Summary
SMAY
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 16.56% Volatility 9.87% Sharpe 0.86
Official loaded data — not a live quote.

FT VEST U.S. SMALL CAP MODERATE BUFFER ETF - MAY

Symbol: SMAY

Exchange: BATS

Sector: Healthcare

Category: Defined Outcome

Inception date: 19/05/2023

Latest date: 16/07/2026

Current price: $28.23

Expense ratio: 0.90%

Assets under management
$105.3M
-0.21% 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

0.98%

Ann. -4.09% (Sharpe / Sortino numerator)

Volatility

10.38%

Sharpe ratio

-0.744

VaR 95%

-0.94%

CVaR 95%: -1.00%
Max drawdown: -2.40%
Sortino ratio: -1.387
Calmar ratio: -1.71

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

4.59%

Ann. 6.89% (Sharpe / Sortino numerator)

Volatility

7.29%

Sharpe ratio

0.447

VaR 95%

-0.66%

CVaR 95%: -0.88%
Max drawdown: -2.58%
Sortino ratio: 0.684
Calmar ratio: 2.67

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

6.73%

Ann. 8.41% (Sharpe / Sortino numerator)

Volatility

7.41%

Sharpe ratio

0.646

VaR 95%

-0.75%

CVaR 95%: -0.96%
Max drawdown: -3.00%
Sortino ratio: 0.964
Calmar ratio: 2.80

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

16.56%

Ann. 12.10% (Sharpe / Sortino numerator)

Volatility

9.87%

Sharpe ratio

0.858

VaR 95%

-0.82%

CVaR 95%: -1.41%
Max drawdown: -4.17%
Sortino ratio: 1.146
Calmar ratio: 2.91

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

15.41%

Ann. 8.12% (Sharpe / Sortino numerator)

Volatility

10.33%

Sharpe ratio

0.435

VaR 95%

-0.93%

CVaR 95%: -1.49%
Max drawdown: -14.44%
Sortino ratio: 0.622
Calmar ratio: 0.56

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

33.59%

Ann. 10.55% (Sharpe / Sortino numerator)

Volatility

10.26%

Sharpe ratio

0.678

VaR 95%

-0.90%

CVaR 95%: -1.40%
Max drawdown: -14.44%
Sortino ratio: 1.021
Calmar ratio: 0.73

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.062%

Best day

1.616%

22/08/2025
Worst day

-1.695%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $28.29 $28.30 $28.18 $28.23 3,300
15/07/2026 $28.16 $28.30 $28.16 $28.25 21,200
14/07/2026 $28.29 $28.29 $28.16 $28.19 3,400
13/07/2026 $28.10 $28.20 $28.10 $28.11 3,100
10/07/2026 $28.20 $28.29 $28.18 $28.23 1,300
09/07/2026 $28.28 $28.31 $28.24 $28.28 23,700
08/07/2026 $28.06 $28.16 $27.98 $28.10 6,200
07/07/2026 $28.41 $28.41 $28.20 $28.23 5,300
06/07/2026 $28.37 $28.39 $28.33 $28.35 5,700
02/07/2026 $28.44 $28.45 $28.15 $28.27 13,800