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Issuer
FT Vest
Inception Date
Mar 19, 2021
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
iShares MSCI EAFE ETF
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$152M

Share Price Chart


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Performance

YMAR Performance Chart

FT Vest International Equity Moderate Buffer ETF - March (YMAR) is up 5.3% since the beginning of the year. YMAR is currently trading at $28 per share. Investors who bought $1,000 worth of YMAR shares 5 years ago would now be looking at an investment worth $1,353.


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S&P 500 Index

Returns By Period

FT Vest International Equity Moderate Buffer ETF - March (YMAR) has returned 5.29% so far this year and 13.02% over the past 12 months.


FT Vest International Equity Moderate Buffer ETF - March

1D
-0.29%
1M
1.52%
YTD
5.29%
6M
6.66%
1Y
13.02%
3Y*
10.63%
5Y*
6.23%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YMAR Monthly Returns History

Based on dividend-adjusted daily data since Mar 22, 2021, YMAR's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, an investment would double in approximately 9.8 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +8.8%, while the worst month was Sep 2022 at -7.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, YMAR closed higher 54% of trading days. The best single day was Mar 23, 2022 with a return of +6.9%, while the worst single day was Mar 24, 2022 at -6.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.67%0.82%-1.24%3.10%1.17%-0.29%5.29%
20252.26%1.91%0.93%2.25%2.61%1.43%-0.91%2.67%1.16%0.52%0.52%1.84%18.55%
2024-0.69%2.75%2.75%-1.86%2.77%-0.81%1.78%2.19%0.60%-3.81%-0.73%-1.60%3.12%
20233.99%-0.42%5.16%1.87%-2.69%3.42%2.15%-3.13%-3.13%-2.28%5.94%4.99%16.31%
2022-2.92%-1.59%0.72%-5.62%1.96%-6.41%3.40%-3.55%-7.08%5.00%8.84%-0.26%-8.46%
2021-0.15%1.77%2.44%-0.79%0.46%1.19%-2.53%2.41%-3.56%2.15%3.24%

Benchmark Metrics

FT Vest International Equity Moderate Buffer ETF - March has an annualized alpha of 0.90%, beta of 0.46, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since March 23, 2021.

  • This ETF participated in 57.23% of S&P 500 Index downside but only 46.83% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.46 may look defensive, but with R2 of 0.47 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.47 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.90%
Beta
0.46
0.47
Upside Capture
46.83%
Downside Capture
57.23%

Expense Ratio

YMAR has an expense ratio of 0.90%, placing it in the medium range.


Return for Risk

Risk / Return Rank

YMAR ranks 68 for risk / return — better than 68% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


YMAR Risk / Return Rank: 6868
Overall Rank
YMAR Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
YMAR Sortino Ratio Rank: 5959
Sortino Ratio Rank
YMAR Omega Ratio Rank: 6363
Omega Ratio Rank
YMAR Calmar Ratio Rank: 8080
Calmar Ratio Rank
YMAR Martin Ratio Rank: 8282
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 Vest International Equity Moderate Buffer ETF - March (YMAR) and compare them to S&P 500 Index.


YMARBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.37

1.41

-0.03

Calmar ratioReturn relative to maximum drawdown

4.07

2.93

+1.14

Martin ratioReturn relative to average drawdown

16.21

13.52

+2.69

Dividends

Dividend History


FT Vest International Equity Moderate Buffer ETF - March 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the FT Vest International Equity Moderate 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 International Equity Moderate Buffer ETF - March was 22.60%, occurring on Sep 27, 2022. Recovery took 180 trading sessions.

The current FT Vest International Equity Moderate Buffer ETF - March drawdown is 0.29%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-22.60%Sep 2022
6mo 7d8mo 21d
1y 2moMar 2022 - Jun 2023
Bear market2022
-10.29%Mar 2022
6mo 1d16d
6mo 17dSep 2021 - Mar 2022
2023 pullback2023
-9.37%Oct 2023
2mo 28d1mo 18d
4mo 16dJul 2023 - Dec 2023
2025 selloff2025
-8.88%Apr 2025
19d24d
1mo 13dMar 2025 - May 2025
2025 pullback2025
-6.57%Jan 2025
3mo 7d2mo 2d
5mo 9dSep 2024 - Mar 2025

Drawdown Indicators


YMARBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-22.60%

-56.78%

+34.18%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-9.10%

+5.89%

Max Drawdown (3Y)

Largest decline over 3 years

-9.37%

-18.90%

+9.53%

Max Drawdown (5Y)

Largest decline over 5 years

-22.60%

-25.43%

+2.83%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.29%

-0.74%

+0.45%

Average Drawdown

Average peak-to-trough decline

-4.04%

-10.72%

+6.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

1.97%

-1.16%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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