Summary
QMFE
Prices · period metrics · 12M
NAV as of 02/06/2026
30/05/2025 → 28/05/2026
Return 21.00% Volatility 6.93% Sharpe 2.54
Official loaded data — not a live quote.

FT VEST NASDAQ-100 MODERATE BUFFER ETF - FEBRUARY

Symbol: QMFE

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 20/02/2025

Latest date: 02/06/2026

Current price: $24.35

Expense ratio: 0.90%

Assets under management
$53.3M
0.15% 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

2.60%

Ann. 42.11% (Sharpe / Sortino numerator)

Volatility

3.89%

Sharpe ratio

9.880

VaR 95%

-0.22%

CVaR 95%: -0.28%
Max drawdown: -0.43%
Sortino ratio: 20.872
Calmar ratio: 97.60

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

7.07%

Ann. 30.82% (Sharpe / Sortino numerator)

Volatility

9.16%

Sharpe ratio

2.969

VaR 95%

-0.95%

CVaR 95%: -1.10%
Max drawdown: -4.47%
Sortino ratio: 4.557
Calmar ratio: 6.89

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

10.32%

Ann. 22.10% (Sharpe / Sortino numerator)

Volatility

7.88%

Sharpe ratio

2.345

VaR 95%

-0.82%

CVaR 95%: -0.99%
Max drawdown: -4.81%
Sortino ratio: 3.454
Calmar ratio: 4.60

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

21.00%

Ann. 21.23% (Sharpe / Sortino numerator)

Volatility

6.93%

Sharpe ratio

2.541

VaR 95%

-0.75%

CVaR 95%: -0.95%
Max drawdown: -4.81%
Sortino ratio: 3.582
Calmar ratio: 4.42

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.077%

Best day

1.837%

31/03/2026
Worst day

-1.305%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $24.31 $24.35 $24.31 $24.35 15,200
01/06/2026 $24.35 $24.35 $24.32 $24.35 9,600
29/05/2026 $24.34 $24.36 $24.31 $24.34 7,700
28/05/2026 $24.28 $24.30 $24.28 $24.29 1,800
27/05/2026 $24.25 $24.25 $24.22 $24.25 2,400
26/05/2026 $24.25 $24.25 $24.25 $24.25 100
22/05/2026 $24.15 $24.20 $24.15 $24.16 800
21/05/2026 $24.09 $24.14 $24.08 $24.14 1,400
20/05/2026 $24.09 $24.11 $24.09 $24.11 2,500
19/05/2026 $23.98 $24.00 $23.98 $24.00 700