Summary
TMAR
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 17.50% Volatility 10.56% Sharpe 1.55
Official loaded data — not a live quote.

FT VEST EMERGING MARKETS BUFFER ETF - MARCH

Symbol: TMAR

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 21/03/2025

Latest date: 15/10/2026

Current price: $26.15

Expense ratio: 0.95%

Assets under management
$16.1M
0.41% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-0.98%

Ann. 17.21% (Sharpe / Sortino numerator)

Volatility

16.72%

Sharpe ratio

0.812

VaR 95%

-1.01%

CVaR 95%: -1.93%
Max drawdown: -3.64%
Sortino ratio: 1.014
Calmar ratio: 4.72

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

2.29%

Ann. 11.04% (Sharpe / Sortino numerator)

Volatility

10.11%

Sharpe ratio

0.732

VaR 95%

-0.67%

CVaR 95%: -1.36%
Max drawdown: -3.64%
Sortino ratio: 0.745
Calmar ratio: 3.03

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

4.07%

Ann. 11.27% (Sharpe / Sortino numerator)

Volatility

8.38%

Sharpe ratio

0.912

VaR 95%

-0.52%

CVaR 95%: -1.18%
Max drawdown: -3.64%
Sortino ratio: 0.980
Calmar ratio: 3.09

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

17.50%

Ann. 19.97% (Sharpe / Sortino numerator)

Volatility

10.56%

Sharpe ratio

1.548

VaR 95%

-0.83%

CVaR 95%: -1.56%
Max drawdown: -7.42%
Sortino ratio: 1.734
Calmar ratio: 2.69

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.067%

Best day

3.506%

08/04/2026
Worst day

-3.268%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $26.04 $26.16 $26.04 $26.15 800
14/10/2026 $26.40 $26.44 $26.27 $26.33 9,900
13/10/2026 $26.62 $26.64 $26.58 $26.64 1,300
12/10/2026 $26.73 $26.76 $26.69 $26.72 4,900
09/10/2026 $26.80 $26.92 $26.80 $26.88 20,900
08/10/2026 $26.75 $26.75 $26.63 $26.63 1,800
07/10/2026 $27.00 $27.00 $26.97 $26.97 800
06/10/2026 $27.22 $27.27 $27.17 $27.18 3,200
05/10/2026 $27.15 $27.33 $27.15 $27.24 2,600
02/10/2026 $26.93 $26.98 $26.91 $26.96 4,200