Summary
FJUN
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 13.82% Volatility 11.40% Sharpe 0.84
Official loaded data — not a live quote.

FT VEST U.S. EQUITY BUFFER ETF - JUNE

Symbol: FJUN

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 19/06/2020

Latest date: 03/06/2026

Current price: $59.71

Expense ratio: 0.85%

Assets under management
$1.1B
-0.13% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

1.03%

Ann. -13.30% (Sharpe / Sortino numerator)

Volatility

11.14%

Sharpe ratio

-1.520

VaR 95%

-1.04%

CVaR 95%: -1.08%
Max drawdown: -3.78%
Sortino ratio: -2.959
Calmar ratio: -3.52

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

3.95%

Ann. -2.01% (Sharpe / Sortino numerator)

Volatility

7.79%

Sharpe ratio

-0.724

VaR 95%

-0.83%

CVaR 95%: -0.96%
Max drawdown: -4.13%
Sortino ratio: -1.128
Calmar ratio: -0.49

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

5.30%

Ann. 2.92% (Sharpe / Sortino numerator)

Volatility

6.67%

Sharpe ratio

-0.107

VaR 95%

-0.73%

CVaR 95%: -0.94%
Max drawdown: -4.13%
Sortino ratio: -0.153
Calmar ratio: 0.71

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

13.82%

Ann. 13.16% (Sharpe / Sortino numerator)

Volatility

11.40%

Sharpe ratio

0.836

VaR 95%

-0.85%

CVaR 95%: -1.64%
Max drawdown: -5.17%
Sortino ratio: 1.002
Calmar ratio: 2.54

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

24.63%

Ann. 10.21% (Sharpe / Sortino numerator)

Volatility

10.36%

Sharpe ratio

0.635

VaR 95%

-1.02%

CVaR 95%: -1.58%
Max drawdown: -13.26%
Sortino ratio: 0.759
Calmar ratio: 0.77

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

49.95%

Ann. 14.15% (Sharpe / Sortino numerator)

Volatility

9.83%

Sharpe ratio

1.071

VaR 95%

-0.92%

CVaR 95%: -1.42%
Max drawdown: -13.26%
Sortino ratio: 1.380
Calmar ratio: 1.07

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.052%

Best day

1.881%

31/03/2026
Worst day

-1.176%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $59.79 $59.85 $59.70 $59.71 18,600
02/06/2026 $59.92 $59.92 $59.67 $59.82 20,800
01/06/2026 $59.81 $59.84 $59.70 $59.74 25,500
29/05/2026 $59.69 $59.77 $59.67 $59.73 8,800
28/05/2026 $59.71 $59.79 $59.65 $59.70 10,600
27/05/2026 $59.85 $59.85 $59.62 $59.65 20,500
26/05/2026 $60.47 $60.47 $59.62 $59.66 8,300
22/05/2026 $59.59 $59.66 $59.59 $59.60 8,400
21/05/2026 $59.50 $59.61 $59.50 $59.55 10,900
20/05/2026 $59.47 $59.58 $59.47 $59.50 125,900