FT VEST U.S. EQUITY BUFFER ETF - JULY
Symbol: FJUL
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 17/07/2020
Latest date: 15/10/2026
Current price: $61.75
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
1.51%
Ann. -21.65% (Sharpe / Sortino numerator)
Volatility
12.15%
Sharpe ratio
-2.080
VaR 95%
-1.13%
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
3.24%
Ann. -5.91% (Sharpe / Sortino numerator)
Volatility
8.86%
Sharpe ratio
-1.076
VaR 95%
-0.97%
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
7.73%
Ann. 0.95% (Sharpe / Sortino numerator)
Volatility
7.88%
Sharpe ratio
-0.340
VaR 95%
-0.95%
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
13.21%
Ann. 14.88% (Sharpe / Sortino numerator)
Volatility
12.05%
Sharpe ratio
0.933
VaR 95%
-0.97%
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
27.84%
Ann. 11.58% (Sharpe / Sortino numerator)
Volatility
10.65%
Sharpe ratio
0.746
VaR 95%
-1.02%
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
58.74%
Ann. 15.13% (Sharpe / Sortino numerator)
Volatility
10.01%
Sharpe ratio
1.150
VaR 95%
-0.97%
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
0.05%
Best day
1.888%
Worst day
-1.261%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $61.50 | $61.79 | $61.46 | $61.75 | 11,000 |
| 14/10/2026 | $61.86 | $61.86 | $61.48 | $61.64 | 21,200 |
| 13/10/2026 | $62.02 | $62.03 | $61.93 | $62.03 | 16,400 |
| 12/10/2026 | $61.96 | $62.04 | $61.94 | $62.04 | 6,900 |
| 09/10/2026 | $61.86 | $62.06 | $61.86 | $62.06 | 9,200 |
| 08/10/2026 | $61.87 | $61.90 | $61.66 | $61.83 | 12,700 |
| 07/10/2026 | $61.80 | $61.96 | $61.77 | $61.92 | 21,300 |
| 06/10/2026 | $62.03 | $62.10 | $61.98 | $61.99 | 11,700 |
| 05/10/2026 | $61.52 | $61.83 | $61.52 | $61.75 | 7,600 |
| 02/10/2026 | $61.60 | $61.66 | $61.46 | $61.56 | 26,800 |