FT VEST U.S. EQUITY BUFFER ETF - JUNE
Symbol: FJUN
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 19/06/2020
Latest date: 20/07/2026
Current price: $59.77
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
-0.08%
Ann. -13.30% (Sharpe / Sortino numerator)
Volatility
11.14%
Sharpe ratio
-1.520
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
1.70%
Ann. -2.01% (Sharpe / Sortino numerator)
Volatility
7.79%
Sharpe ratio
-0.724
VaR 95%
-0.83%
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
4.79%
Ann. 2.92% (Sharpe / Sortino numerator)
Volatility
6.67%
Sharpe ratio
-0.107
VaR 95%
-0.73%
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
10.36%
Ann. 13.16% (Sharpe / Sortino numerator)
Volatility
11.40%
Sharpe ratio
0.836
VaR 95%
-0.85%
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
22.08%
Ann. 10.21% (Sharpe / Sortino numerator)
Volatility
10.36%
Sharpe ratio
0.635
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
42.15%
Ann. 14.15% (Sharpe / Sortino numerator)
Volatility
9.83%
Sharpe ratio
1.071
VaR 95%
-0.92%
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
0.04%
Best day
1.881%
Worst day
-1.176%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $60.14 | $60.14 | $59.72 | $59.77 | 15,600 |
| 17/07/2026 | $60.02 | $60.06 | $59.78 | $59.86 | 10,500 |
| 16/07/2026 | $60.26 | $60.42 | $60.10 | $60.24 | 22,900 |
| 15/07/2026 | $60.35 | $60.42 | $60.16 | $60.41 | 10,800 |
| 14/07/2026 | $60.24 | $60.34 | $60.12 | $60.28 | 30,100 |
| 13/07/2026 | $60.24 | $60.24 | $59.98 | $60.08 | 28,100 |
| 10/07/2026 | $60.20 | $60.39 | $60.14 | $60.38 | 17,400 |
| 09/07/2026 | $60.05 | $60.27 | $59.93 | $60.22 | 85,000 |
| 08/07/2026 | $59.88 | $60.00 | $59.55 | $59.83 | 91,800 |
| 07/07/2026 | $60.11 | $60.17 | $59.83 | $60.01 | 90,300 |