Summary
DJAN
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 11.84% Volatility 8.34% Sharpe 0.98
Official loaded data — not a live quote.

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%

Assets under management
$472.2M
-0.40% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.25%

Ann. -19.13% (Sharpe / Sortino numerator)

Volatility

9.13%

Sharpe ratio

-2.492

VaR 95%

-0.85%

CVaR 95%: -0.86%
Max drawdown: -3.70%
Sortino ratio: -4.559
Calmar ratio: -5.18

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%

CVaR 95%: -0.93%
Max drawdown: -4.27%
Sortino ratio: -2.057
Calmar ratio: -1.55

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%

CVaR 95%: -0.91%
Max drawdown: -4.27%
Sortino ratio: -0.279
Calmar ratio: 0.55

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%

CVaR 95%: -1.23%
Max drawdown: -4.27%
Sortino ratio: 1.170
Calmar ratio: 2.76

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%

CVaR 95%: -1.07%
Max drawdown: -9.33%
Sortino ratio: 0.911
Calmar ratio: 0.97

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%

CVaR 95%: -1.01%
Max drawdown: -9.33%
Sortino ratio: 1.380
Calmar ratio: 1.20

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.045%

Best day

1.396%

08/04/2026
Worst day

-1.144%

20/01/2026
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