FT VEST U.S. EQUITY MODERATE BUFFER ETF - JULY
Symbol: GJUL
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 21/07/2023
Latest date: 15/10/2026
Current price: $44.85
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
1.31%
Ann. -15.16% (Sharpe / Sortino numerator)
Volatility
9.52%
Sharpe ratio
-1.974
VaR 95%
-0.88%
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
2.88%
Ann. -3.28% (Sharpe / Sortino numerator)
Volatility
7.09%
Sharpe ratio
-0.974
VaR 95%
-0.82%
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
6.18%
Ann. 2.20% (Sharpe / Sortino numerator)
Volatility
6.25%
Sharpe ratio
-0.229
VaR 95%
-0.74%
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
10.75%
Ann. 13.34% (Sharpe / Sortino numerator)
Volatility
9.96%
Sharpe ratio
0.976
VaR 95%
-0.82%
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
23.92%
Ann. 10.29% (Sharpe / Sortino numerator)
Volatility
8.58%
Sharpe ratio
0.777
VaR 95%
-0.81%
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
48.13%
Ann. 12.52% (Sharpe / Sortino numerator)
Volatility
8.12%
Sharpe ratio
1.099
VaR 95%
-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.
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
1.554%
Worst day
-0.953%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $44.70 | $44.85 | $44.70 | $44.85 | 8,100 |
| 14/10/2026 | $45.05 | $45.05 | $44.71 | $44.76 | 7,000 |
| 13/10/2026 | $44.86 | $45.01 | $44.86 | $44.99 | 6,700 |
| 12/10/2026 | $45.14 | $45.14 | $44.95 | $44.99 | 4,900 |
| 09/10/2026 | $45.08 | $45.08 | $44.91 | $45.02 | 5,700 |
| 08/10/2026 | $45.02 | $45.02 | $44.81 | $44.91 | 3,400 |
| 07/10/2026 | $44.82 | $44.95 | $44.82 | $44.95 | 2,500 |
| 06/10/2026 | $45.00 | $45.04 | $44.96 | $45.00 | 9,300 |
| 05/10/2026 | $44.76 | $44.91 | $44.71 | $44.81 | 8,400 |
| 02/10/2026 | $44.75 | $44.77 | $44.64 | $44.76 | 21,300 |