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

10-Year Study

FMAR.US · · US · ETF

Executive Summary: FT Cboe Vest U.S. Equity Buffer ETF - March has compounded at 10.8% annually over the last 10 years, with a maximum drawdown of 13.3% and an annualized volatility of 7.2%.

1Y CAGR
+18.1%
3Y CAGR
+14.4%
5Y CAGR
+10.4%
10Y CAGR
+10.8%

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 →
13.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.74
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
9.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +20.4%
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.
20260.60.60.94.6————————6.8%
20251.8-0.1-4.1-0.63.83.01.21.01.20.70.61.09.7%
20241.10.72.0-2.33.42.40.92.01.2-0.23.2-0.514.6%
20234.0-0.03.11.20.54.21.3-0.0-2.4-1.36.32.220.4%
2022-1.1-0.94.1-6.10.7-5.96.5-2.7-6.05.73.5-2.4-5.5%
2021———3.20.71.40.71.3-1.72.9-0.52.010.4%

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 7.2%. The dominant macroeconomic risk driver is QQQ.US, accounting for 50.8% of variance. Idiosyncratic stock-specific factors contribute 6.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-03-0110000
2021-04-0110316.367265469062
2021-05-0110392.215568862275
2021-06-0110534.93013972056
2021-07-0110613.439787092482
2021-08-0110751.829673985363
2021-09-0110570.192947438458
2021-10-0110878.90884896873
2021-11-0110821.689953426481
2021-12-0111041.250831669993
2022-01-0110923.819028609449
2022-02-0110830.339321357285
2022-03-0111270.791749833666
2022-04-0110585.495675316035
2022-05-0110655.355954757153
2022-06-0110026.280771789756
2022-07-0110672.987358616101
2022-08-0110389.221556886228
2022-09-019770.459081836329
2022-10-0110329.34131736527
2022-11-0110688.29008649368
2022-12-0110432.468396540253
2023-01-0110853.62608117099
2023-02-0110851.297405189622
2023-03-0111184.298070525616
2023-04-0111321.024617431804
2023-05-0111380.572188955422
2023-06-0111852.960745176315
2023-07-0112008.316699933468
2023-08-0112002.661343978709
2023-09-0111709.580838323353
2023-10-0111561.210911510314
2023-11-0112292.747837658018
2023-12-0112559.214903526281
2024-01-0112701.264138389888
2024-02-0112794.411177644712
2024-03-0113053.892215568863
2024-04-0112747.737857618098
2024-05-0113186.626746506989
2024-06-0113499.66733200266
2024-07-0113623.552894211576
2024-08-0113892.215568862277
2024-09-0114058.549567531603
2024-10-0114023.952095808383
2024-11-0114467.731204258153
2024-12-0114394.544244843648
2025-01-0114647.039254823689
2025-02-0114634.06520292748
2025-03-0114038.589487691286
2025-04-0113952.095808383234
2025-05-0114484.364604125083
2025-06-0114916.833000665338
2025-07-0115096.473719228212
2025-08-0115242.84763805722
2025-09-0115432.468396540253
2025-10-0115536.926147704593
2025-11-0115636.39387890885
2025-12-0115790.08649367931
2026-01-0115891.5502328676
2026-02-0115984.697272122421
2026-03-0116131.071190951432
2026-04-0116869.594145043247
Annual Return Matrix
YearAnnual Return
2022-0.055137089484784574
20230.20385841836734686
20240.1461340820597039
20250.09694938756644333
20260.06836616454229416
Total Factor Risk
0.07199350113755602
VTI.US Exposure
0.22883004410628993
VEA.US Exposure
-0.017297839379232315
VWO.US Exposure
0.013433294629840931
QQQ.US Exposure
0.5081556906954878
VTV.US Exposure
0.26574472088951856
IJR.US Exposure
-0.15775336052201572
QUAL.US Exposure
-0.13755780962386135
SHV.US Exposure
0.012108214996635733
TLT.US Exposure
-0.018245186184861508
LQD.US Exposure
0.008847909877831272
HYG.US Exposure
0.1119163197792981
GLD.US Exposure
-0.0028488648247198
USO.US Exposure
-0.0020194308586757425
VNQ.US Exposure
0.04856408733724645
BTC-USD.CC Exposure
0.012857044684253137
CPER.US Exposure
0.01357158018499096
VIX.INDX Exposure
0.025961460192573282
UUP.US Exposure
0.02093715290403912
TIP.US Exposure
-0.0021992385457136427
Idiosyncratic Exposure
0.0669942096610747
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
7.2%

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 →
+4.8%
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 →
+8.1%
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 →
0.57
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is FT Cboe Vest U.S. Equity Buffer ETF - March a high-risk investment?

FT Cboe Vest U.S. Equity Buffer ETF - March (FMAR.US) has an annualized volatility of 7.2% and experienced a maximum drawdown of 13.3% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, FMAR.US has generated a Compound Annual Growth Rate (CAGR) of 10.8%. 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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