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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FT Vest U.S. Equity Max 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.
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Returns By Period
FT Vest U.S. Equity Max Buffer ETF - March (MARM) has returned 1.38% so far this year and 6.70% over the past 12 months.
FT Vest U.S. Equity Max Buffer ETF - March
- 1D
- 0.10%
- 1M
- 0.81%
- YTD
- 1.38%
- 6M
- 2.76%
- 1Y
- 6.70%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.11%
- 1M
- -3.43%
- YTD
- -3.84%
- 6M
- -1.98%
- 1Y
- 16.08%
- 3Y*
- 16.86%
- 5Y*
- 10.37%
- 10Y*
- 12.29%
Monthly Returns
Based on dividend-adjusted daily data since Mar 27, 2024, MARM's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, your investment would double in approximately 10.7 years.
Historically, 92% of months were positive and 8% were negative. The best month was May 2024 with a return of +1.9%, while the worst month was Apr 2024 at -1.0%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 1 months.
On a daily basis, MARM closed higher 60% of trading days. The best single day was Mar 14, 2025 with a return of +1.7%, while the worst single day was Mar 10, 2025 at -1.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.36% | 0.20% | 0.72% | 0.09% | 1.38% | ||||||||
| 2025 | 1.08% | 0.24% | 0.22% | 0.12% | 1.19% | 1.10% | 0.28% | 0.62% | 0.59% | 0.40% | 0.35% | 0.64% | 7.04% |
| 2024 | 0.08% | -1.04% | 1.91% | 1.16% | 0.51% | 1.10% | 0.73% | 0.11% | 1.44% | -0.15% | 5.97% |
Benchmark Metrics
FT Vest U.S. Equity Max Buffer ETF - March has an annualized alpha of 5.16%, beta of 0.16, and R² of 0.55 versus S&P 500 Index. Calculated based on daily prices since March 28, 2024.
- This ETF captured 25.72% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -5.58%) — a profile typical of hedging or uncorrelated assets.
- This ETF generated an annualized alpha of 5.16% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.16 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
- 5.16%
- Beta
- 0.16
- R²
- 0.55
- Upside Capture
- 25.72%
- Downside Capture
- -5.58%
Expense Ratio
MARM has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MARM ranks 96 for risk / return — in the top 96% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for FT Vest U.S. Equity Max Buffer ETF - March (MARM) and compare them to a chosen benchmark (S&P 500 Index).
| MARM | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.80 | 0.88 | +1.91 |
Sortino ratioReturn per unit of downside risk | 4.09 | 1.37 | +2.73 |
Omega ratioGain probability vs. loss probability | 1.74 | 1.21 | +0.54 |
Calmar ratioReturn relative to maximum drawdown | 4.10 | 1.39 | +2.71 |
Martin ratioReturn relative to average drawdown | 25.79 | 6.43 | +19.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore MARM risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 Vest U.S. Equity Max 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 Vest U.S. Equity Max Buffer ETF - March was 2.74%, occurring on Mar 13, 2025. Recovery took 7 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -2.74% | Feb 18, 2025 | 18 | Mar 13, 2025 | 7 | Mar 24, 2025 | 25 |
| -1.98% | Mar 26, 2025 | 9 | Apr 7, 2025 | 18 | May 2, 2025 | 27 |
| -1.7% | Jul 17, 2024 | 14 | Aug 5, 2024 | 9 | Aug 16, 2024 | 23 |
| -1.48% | Apr 2, 2024 | 14 | Apr 19, 2024 | 17 | May 14, 2024 | 31 |
| -0.98% | Sep 3, 2024 | 4 | Sep 6, 2024 | 5 | Sep 13, 2024 | 9 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with MARM
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