First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Deep Buffer ETF - March

10-Year Study

DMAR.US · · US · ETF

Executive Summary: First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Deep Buffer ETF - March has compounded at 7.7% annually over the last 10 years, with a maximum drawdown of 9.2% and an annualized volatility of 6.4%.

1Y CAGR
+14.1%
3Y CAGR
+12.1%
5Y CAGR
+7.4%
10Y CAGR
+7.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
9.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +12.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -5.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.50.40.83.1————————4.9%
20251.60.2-3.0-0.43.22.20.91.01.10.50.71.09.1%
20240.70.71.7-2.23.02.40.81.71.1-0.12.8-0.512.7%
20230.5-0.32.21.20.43.00.90.1-1.3-0.74.61.412.2%
2022-0.4-0.42.2-4.10.0-4.14.2-1.9-3.52.91.4-1.5-5.5%
2021———1.70.50.90.40.8-1.01.8-0.41.36.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 6.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 37.3% of variance. Idiosyncratic stock-specific factors contribute 6.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-03-0110000
2021-04-0110171.488676155352
2021-05-0110223.14830841333
2021-06-0110314.517954385079
2021-07-0110359.853275992917
2021-08-0110443.434034111335
2021-09-0110338.650192392188
2021-10-0110525.78321594525
2021-11-0110481.346612166642
2021-12-0110621.513256890874
2022-01-0110574.913123943175
2022-02-0110529.844089099552
2022-03-0110761.313858894644
2022-04-0110325.269282490315
2022-05-0110328.59786704302
2022-06-019902.539044296804
2022-07-0110315.2835288322
2022-08-0110122.225624775321
2022-09-019769.395662188612
2022-10-0110055.653933721225
2022-11-0110195.454484934826
2022-12-0110039.011010957702
2023-01-0110088.939779248272
2023-02-0110053.989641444872
2023-03-0110278.669098752447
2023-04-0110398.49814264982
2023-05-0110435.112572729573
2023-06-0110744.67093613112
2023-07-0110844.861331167534
2023-08-0110851.185641817674
2023-09-0110706.392213775014
2023-10-0110627.17190142064
2023-11-0111110.815236928649
2023-12-0111268.590144726855
2024-01-0111343.816155617986
2024-02-0111418.709308053843
2024-03-0111616.76008893978
2024-04-0111364.453379844757
2024-05-0111703.303287310102
2024-06-0111982.904389737309
2024-07-0112081.097634042102
2024-08-0112291.131319317774
2024-09-0112428.934719799754
2024-10-0112419.94754150745
2024-11-0112765.12175962294
2024-12-0112704.87437921898
2025-01-0112907.585178478705
2025-02-0112936.211005631963
2025-03-0112541.773736136445
2025-04-0112492.177826301146
2025-05-0112891.607972625721
2025-06-0113171.209075052926
2025-07-0113291.038118950299
2025-08-0113427.510085611197
2025-09-0113570.639221377503
2025-10-0113637.210912431596
2025-11-0113730.411279907334
2025-12-0113865.218954291879
2026-01-0113934.786371443406
2026-02-0113995.033751847366
2026-03-0114113.198503468386
2026-04-0114547.578787596363
Annual Return Matrix
YearAnnual Return
2022-0.05484173788092428
20230.12248010610079563
20240.1274590890293612
20250.0913306610076241
20260.049213779858360285
Total Factor Risk
0.06375680767120401
VTI.US Exposure
0.20960532328968712
VEA.US Exposure
-0.01622571936485689
VWO.US Exposure
-0.002598782105074952
QQQ.US Exposure
0.36214599310478107
VTV.US Exposure
0.22629188227768907
IJR.US Exposure
-0.09426654313957653
QUAL.US Exposure
-0.17784173196229872
SHV.US Exposure
0.3727005212258341
TLT.US Exposure
-0.008917839794855636
LQD.US Exposure
-0.002461899721017833
HYG.US Exposure
-0.010675863033662747
GLD.US Exposure
-0.0028076776468884722
USO.US Exposure
-0.00020772064675069076
VNQ.US Exposure
-0.014065365642534071
BTC-USD.CC Exposure
0.004325490768576388
CPER.US Exposure
0.0030858874814572728
VIX.INDX Exposure
0.04106139165307111
UUP.US Exposure
0.013063711328059209
TIP.US Exposure
0.03646809987606593
Idiosyncratic Exposure
0.061320842052295155
Value Score
41.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →20.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$405.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.42
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Deep Buffer ETF - March a high-risk investment?

First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR.US) has an annualized volatility of 6.4% and experienced a maximum drawdown of 9.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of DMAR.US?

Over the past 10 years, DMAR.US has generated a Compound Annual Growth Rate (CAGR) of 7.7%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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