FT VEST U.S. EQUITY DEEP BUFFER ETF - JANUARY
Symbol: DJAN
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 15/01/2021
Latest date: 20/07/2026
Current price: $45.55
Expense ratio: 0.85%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.25%
Ann. -19.13% (Sharpe / Sortino numerator)
Volatility
9.13%
Sharpe ratio
-2.492
VaR 95%
-0.85%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
2.76%
Ann. -6.62% (Sharpe / Sortino numerator)
Volatility
7.12%
Sharpe ratio
-1.440
VaR 95%
-0.83%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
5.43%
Ann. 2.33% (Sharpe / Sortino numerator)
Volatility
6.24%
Sharpe ratio
-0.209
VaR 95%
-0.72%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
11.84%
Ann. 11.78% (Sharpe / Sortino numerator)
Volatility
8.34%
Sharpe ratio
0.977
VaR 95%
-0.76%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
21.69%
Ann. 9.09% (Sharpe / Sortino numerator)
Volatility
7.12%
Sharpe ratio
0.766
VaR 95%
-0.69%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
38.29%
Ann. 11.16% (Sharpe / Sortino numerator)
Volatility
6.77%
Sharpe ratio
1.112
VaR 95%
-0.67%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.045%
Best day
1.396%
Worst day
-1.144%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $45.74 | $45.74 | $45.55 | $45.55 | 13,000 |
| 17/07/2026 | $45.62 | $45.69 | $45.53 | $45.56 | 7,700 |
| 16/07/2026 | $45.81 | $45.84 | $45.70 | $45.76 | 8,700 |
| 15/07/2026 | $45.89 | $45.89 | $45.77 | $45.83 | 9,700 |
| 14/07/2026 | $45.77 | $45.82 | $45.70 | $45.71 | 7,300 |
| 13/07/2026 | $45.73 | $45.74 | $45.62 | $45.66 | 8,900 |
| 10/07/2026 | $45.76 | $45.84 | $45.66 | $45.79 | 7,400 |
| 09/07/2026 | $45.55 | $45.76 | $45.55 | $45.71 | 3,400 |
| 08/07/2026 | $45.45 | $45.58 | $45.45 | $45.56 | 6,600 |
| 07/07/2026 | $45.73 | $45.73 | $45.51 | $45.59 | 14,900 |