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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.32%
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
3.54%
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
6.87%
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
14.41%
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
25.97%
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
46.75%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.055%
Best day
2.148%
Worst day
-1.414%
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 |