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: 20/07/2026
Current price: $43.64
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
0.62%
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
2.92%
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
5.87%
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
11.13%
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
24.31%
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
41.30%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.043%
Best day
1.554%
Worst day
-1.132%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $43.79 | $43.81 | $43.60 | $43.64 | 148,400 |
| 17/07/2026 | $43.72 | $43.72 | $43.58 | $43.71 | 286,700 |
| 16/07/2026 | $43.68 | $43.70 | $43.60 | $43.65 | 38,100 |
| 15/07/2026 | $43.71 | $43.71 | $43.57 | $43.60 | 41,600 |
| 14/07/2026 | $43.69 | $43.69 | $43.58 | $43.63 | 25,800 |
| 13/07/2026 | $43.69 | $43.69 | $43.56 | $43.60 | 18,900 |
| 10/07/2026 | $43.68 | $43.68 | $43.54 | $43.63 | 15,500 |
| 09/07/2026 | $43.58 | $43.64 | $43.52 | $43.59 | 15,800 |
| 08/07/2026 | $43.51 | $43.60 | $43.51 | $43.56 | 6,000 |
| 07/07/2026 | $43.53 | $43.64 | $43.52 | $43.56 | 4,900 |