FT VEST NASDAQ-100 BUFFER ETF - MARCH
Symbol: QMAR
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 19/03/2021
Latest date: 20/07/2026
Current price: $36.83
Expense ratio: 0.90%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.89%
Ann. 18.31% (Sharpe / Sortino numerator)
Volatility
11.71%
Sharpe ratio
1.254
VaR 95%
-1.19%
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
3.02%
Ann. 11.56% (Sharpe / Sortino numerator)
Volatility
7.74%
Sharpe ratio
1.025
VaR 95%
-0.53%
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
11.70%
Ann. 10.38% (Sharpe / Sortino numerator)
Volatility
6.59%
Sharpe ratio
1.024
VaR 95%
-0.53%
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
17.81%
Ann. 18.54% (Sharpe / Sortino numerator)
Volatility
13.11%
Sharpe ratio
1.137
VaR 95%
-0.60%
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
31.15%
Ann. 13.30% (Sharpe / Sortino numerator)
Volatility
12.79%
Sharpe ratio
0.756
VaR 95%
-1.25%
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
52.24%
Ann. 15.23% (Sharpe / Sortino numerator)
Volatility
11.12%
Sharpe ratio
1.043
VaR 95%
-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.
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
0.066%
Best day
2.406%
Worst day
-1.623%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $36.99 | $37.00 | $36.83 | $36.83 | 2,600 |
| 17/07/2026 | $36.67 | $36.86 | $36.67 | $36.82 | 49,800 |
| 16/07/2026 | $37.00 | $37.13 | $36.98 | $37.00 | 3,200 |
| 15/07/2026 | $37.36 | $37.36 | $37.09 | $37.20 | 6,700 |
| 14/07/2026 | $37.19 | $37.23 | $37.14 | $37.22 | 5,700 |
| 13/07/2026 | $37.07 | $37.16 | $37.05 | $37.07 | 2,600 |
| 10/07/2026 | $37.06 | $37.25 | $37.06 | $37.25 | 2,100 |
| 09/07/2026 | $37.18 | $37.22 | $37.10 | $37.19 | 4,400 |
| 08/07/2026 | $36.83 | $36.96 | $36.74 | $36.96 | 4,400 |
| 07/07/2026 | $36.99 | $37.00 | $36.90 | $36.93 | 2,000 |