FT VEST U.S. EQUITY BUFFER & PREMIUM INCOME ETF - MARCH
Symbol: XIMR
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 18/03/2024
Latest date: 17/06/2026
Current price: $31.43
Expense ratio: 0.85%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.34%
Ann. 10.16% (Sharpe / Sortino numerator)
Volatility
4.37%
Sharpe ratio
1.494
VaR 95%
-0.38%
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
3.37%
Ann. 1.70% (Sharpe / Sortino numerator)
Volatility
3.44%
Sharpe ratio
-0.560
VaR 95%
-0.24%
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. 3.97% (Sharpe / Sortino numerator)
Volatility
2.64%
Sharpe ratio
0.131
VaR 95%
-0.15%
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
8.34%
Ann. 6.06% (Sharpe / Sortino numerator)
Volatility
5.90%
Sharpe ratio
0.412
VaR 95%
-0.23%
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
12.70%
Ann. 6.39% (Sharpe / Sortino numerator)
Volatility
4.57%
Sharpe ratio
0.605
VaR 95%
-0.23%
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: 17/06/2025 - 17/06/2026.
Average daily return
0.032%
Best day
1.013%
Worst day
-0.461%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/06/2026 | $31.55 | $31.55 | $31.43 | $31.43 | 200 |
| 16/06/2026 | $31.52 | $31.52 | $31.51 | $31.51 | 600 |
| 15/06/2026 | $31.48 | $31.52 | $31.48 | $31.52 | 1,400 |
| 12/06/2026 | $31.43 | $31.43 | $31.43 | $31.43 | 200 |
| 11/06/2026 | $31.34 | $31.41 | $31.30 | $31.41 | 11,900 |
| 10/06/2026 | $31.40 | $31.40 | $31.31 | $31.34 | 800 |
| 09/06/2026 | $31.40 | $31.40 | $31.39 | $31.39 | 1,900 |
| 08/06/2026 | $31.39 | $31.41 | $31.38 | $31.41 | 2,200 |
| 05/06/2026 | $31.45 | $31.48 | $31.33 | $31.33 | 1,800 |
| 04/06/2026 | $31.42 | $31.48 | $31.42 | $31.48 | 5,200 |