Summary
FJAN
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 14.41% Volatility 12.39% Sharpe 0.79
Official loaded data — not a live quote.

FT VEST U.S. EQUITY BUFFER ETF - JANUARY

Symbol: FJAN

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 15/01/2021

Latest date: 20/07/2026

Current price: $55.13

Expense ratio: 0.85%

Assets under management
$1.4B
-0.46% 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

0.32%

Ann. -26.02% (Sharpe / Sortino numerator)

Volatility

12.92%

Sharpe ratio

-2.295

VaR 95%

-1.10%

CVaR 95%: -1.23%
Max drawdown: -5.20%
Sortino ratio: -4.296
Calmar ratio: -5.01

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

3.54%

Ann. -8.24% (Sharpe / Sortino numerator)

Volatility

9.82%

Sharpe ratio

-1.209

VaR 95%

-1.09%

CVaR 95%: -1.24%
Max drawdown: -5.91%
Sortino ratio: -1.724
Calmar ratio: -1.39

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

6.87%

Ann. 1.80% (Sharpe / Sortino numerator)

Volatility

8.38%

Sharpe ratio

-0.219

VaR 95%

-0.98%

CVaR 95%: -1.20%
Max drawdown: -5.91%
Sortino ratio: -0.291
Calmar ratio: 0.30

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

14.41%

Ann. 13.47% (Sharpe / Sortino numerator)

Volatility

12.39%

Sharpe ratio

0.794

VaR 95%

-1.04%

CVaR 95%: -1.80%
Max drawdown: -5.91%
Sortino ratio: 0.922
Calmar ratio: 2.28

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

25.97%

Ann. 10.09% (Sharpe / Sortino numerator)

Volatility

10.10%

Sharpe ratio

0.640

VaR 95%

-0.96%

CVaR 95%: -1.49%
Max drawdown: -12.92%
Sortino ratio: 0.726
Calmar ratio: 0.78

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

46.75%

Ann. 13.34% (Sharpe / Sortino numerator)

Volatility

9.34%

Sharpe ratio

1.039

VaR 95%

-0.89%

CVaR 95%: -1.35%
Max drawdown: -12.92%
Sortino ratio: 1.248
Calmar ratio: 1.03

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

0.055%

Best day

2.148%

31/03/2026
Worst day

-1.414%

20/01/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $55.39 $55.39 $55.12 $55.13 10,400
17/07/2026 $55.10 $55.33 $55.08 $55.15 23,100
16/07/2026 $55.48 $55.61 $55.34 $55.42 11,900
15/07/2026 $55.51 $55.60 $55.42 $55.57 28,600
14/07/2026 $55.45 $55.51 $55.39 $55.48 13,800
13/07/2026 $55.42 $55.49 $55.28 $55.29 3,500
10/07/2026 $55.51 $55.58 $55.42 $55.52 6,800
09/07/2026 $55.23 $55.44 $55.23 $55.33 9,600
08/07/2026 $55.10 $55.19 $54.85 $55.13 9,000
07/07/2026 $55.12 $55.33 $55.12 $55.23 8,900