Summary
QMFE
Prices · period metrics · 12M
NAV as of 19/10/2026
30/05/2025 → 28/05/2026
Return 14.25% 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: 19/10/2026

Current price: $24.90

Expense ratio: 0.90%

Assets under management
$45.0M
0.08% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-0.22%

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

3.36%

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

6.36%

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

14.25%

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.

Period total return

24.87%

Ann. 15.10% (Sharpe / Sortino numerator)

Volatility

10.75%

Sharpe ratio

1.047

VaR 95%

-0.93%

CVaR 95%: -1.54%
Max drawdown: -11.20%
Sortino ratio: 1.289
Calmar ratio: 1.35

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: 20/10/2025 - 19/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.054%

Best day

1.837%

31/03/2026
Worst day

-1.287%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
19/10/2026 $24.88 $24.97 $24.88 $24.90 30,000
16/10/2026 $24.85 $24.85 $24.81 $24.82 600
15/10/2026 $25.00 $25.00 $25.00 $25.00 100
14/10/2026 $25.03 $25.03 $24.99 $24.99 600
13/10/2026 $25.08 $25.11 $25.07 $25.11 1,500
12/10/2026 $25.11 $25.11 $25.10 $25.11 1,000
09/10/2026 $25.11 $25.11 $25.11 $25.11 100
08/10/2026 $25.07 $25.07 $25.07 $25.07 100
07/10/2026 $25.08 $25.13 $25.08 $25.13 3,900
06/10/2026 $25.12 $25.13 $25.12 $25.13 2,900