FT VEST U.S. EQUITY BUFFER ETF - JULY
Symbol: FJUL
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 17/07/2020
Latest date: 03/06/2026
Current price: $59.17
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
1.96%
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
5.55%
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
6.59%
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
18.36%
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
30.59%
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
58.21%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.068%
Best day
1.888%
Worst day
-1.505%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $59.31 | $59.31 | $59.17 | $59.17 | 45,400 |
| 02/06/2026 | $59.15 | $59.27 | $59.15 | $59.21 | 10,500 |
| 01/06/2026 | $59.28 | $59.28 | $59.20 | $59.20 | 3,500 |
| 29/05/2026 | $59.15 | $59.23 | $59.15 | $59.22 | 10,000 |
| 28/05/2026 | $59.12 | $59.17 | $59.09 | $59.13 | 8,100 |
| 27/05/2026 | $59.07 | $59.10 | $59.01 | $59.07 | 8,000 |
| 26/05/2026 | $59.07 | $59.07 | $58.98 | $59.00 | 8,400 |
| 22/05/2026 | $58.90 | $58.97 | $58.88 | $58.89 | 8,000 |
| 21/05/2026 | $58.77 | $58.85 | $58.72 | $58.85 | 16,900 |
| 20/05/2026 | $58.72 | $58.77 | $58.61 | $58.74 | 21,900 |