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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.01%
Ann. -9.72% (Sharpe / Sortino numerator)
Volatility
9.48%
Sharpe ratio
-1.409
VaR 95%
-0.92%
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%
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%
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%
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%
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%
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
0.034%
Best day
1.596%
Worst day
-0.935%
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 |