FT VEST U.S. EQUITY BUFFER ETF - JANUARY
Symbol: FJAN
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 15/01/2021
Latest date: 15/10/2026
Current price: $57.09
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
1.69%
Ann. -26.02% (Sharpe / Sortino numerator)
Volatility
12.92%
Sharpe ratio
-2.295
VaR 95%
-1.10%
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
2.73%
Ann. -8.24% (Sharpe / Sortino numerator)
Volatility
9.82%
Sharpe ratio
-1.209
VaR 95%
-1.09%
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
7.97%
Ann. 1.80% (Sharpe / Sortino numerator)
Volatility
8.38%
Sharpe ratio
-0.219
VaR 95%
-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
14.10%
Ann. 13.47% (Sharpe / Sortino numerator)
Volatility
12.39%
Sharpe ratio
0.794
VaR 95%
-1.04%
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
27.22%
Ann. 10.09% (Sharpe / Sortino numerator)
Volatility
10.10%
Sharpe ratio
0.640
VaR 95%
-0.96%
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
53.85%
Ann. 13.34% (Sharpe / Sortino numerator)
Volatility
9.34%
Sharpe ratio
1.039
VaR 95%
-0.89%
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
0.054%
Best day
2.148%
Worst day
-1.414%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $56.78 | $57.12 | $56.78 | $57.09 | 15,600 |
| 14/10/2026 | $57.17 | $57.17 | $56.85 | $56.93 | 43,800 |
| 13/10/2026 | $57.31 | $57.31 | $57.19 | $57.23 | 7,600 |
| 12/10/2026 | $57.21 | $57.27 | $57.21 | $57.26 | 12,200 |
| 09/10/2026 | $57.07 | $57.29 | $57.07 | $57.23 | 9,900 |
| 08/10/2026 | $57.03 | $57.11 | $56.91 | $57.01 | 14,900 |
| 07/10/2026 | $57.02 | $57.21 | $57.02 | $57.12 | 46,200 |
| 06/10/2026 | $57.19 | $57.30 | $57.14 | $57.14 | 15,000 |
| 05/10/2026 | $56.82 | $57.12 | $56.82 | $56.98 | 15,800 |
| 02/10/2026 | $56.90 | $56.97 | $56.76 | $56.87 | 17,300 |