FT VEST U.S. EQUITY BUFFER ETF - JULY
Symbol: FJUL
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 17/07/2020
Latest date: 20/07/2026
Current price: $59.79
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
0.70%
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
3.78%
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
7.36%
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
13.54%
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
28.08%
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
50.53%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.052%
Best day
1.888%
Worst day
-1.505%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $60.07 | $60.07 | $59.76 | $59.79 | 91,000 |
| 17/07/2026 | $59.88 | $59.89 | $59.80 | $59.89 | 100,000 |
| 16/07/2026 | $59.79 | $59.86 | $59.78 | $59.78 | 41,700 |
| 15/07/2026 | $59.84 | $59.85 | $59.78 | $59.81 | 44,800 |
| 14/07/2026 | $59.83 | $59.85 | $59.77 | $59.81 | 17,700 |
| 13/07/2026 | $59.76 | $59.81 | $59.76 | $59.80 | 38,200 |
| 10/07/2026 | $59.87 | $59.87 | $59.76 | $59.78 | 19,000 |
| 09/07/2026 | $59.72 | $59.78 | $59.70 | $59.78 | 12,500 |
| 08/07/2026 | $59.62 | $59.72 | $59.62 | $59.69 | 16,900 |
| 07/07/2026 | $59.80 | $59.80 | $59.66 | $59.70 | 14,500 |