FT VEST U.S. EQUITY ENHANCE & MODERATE BUFFER ETF - MAY
Symbol: XMAY
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 17/05/2024
Latest date: 17/06/2026
Current price: $35.86
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
0.32%
Ann. -3.22% (Sharpe / Sortino numerator)
Volatility
6.58%
Sharpe ratio
-1.041
VaR 95%
-0.62%
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
2.05%
Ann. 1.86% (Sharpe / Sortino numerator)
Volatility
4.48%
Sharpe ratio
-0.394
VaR 95%
-0.48%
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
3.56%
Ann. 4.81% (Sharpe / Sortino numerator)
Volatility
3.94%
Sharpe ratio
0.299
VaR 95%
-0.43%
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
9.44%
Ann. 10.33% (Sharpe / Sortino numerator)
Volatility
9.34%
Sharpe ratio
0.717
VaR 95%
-0.48%
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
19.08%
Ann. 9.98% (Sharpe / Sortino numerator)
Volatility
7.60%
Sharpe ratio
0.840
VaR 95%
-0.50%
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
0.036%
Best day
1.038%
Worst day
-0.916%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/06/2026 | $36.06 | $36.09 | $35.86 | $35.86 | 1,500 |
| 16/06/2026 | $36.10 | $36.10 | $36.10 | $36.10 | 0 |
| 15/06/2026 | $36.15 | $36.16 | $36.12 | $36.12 | 2,300 |
| 12/06/2026 | $35.92 | $35.92 | $35.84 | $35.87 | 2,600 |
| 11/06/2026 | $35.63 | $35.81 | $35.62 | $35.81 | 5,000 |
| 10/06/2026 | $35.82 | $35.82 | $35.54 | $35.54 | 18,100 |
| 09/06/2026 | $35.98 | $35.98 | $35.60 | $35.77 | 4,200 |
| 08/06/2026 | $35.86 | $35.90 | $35.83 | $35.83 | 6,500 |
| 05/06/2026 | $35.98 | $36.03 | $35.79 | $35.79 | 5,000 |
| 04/06/2026 | $36.09 | $36.16 | $36.09 | $36.12 | 3,900 |