FT VEST U.S. EQUITY MODERATE BUFFER ETF - JANUARY
Symbol: GJAN
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 20/01/2023
Latest date: 15/10/2026
Current price: $46.41
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
1.32%
Ann. -19.26% (Sharpe / Sortino numerator)
Volatility
10.75%
Sharpe ratio
-2.129
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
2.44%
Ann. -7.10% (Sharpe / Sortino numerator)
Volatility
7.92%
Sharpe ratio
-1.356
VaR 95%
-0.87%
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
6.48%
Ann. 1.88% (Sharpe / Sortino numerator)
Volatility
6.58%
Sharpe ratio
-0.266
VaR 95%
-0.80%
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
11.31%
Ann. 10.93% (Sharpe / Sortino numerator)
Volatility
9.96%
Sharpe ratio
0.733
VaR 95%
-0.80%
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
22.24%
Ann. 8.57% (Sharpe / Sortino numerator)
Volatility
8.16%
Sharpe ratio
0.606
VaR 95%
-0.78%
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
41.82%
Ann. 10.81% (Sharpe / Sortino numerator)
Volatility
7.59%
Sharpe ratio
0.946
VaR 95%
-0.76%
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
0.043%
Best day
1.723%
Worst day
-1.045%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $46.07 | $46.41 | $46.07 | $46.41 | 3,700 |
| 14/10/2026 | $46.46 | $46.46 | $46.26 | $46.31 | 8,400 |
| 13/10/2026 | $46.42 | $46.55 | $46.42 | $46.46 | 4,500 |
| 12/10/2026 | $46.43 | $46.51 | $46.43 | $46.45 | 4,900 |
| 09/10/2026 | $46.53 | $46.53 | $46.39 | $46.45 | 7,500 |
| 08/10/2026 | $46.48 | $46.48 | $46.30 | $46.32 | 7,200 |
| 07/10/2026 | $46.34 | $46.42 | $46.32 | $46.42 | 15,700 |
| 06/10/2026 | $46.51 | $46.51 | $46.40 | $46.44 | 4,900 |
| 05/10/2026 | $46.24 | $46.37 | $46.23 | $46.32 | 14,400 |
| 02/10/2026 | $46.24 | $46.27 | $46.19 | $46.25 | 9,700 |