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: 15/10/2026
Current price: $31.30
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
0.53%
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
1.45%
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
3.24%
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
7.79%
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
14.43%
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.
Period total return
18.94%
Ann. 7.18% (Sharpe / Sortino numerator)
Volatility
4.30%
Sharpe ratio
0.824
VaR 95%
-0.22%
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.
Average daily return
0.03%
Best day
1.013%
Worst day
-0.461%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $31.26 | $31.30 | $31.26 | $31.30 | 400 |
| 14/10/2026 | $31.32 | $31.32 | $31.24 | $31.28 | 8,100 |
| 13/10/2026 | $31.30 | $31.30 | $31.27 | $31.30 | 500 |
| 12/10/2026 | $31.27 | $31.30 | $31.26 | $31.30 | 3,500 |
| 09/10/2026 | $31.30 | $31.30 | $31.30 | $31.30 | 300 |
| 08/10/2026 | $31.30 | $31.30 | $31.30 | $31.30 | 100 |
| 07/10/2026 | $31.25 | $31.30 | $31.25 | $31.30 | 1,400 |
| 06/10/2026 | $31.29 | $31.29 | $31.29 | $31.29 | 100 |
| 05/10/2026 | $31.44 | $31.44 | $31.24 | $31.28 | 300 |
| 02/10/2026 | $31.27 | $31.27 | $31.26 | $31.27 | 500 |