PortfoliosLab logoPortfoliosLab logo
ISIN
US33740F4413
Issuer
FT Vest
Inception Date
May 19, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$456M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

GMAY Performance Chart

FT Cboe Vest U.S. Equity Moderate Buffer ETF - May (GMAY) is up 4.8% since the beginning of the year. GMAY is currently trading at $43 per share.


Loading charts...

S&P 500 Index

Returns By Period

FT Cboe Vest U.S. Equity Moderate Buffer ETF - May (GMAY) has returned 4.79% so far this year and 13.27% over the past 12 months.


FT Cboe Vest U.S. Equity Moderate Buffer ETF - May

1D
0.23%
1M
1.74%
YTD
4.79%
6M
5.65%
1Y
13.27%
3Y*
12.31%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMAY Monthly Returns History

Based on dividend-adjusted daily data since May 22, 2023, GMAY's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.

Historically, 74% of months were positive and 26% were negative. The best month was May 2025 with a return of +6.0%, while the worst month was Mar 2025 at -3.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, GMAY closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +5.4%, while the worst single day was Apr 4, 2025 at -3.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.60%0.19%-1.35%3.59%1.61%0.12%4.79%
20251.61%-0.19%-3.09%-0.85%6.04%2.71%0.99%1.07%1.27%0.59%0.56%0.86%11.94%
20240.96%1.65%0.68%0.44%0.36%2.09%0.80%1.56%1.17%-0.17%2.61%-0.64%12.12%
2023-0.11%3.48%1.26%-0.32%-2.15%-0.97%5.32%2.26%8.88%

Benchmark Metrics

FT Cboe Vest U.S. Equity Moderate Buffer ETF - May has an annualized alpha of 2.51%, beta of 0.47, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since May 23, 2023.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (43.30%) than losses (29.77%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 2.51% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.47 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
2.51%
Beta
0.47
0.78
Upside Capture
43.30%
Downside Capture
29.77%

Expense Ratio

GMAY has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

GMAY ranks 87 for risk / return — in the top 87% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


GMAY Risk / Return Rank: 8787
Overall Rank
GMAY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
GMAY Sortino Ratio Rank: 8989
Sortino Ratio Rank
GMAY Omega Ratio Rank: 9090
Omega Ratio Rank
GMAY Calmar Ratio Rank: 8181
Calmar Ratio Rank
GMAY Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Moderate Buffer ETF - May (GMAY) and compare them to S&P 500 Index.


GMAYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.80

2.39

+0.42

Sortino ratio

Return per unit of downside risk

4.23

3.25

+0.98

Omega ratio

Gain probability vs. loss probability

1.60

1.43

+0.17

Calmar ratio

Return relative to maximum drawdown

4.29

3.11

+1.18

Martin ratio

Return relative to average drawdown

25.15

14.38

+10.77

Dividends

Dividend History


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

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the FT Cboe Vest U.S. Equity Moderate Buffer ETF - May. 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 Moderate Buffer ETF - May was 11.75%, occurring on Apr 7, 2025. Recovery took 25 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-11.75%Apr 2025
1mo 18d1mo 6d
2mo 24dFeb 2025 - May 2025
2023 pullback2023
-4.66%Oct 2023
2mo 28d18d
3mo 16dJul 2023 - Nov 2023
2024 pullback2024
-3.85%Aug 2024
21d12d
1mo 3dJul 2024 - Aug 2024
2026 pullback2026
-3.11%Mar 2026
1mo 2d9d
1mo 11dFeb 2026 - Apr 2026
2024 pullback2024
-2.15%Sep 2024
3d7d
10dSep 2024 - Sep 2024

Drawdown Indicators


GMAYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-11.75%

-56.78%

+45.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-9.10%

+5.99%

Max Drawdown (3Y)

Largest decline over 3 years

-11.75%

-18.90%

+7.15%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.72%

-10.72%

+10.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

1.97%

-1.44%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with GMAY

Add FT Cboe Vest U.S. Equity Moderate Buffer ETF - May to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with GMAY