FT VEST U.S. EQUITY BUFFER ETF - JUNE
Symbol: FJUN
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 19/06/2020
Latest date: 15/10/2026
Current price: $61.70
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
1.64%
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
2.14%
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
5.36%
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
10.58%
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
21.65%
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
49.72%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.041%
Best day
1.881%
Worst day
-1.096%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $61.37 | $61.72 | $61.37 | $61.70 | 39,700 |
| 14/10/2026 | $61.97 | $61.97 | $61.41 | $61.53 | 28,600 |
| 13/10/2026 | $61.99 | $62.15 | $61.87 | $61.98 | 9,900 |
| 12/10/2026 | $61.90 | $62.05 | $61.90 | $62.00 | 6,900 |
| 09/10/2026 | $61.81 | $62.04 | $61.81 | $62.04 | 23,400 |
| 08/10/2026 | $61.72 | $61.89 | $61.64 | $61.78 | 18,400 |
| 07/10/2026 | $61.74 | $61.94 | $61.73 | $61.92 | 23,300 |
| 06/10/2026 | $61.95 | $62.05 | $61.93 | $61.99 | 14,200 |
| 05/10/2026 | $61.41 | $61.79 | $61.41 | $61.75 | 16,500 |
| 02/10/2026 | $61.49 | $61.65 | $61.39 | $61.51 | 10,300 |