PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FT Cboe Vest U.S. Equity Buffer ETF - March (FMAR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerFirst Trust
Inception DateMar 19, 2021
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity, Actively Managed
Index TrackedNo Index (Active)
Home Pagewww.ftportfolios.com
Asset ClassEquity

Asset Class Size

Large-Cap

Expense Ratio

The FT Cboe Vest U.S. Equity Buffer ETF - March has a high expense ratio of 0.85%, indicating higher-than-average management fees.


Expense ratio chart for FMAR: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FT Cboe Vest U.S. Equity Buffer ETF - March

Popular comparisons: FMAR vs. BUFR, FMAR vs. FOCT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FT Cboe Vest U.S. Equity Buffer ETF - March, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
11.61%
22.02%
FMAR (FT Cboe Vest U.S. Equity Buffer ETF - March)
Benchmark (^GSPC)

S&P 500

Returns By Period

FT Cboe Vest U.S. Equity Buffer ETF - March had a return of 1.63% year-to-date (YTD) and 14.91% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date1.63%5.84%
1 month-1.69%-2.98%
6 months11.61%22.02%
1 year14.91%24.47%
5 years (annualized)N/A11.44%
10 years (annualized)N/A10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.13%0.73%2.03%
2023-2.44%-1.27%6.33%2.17%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of FMAR is 92, placing it in the top 8% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of FMAR is 9292
FT Cboe Vest U.S. Equity Buffer ETF - March(FMAR)
The Sharpe Ratio Rank of FMAR is 8989Sharpe Ratio Rank
The Sortino Ratio Rank of FMAR is 9292Sortino Ratio Rank
The Omega Ratio Rank of FMAR is 9595Omega Ratio Rank
The Calmar Ratio Rank of FMAR is 9494Calmar Ratio Rank
The Martin Ratio Rank of FMAR is 8989Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - March (FMAR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FMAR
Sharpe ratio
The chart of Sharpe ratio for FMAR, currently valued at 2.23, compared to the broader market-1.000.001.002.003.004.002.23
Sortino ratio
The chart of Sortino ratio for FMAR, currently valued at 3.37, compared to the broader market-2.000.002.004.006.008.003.37
Omega ratio
The chart of Omega ratio for FMAR, currently valued at 1.46, compared to the broader market1.001.502.002.501.46
Calmar ratio
The chart of Calmar ratio for FMAR, currently valued at 2.70, compared to the broader market0.002.004.006.008.0010.002.70
Martin ratio
The chart of Martin ratio for FMAR, currently valued at 11.58, compared to the broader market0.0010.0020.0030.0040.0050.0060.0011.58
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market1.001.502.002.501.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.008.0010.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.05

Sharpe Ratio

The current FT Cboe Vest U.S. Equity Buffer ETF - March Sharpe ratio is 2.23. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.23
2.05
FMAR (FT Cboe Vest U.S. Equity Buffer ETF - March)
Benchmark (^GSPC)

Dividends

Dividend History


FT Cboe Vest U.S. Equity Buffer ETF - March doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.22%
-3.92%
FMAR (FT Cboe Vest U.S. Equity Buffer ETF - March)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FT Cboe Vest U.S. Equity 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 Buffer ETF - March was 14.36%, occurring on Oct 12, 2022. Recovery took 156 trading sessions.

The current FT Cboe Vest U.S. Equity Buffer ETF - March drawdown is 2.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.36%Mar 30, 2022136Oct 12, 2022156May 26, 2023292
-5.35%Sep 15, 202331Oct 27, 202312Nov 14, 202343
-5.29%Jan 4, 202248Mar 14, 20224Mar 18, 202252
-3.41%Apr 1, 202415Apr 19, 2024
-2.4%May 10, 20213May 12, 202112May 28, 202115

Volatility

Volatility Chart

The current FT Cboe Vest U.S. Equity Buffer ETF - March volatility is 2.28%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
2.28%
3.60%
FMAR (FT Cboe Vest U.S. Equity Buffer ETF - March)
Benchmark (^GSPC)