FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR)
DMAR is an actively managed ETF by FT Vest. DMAR launched on Mar 18, 2021 and has a 0.85% expense ratio.
ETF Info
Mar 18, 2021
North America (U.S.)
1x
No Index (Active)
Large-Cap
Growth
Expense Ratio
DMAR has an expense ratio of 0.85%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR) returned 1.44% year-to-date (YTD) and 10.09% over the past 12 months.
DMAR
1.44%
3.06%
1.18%
10.09%
7.53%
N/A
N/A
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of DMAR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.60% | 0.22% | -3.05% | -0.40% | 3.17% | 1.44% | |||||||
| 2024 | 0.67% | 0.66% | 1.73% | -2.17% | 2.98% | 2.39% | 0.82% | 1.74% | 1.12% | -0.07% | 2.78% | -0.47% | 12.75% |
| 2023 | 0.50% | -0.35% | 2.23% | 1.17% | 0.35% | 2.97% | 0.93% | 0.06% | -1.33% | -0.74% | 4.55% | 1.42% | 12.25% |
| 2022 | -0.44% | -0.43% | 2.20% | -4.05% | 0.03% | -4.13% | 4.17% | -1.87% | -3.49% | 2.93% | 1.39% | -1.53% | -5.49% |
| 2021 | 0.78% | 1.71% | 0.51% | 0.89% | 0.44% | 0.81% | -1.00% | 1.81% | -0.42% | 1.34% | 7.05% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 80, DMAR is among the top 20% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the FT Cboe Vest U.S. Equity Deep Buffer ETF - March. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the FT Cboe Vest U.S. Equity Deep Buffer ETF - March was 9.84%, occurring on Sep 30, 2022. Recovery took 206 trading sessions.
The current FT Cboe Vest U.S. Equity Deep Buffer ETF - March drawdown is 1.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -9.84% | Mar 30, 2022 | 128 | Sep 30, 2022 | 206 | Jul 28, 2023 | 334 |
| -9.16% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -4.4% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -3.6% | Sep 15, 2023 | 31 | Oct 27, 2023 | 7 | Nov 7, 2023 | 38 |
| -2.95% | Apr 1, 2024 | 15 | Apr 19, 2024 | 15 | May 10, 2024 | 30 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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