TMAR

FT Vest Emerging Markets Buffer ETF - March

$22.48

+0.00%

Market closed. Last update: 11:57 AM ET

📎 Investment Objective

The FT Vest Emerging Markets Buffer ETF - March seeks to provide investors with exposure to emerging market equities while aiming to limit downside risk during market downturns.

Overview

ETF tracking FT Vest Emerging Markets Buffer ETF - March

Category Emerging Markets

Issuer Other

Inception Date 2025-03-24

Market Cap $3.4M

Average Volume N/A

Dividend Yield N/A

52-Week Range $17.96 - $22.55

VWAP N/A

Performance

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Investment Summary

📎 Investment Objective

The FT Vest Emerging Markets Buffer ETF - March seeks to provide investors with exposure to emerging market equities while aiming to limit downside risk during market downturns.

🎯 Investment Strategy

The ETF invests in a portfolio of emerging market stocks and utilizes a buffer strategy to help protect against losses. The buffer is designed to absorb a certain percentage of losses in the underlying index during periods of market decline.

✨ Key Features

Provides exposure to a diversified portfolio of emerging market equities
Employs a buffer strategy to help limit downside risk during market downturns
Resets the buffer protection on a monthly basis
Relatively low expense ratio of 0.00%

⚠️ Primary Risks

Emerging market risk: Investing in emerging markets can be subject to greater volatility and political/economic instability
Market risk: The value of the ETF's holdings can fluctuate due to general market conditions
Buffer strategy risk: The buffer protection may not be sufficient to fully offset losses during severe market declines
Liquidity risk: The ETF may have lower trading volume and liquidity compared to larger, more established funds

👤 Best For

This ETF may be suitable for investors seeking emerging market exposure with a focus on downside risk management. It could be a component of a diversified portfolio, particularly for investors with a moderate to long-term investment horizon and a moderate risk tolerance.