Summary
QMMY
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 8.96% Volatility 12.15% Sharpe 1.25
Official loaded data — not a live quote.

FT VEST NASDAQ-100 MODERATE BUFFER ETF - MAY

Symbol: QMMY

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 17/05/2024

Latest date: 20/07/2026

Current price: $25.89

Expense ratio: 0.90%

Assets under management
$132.3M
-0.31% 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

-1.97%

Ann. -8.12% (Sharpe / Sortino numerator)

Volatility

11.74%

Sharpe ratio

-1.001

VaR 95%

-1.07%

CVaR 95%: -1.15%
Max drawdown: -3.59%
Sortino ratio: -2.041
Calmar ratio: -2.26

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

0.12%

Ann. -0.49% (Sharpe / Sortino numerator)

Volatility

8.38%

Sharpe ratio

-0.491

VaR 95%

-0.76%

CVaR 95%: -1.02%
Max drawdown: -3.82%
Sortino ratio: -0.808
Calmar ratio: -0.13

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

3.61%

Ann. 3.94% (Sharpe / Sortino numerator)

Volatility

7.31%

Sharpe ratio

0.043

VaR 95%

-0.69%

CVaR 95%: -0.98%
Max drawdown: -3.82%
Sortino ratio: 0.063
Calmar ratio: 1.03

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

8.96%

Ann. 18.85% (Sharpe / Sortino numerator)

Volatility

12.15%

Sharpe ratio

1.253

VaR 95%

-0.71%

CVaR 95%: -1.58%
Max drawdown: -4.42%
Sortino ratio: 1.606
Calmar ratio: 4.26

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

25.71%

Ann. 14.54% (Sharpe / Sortino numerator)

Volatility

11.10%

Sharpe ratio

0.986

VaR 95%

-1.08%

CVaR 95%: -1.64%
Max drawdown: -12.82%
Sortino ratio: 1.216
Calmar ratio: 1.13

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

0.035%

Best day

2.03%

31/03/2026
Worst day

-2.242%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $25.97 $26.04 $25.89 $25.89 26,400
17/07/2026 $25.86 $26.02 $25.82 $25.90 27,600
16/07/2026 $26.14 $26.22 $26.04 $26.11 33,200
15/07/2026 $26.28 $26.33 $26.13 $26.26 75,600
14/07/2026 $26.28 $26.33 $26.24 $26.31 18,200
13/07/2026 $26.34 $26.34 $26.14 $26.17 37,100
10/07/2026 $26.21 $26.42 $26.21 $26.36 25,200
09/07/2026 $26.27 $26.43 $26.23 $26.32 36,500
08/07/2026 $25.97 $26.10 $25.91 $26.10 24,400
07/07/2026 $26.12 $26.16 $25.98 $26.08 16,200