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: 15/10/2026
Current price: $46.95
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
1.38%
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
2.46%
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
6.44%
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
11.52%
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
22.55%
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
42.70%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.044%
Best day
1.396%
Worst day
-1.144%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $46.85 | $47.00 | $46.78 | $46.95 | 12,700 |
| 14/10/2026 | $46.99 | $46.99 | $46.84 | $46.87 | 3,100 |
| 13/10/2026 | $47.01 | $47.11 | $46.99 | $47.05 | 30,500 |
| 12/10/2026 | $47.04 | $47.09 | $47.00 | $47.05 | 3,700 |
| 09/10/2026 | $47.02 | $47.09 | $46.93 | $47.03 | 4,900 |
| 08/10/2026 | $46.94 | $46.96 | $46.82 | $46.91 | 8,400 |
| 07/10/2026 | $46.93 | $46.98 | $46.92 | $46.98 | 21,000 |
| 06/10/2026 | $47.05 | $47.05 | $46.97 | $47.03 | 5,700 |
| 05/10/2026 | $46.90 | $46.91 | $46.85 | $46.91 | 3,400 |
| 02/10/2026 | $46.86 | $46.86 | $46.71 | $46.77 | 15,500 |