)

Volatility

9.83%

Sharpe ratio

-0.885

VaR 95%

-1.01%

CVaR 95%: -1.18%
Max drawdown: -5.23%
Sortino ratio: -1.519
Calmar ratio: -0.97

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

7.43%

Ann. 0.61% (Sharpe / Sortino numerator)

Volatility

8.64%

Sharpe ratio

-0.350

VaR 95%

-0.88%

CVaR 95%: -1.14%
Max drawdown: -5.23%
Sortino ratio: -0.536
Calmar ratio: 0.12

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

12.42%

Ann. 14.29% (Sharpe / Sortino numerator)

Volatility

12.32%

Sharpe ratio

0.865

VaR 95%

-0.88%

CVaR 95%: -1.70%
Max drawdown: -5.23%
Sortino ratio: 1.104
Calmar ratio: 2.73

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

25.87%

Ann. 13.47% (Sharpe / Sortino numerator)

Volatility

11.20%

Sharpe ratio

0.882

VaR 95%

-0.98%

CVaR 95%: -1.61%
Max drawdown: -12.44%
Sortino ratio: 1.115
Calmar ratio: 1.08

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

0.048%

Best day

1.879%

31/03/2026
Worst day

-1.417%

26/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $25.44 $25.44 $25.29 $25.30 12,700
17/07/2026 $25.34 $25.37 $25.22 $25.29 8,800
16/07/2026 $25.39 $25.41 $25.34 $25.34 10,200
15/07/2026 $25.44 $25.44 $25.36 $25.43 8,700
14/07/2026 $25.40 $25.43 $25.40 $25.43 7,500
13/07/2026 $25.54 $25.54 $25.34 $25.37 13,100
10/07/2026 $25.41 $25.43 $25.41 $25.43 100
09/07/2026 $25.44 $25.44 $25.33 $25.39 1,500
08/07/2026 $25.18 $25.29 $25.18 $25.29 6,700
07/07/2026 $25.30 $25.30 $25.29 $25.29 900