Summary
RSMR
Prices · period metrics · 12M
NAV as of 20/07/2026
30/05/2025 → 28/05/2026
Return 12.94% Volatility 6.72% Sharpe 1.64
Official loaded data — not a live quote.

FT VEST U.S. EQUITY EQUAL WEIGHT BUFFER ETF - MARCH

Symbol: RSMR

Exchange: NYSE

Sector: Technology

Category: Defined Outcome

Inception date: 21/03/2025

Latest date: 20/07/2026

Current price: $23.71

Expense ratio: 0.85%

Assets under management
$10.7M
0.00% 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

1.04%

Ann. 31.33% (Sharpe / Sortino numerator)

Volatility

6.23%

Sharpe ratio

4.448

VaR 95%

-0.41%

CVaR 95%: -0.48%
Max drawdown: -0.80%
Sortino ratio: 10.668
Calmar ratio: 39.04

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

3.13%

Ann. 13.33% (Sharpe / Sortino numerator)

Volatility

7.76%

Sharpe ratio

1.250

VaR 95%

-0.64%

CVaR 95%: -0.86%
Max drawdown: -3.37%
Sortino ratio: 2.255
Calmar ratio: 3.95

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

6.98%

Ann. 15.26% (Sharpe / Sortino numerator)

Volatility

6.51%

Sharpe ratio

1.785

VaR 95%

-0.55%

CVaR 95%: -0.77%
Max drawdown: -3.37%
Sortino ratio: 2.900
Calmar ratio: 4.52

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

12.94%

Ann. 14.67% (Sharpe / Sortino numerator)

Volatility

6.72%

Sharpe ratio

1.642

VaR 95%

-0.71%

CVaR 95%: -0.86%
Max drawdown: -3.37%
Sortino ratio: 2.567
Calmar ratio: 4.35

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.05%

Best day

1.598%

08/04/2026
Worst day

-1.519%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $23.71 $23.71 $23.71 $23.71 100
17/07/2026 $23.74 $23.74 $23.74 $23.74 300
16/07/2026 $23.82 $23.82 $23.78 $23.81 19,100
15/07/2026 $23.75 $23.75 $23.70 $23.73 900
14/07/2026 $23.74 $23.74 $23.74 $23.74 100
13/07/2026 $23.75 $23.75 $23.75 $23.75 100
10/07/2026 $23.74 $23.77 $23.73 $23.77 3,200
09/07/2026 $23.73 $23.73 $23.73 $23.73 100
08/07/2026 $23.67 $23.67 $23.67 $23.67 100
07/07/2026 $23.79 $23.79 $23.79 $23.79 100