Summary
TMAR
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 19.89% 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: 21/07/2026

Current price: $25.61

Expense ratio: 0.95%

Assets under management
$15.6M
0.19% 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

-3.16%

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

1.82%

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

10.96%

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

19.89%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.075%

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
21/07/2026 $25.56 $25.68 $25.56 $25.61 4,600
20/07/2026 $25.16 $25.24 $25.11 $25.13 5,600
17/07/2026 $24.99 $25.07 $24.99 $25.07 1,000
16/07/2026 $25.32 $25.33 $25.22 $25.22 10,100
15/07/2026 $25.66 $25.66 $25.47 $25.56 5,000
14/07/2026 $25.52 $25.58 $25.51 $25.55 2,200
13/07/2026 $25.44 $25.48 $25.28 $25.34 4,800
10/07/2026 $25.72 $25.81 $25.72 $25.81 2,300
09/07/2026 $25.81 $25.81 $25.73 $25.75 2,300
08/07/2026 $25.30 $25.66 $25.30 $25.66 4,100