Summary
QMNV
Prices · period metrics · 12M
NAV as of 03/06/2026
30/05/2025 → 28/05/2026
Return 20.18% Volatility 6.71% Sharpe 2.64
Official loaded data — not a live quote.

FT VEST NASDAQ-100 MODERATE BUFFER ETF - NOVEMBER

Symbol: QMNV

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 14/11/2024

Latest date: 03/06/2026

Current price: $25.07

Expense ratio: 0.90%

Assets under management
$62.3M
-0.06% 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

2.45%

Ann. 43.67% (Sharpe / Sortino numerator)

Volatility

3.59%

Sharpe ratio

11.145

VaR 95%

-0.25%

CVaR 95%: -0.28%
Max drawdown: -0.43%
Sortino ratio: 24.182
Calmar ratio: 101.46

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

8.03%

Ann. 33.41% (Sharpe / Sortino numerator)

Volatility

9.22%

Sharpe ratio

3.230

VaR 95%

-0.93%

CVaR 95%: -1.15%
Max drawdown: -4.50%
Sortino ratio: 4.795
Calmar ratio: 7.42

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

7.34%

Ann. 16.45% (Sharpe / Sortino numerator)

Volatility

8.29%

Sharpe ratio

1.548

VaR 95%

-0.87%

CVaR 95%: -1.05%
Max drawdown: -5.72%
Sortino ratio: 2.322
Calmar ratio: 2.87

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

20.18%

Ann. 21.35% (Sharpe / Sortino numerator)

Volatility

6.71%

Sharpe ratio

2.640

VaR 95%

-0.75%

CVaR 95%: -0.94%
Max drawdown: -5.72%
Sortino ratio: 3.636
Calmar ratio: 3.73

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.074%

Best day

1.938%

31/03/2026
Worst day

-1.34%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $25.09 $25.09 $25.07 $25.07 1,600
02/06/2026 $25.11 $25.11 $25.06 $25.09 2,500
01/06/2026 $25.08 $25.10 $25.05 $25.09 5,000
29/05/2026 $25.05 $25.07 $25.03 $25.07 2,500
28/05/2026 $25.10 $25.10 $25.02 $25.05 900
27/05/2026 $25.11 $25.11 $24.95 $24.98 54,200
26/05/2026 $25.09 $25.09 $24.97 $25.00 3,400
22/05/2026 $25.03 $25.03 $24.91 $24.91 1,000
21/05/2026 $24.86 $24.89 $24.80 $24.89 400
20/05/2026 $24.82 $24.84 $24.80 $24.84 12,800