Summary
SQMX
Prices · period metrics · 12M
NAV as of 02/06/2026
30/05/2025 → 28/05/2026
Return 8.66% 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: 02/06/2026

Current price: $34.08

Expense ratio: 0.85%

Assets under management
$44.1M
-0.10% 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

0.53%

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

1.21%

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

3.09%

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

8.66%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.033%

Best day

0.757%

19/12/2025
Worst day

-0.918%

17/12/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $34.11 $34.11 $34.06 $34.08 1,200
01/06/2026 $34.02 $34.11 $34.02 $34.06 800
29/05/2026 $34.10 $34.10 $34.03 $34.07 2,500
28/05/2026 $34.06 $34.06 $34.06 $34.06 700
27/05/2026 $34.09 $34.09 $34.05 $34.05 4,300
26/05/2026 $34.05 $34.08 $34.05 $34.05 7,700
22/05/2026 $34.08 $34.08 $34.04 $34.05 7,300
21/05/2026 $33.98 $34.05 $33.98 $34.02 4,400
20/05/2026 $34.05 $34.06 $34.02 $34.02 3,500
19/05/2026 $33.83 $34.01 $33.83 $34.01 200