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: 20/07/2026
Current price: $45.02
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
0.31%
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
2.79%
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
5.61%
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
11.66%
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
21.15%
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
37.38%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.045%
Best day
1.723%
Worst day
-1.054%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $45.24 | $45.24 | $45.02 | $45.02 | 23,800 |
| 17/07/2026 | $45.13 | $45.14 | $44.96 | $45.04 | 27,200 |
| 16/07/2026 | $45.38 | $45.38 | $45.15 | $45.22 | 6,500 |
| 15/07/2026 | $45.25 | $45.30 | $45.18 | $45.30 | 17,300 |
| 14/07/2026 | $45.25 | $45.26 | $45.17 | $45.22 | 10,000 |
| 13/07/2026 | $45.18 | $45.22 | $45.10 | $45.12 | 30,900 |
| 10/07/2026 | $45.21 | $45.25 | $45.15 | $45.25 | 20,100 |
| 09/07/2026 | $45.12 | $45.19 | $45.11 | $45.15 | 16,200 |
| 08/07/2026 | $44.93 | $45.04 | $44.90 | $45.03 | 7,800 |
| 07/07/2026 | $45.09 | $45.10 | $45.01 | $45.08 | 5,400 |