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: 15/10/2026
Current price: $50.39
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
1.23%
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
1.60%
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
4.11%
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
8.46%
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
17.90%
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
40.55%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.033%
Best day
1.596%
Worst day
-0.935%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $50.34 | $50.46 | $50.15 | $50.39 | 23,300 |
| 14/10/2026 | $50.56 | $50.56 | $50.27 | $50.29 | 16,800 |
| 13/10/2026 | $50.68 | $50.72 | $50.57 | $50.66 | 9,000 |
| 12/10/2026 | $50.71 | $50.74 | $50.61 | $50.66 | 3,000 |
| 09/10/2026 | $50.59 | $50.69 | $50.56 | $50.66 | 15,400 |
| 08/10/2026 | $50.55 | $50.60 | $50.43 | $50.48 | 7,300 |
| 07/10/2026 | $50.49 | $50.59 | $50.45 | $50.59 | 14,900 |
| 06/10/2026 | $50.72 | $50.72 | $50.55 | $50.65 | 10,500 |
| 05/10/2026 | $50.29 | $50.44 | $50.29 | $50.43 | 2,600 |
| 02/10/2026 | $50.43 | $50.43 | $50.21 | $50.23 | 9,200 |