Summary
SQMX
Prices · period metrics · 12M
NAV as of 20/07/2026
30/05/2025 → 28/05/2026
Return 6.67% Volatility 3.38% Sharpe 1.54
Official loaded data — not a live quote.

FT VEST U.S. EQUITY QUARTERLY MAX BUFFER ETF

Symbol: SQMX

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 19/12/2024

Latest date: 20/07/2026

Current price: $34.23

Expense ratio: 0.85%

Assets under management
$47.8M
0.38% 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

0.31%

Ann. 7.70% (Sharpe / Sortino numerator)

Volatility

0.78%

Sharpe ratio

5.222

VaR 95%

-0.04%

CVaR 95%: -0.06%
Max drawdown: -0.07%
Sortino ratio: 9.058
Calmar ratio: N/A

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

1.30%

Ann. 4.89% (Sharpe / Sortino numerator)

Volatility

3.19%

Sharpe ratio

0.396

VaR 95%

-0.38%

CVaR 95%: -0.43%
Max drawdown: -1.79%
Sortino ratio: 0.494
Calmar ratio: 2.74

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

2.77%

Ann. 6.41% (Sharpe / Sortino numerator)

Volatility

3.88%

Sharpe ratio

0.716

VaR 95%

-0.39%

CVaR 95%: -0.56%
Max drawdown: -2.04%
Sortino ratio: 0.870
Calmar ratio: 3.14

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

6.67%

Ann. 8.83% (Sharpe / Sortino numerator)

Volatility

3.38%

Sharpe ratio

1.539

VaR 95%

-0.34%

CVaR 95%: -0.52%
Max drawdown: -2.04%
Sortino ratio: 1.780
Calmar ratio: 4.33

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

0.026%

Best day

0.757%

19/12/2025
Worst day

-0.918%

17/12/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $34.10 $34.25 $34.10 $34.23 2,100
17/07/2026 $34.24 $34.24 $34.24 $34.24 400
16/07/2026 $34.33 $34.33 $34.31 $34.31 300
15/07/2026 $34.34 $34.37 $34.34 $34.37 600
14/07/2026 $34.33 $34.33 $34.28 $34.33 60,500
13/07/2026 $34.36 $34.36 $34.28 $34.28 1,300
10/07/2026 $34.33 $34.37 $34.28 $34.37 600
09/07/2026 $34.32 $34.32 $34.30 $34.30 400
08/07/2026 $34.16 $34.21 $34.16 $34.21 900
07/07/2026 $34.29 $34.29 $34.24 $34.24 1,600