FT VEST NASDAQ-100 BUFFER ETF - MARCH
Symbol: QMAR
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 19/03/2021
Latest date: 15/10/2026
Current price: $38.44
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
1.74%
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
3.32%
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
8.38%
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
19.58%
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
33.56%
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
57.14%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.072%
Best day
2.406%
Worst day
-1.623%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $38.38 | $38.44 | $38.38 | $38.44 | 4,900 |
| 14/10/2026 | $38.57 | $38.57 | $38.36 | $38.41 | 4,900 |
| 13/10/2026 | $38.61 | $38.65 | $38.61 | $38.64 | 3,300 |
| 12/10/2026 | $38.64 | $38.65 | $38.62 | $38.64 | 2,700 |
| 09/10/2026 | $38.66 | $38.71 | $38.64 | $38.65 | 18,800 |
| 08/10/2026 | $38.67 | $38.70 | $38.55 | $38.56 | 7,600 |
| 07/10/2026 | $38.59 | $38.72 | $38.59 | $38.69 | 11,600 |
| 06/10/2026 | $38.71 | $38.75 | $38.68 | $38.70 | 4,900 |
| 05/10/2026 | $38.62 | $38.65 | $38.62 | $38.65 | 2,800 |
| 02/10/2026 | $38.62 | $38.62 | $38.51 | $38.55 | 11,600 |