Summary
DJUN
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 8.67% Volatility 10.16% Sharpe 0.79
Official loaded data — not a live quote.

FT VEST U.S. EQUITY DEEP BUFFER ETF - JUNE

Symbol: DJUN

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 19/06/2020

Latest date: 20/07/2026

Current price: $49.20

Expense ratio: 0.85%

Assets under management
$324.9M
-0.33% 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

0.01%

Ann. -9.72% (Sharpe / Sortino numerator)

Volatility

9.48%

Sharpe ratio

-1.409

VaR 95%

-0.92%

CVaR 95%: -0.94%
Max drawdown: -2.97%
Sortino ratio: -2.697
Calmar ratio: -3.27

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

1.37%

Ann. -0.76% (Sharpe / Sortino numerator)

Volatility

6.46%

Sharpe ratio

-0.680

VaR 95%

-0.63%

CVaR 95%: -0.83%
Max drawdown: -3.15%
Sortino ratio: -1.006
Calmar ratio: -0.24

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

4.05%

Ann. 3.09% (Sharpe / Sortino numerator)

Volatility

5.38%

Sharpe ratio

-0.100

VaR 95%

-0.56%

CVaR 95%: -0.77%
Max drawdown: -3.15%
Sortino ratio: -0.137
Calmar ratio: 0.98

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

8.67%

Ann. 11.68% (Sharpe / Sortino numerator)

Volatility

10.16%

Sharpe ratio

0.792

VaR 95%

-0.72%

CVaR 95%: -1.48%
Max drawdown: -4.02%
Sortino ratio: 0.908
Calmar ratio: 2.90

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

19.00%

Ann. 8.83% (Sharpe / Sortino numerator)

Volatility

9.16%

Sharpe ratio

0.567

VaR 95%

-0.85%

CVaR 95%: -1.40%
Max drawdown: -11.96%
Sortino ratio: 0.661
Calmar ratio: 0.74

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

34.89%

Ann. 11.55% (Sharpe / Sortino numerator)

Volatility

8.39%

Sharpe ratio

0.944

VaR 95%

-0.76%

CVaR 95%: -1.23%
Max drawdown: -11.96%
Sortino ratio: 1.159
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.

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

0.034%

Best day

1.596%

31/03/2026
Worst day

-0.935%

26/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $49.36 $49.36 $49.19 $49.20 33,200
17/07/2026 $49.29 $49.41 $49.27 $49.27 11,800
16/07/2026 $49.50 $49.64 $49.43 $49.47 28,200
15/07/2026 $49.67 $49.67 $49.49 $49.59 38,500
14/07/2026 $49.52 $49.57 $49.45 $49.51 34,500
13/07/2026 $49.40 $49.53 $49.37 $49.38 17,100
10/07/2026 $49.55 $49.60 $49.45 $49.57 5,000
09/07/2026 $49.33 $49.48 $49.28 $49.43 27,400
08/07/2026 $49.29 $49.30 $49.05 $49.30 59,300
07/07/2026 $49.45 $49.45 $49.25 $49.29 56,400