FT VEST U.S. EQUITY MODERATE BUFFER ETF - JUNE
Symbol: GJUN
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 16/06/2023
Latest date: 15/10/2026
Current price: $42.22
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
1.30%
Ann. -8.52% (Sharpe / Sortino numerator)
Volatility
8.63%
Sharpe ratio
-1.408
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
1.88%
Ann. -0.29% (Sharpe / Sortino numerator)
Volatility
5.98%
Sharpe ratio
-0.655
VaR 95%
-0.61%
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
4.38%
Ann. 3.54% (Sharpe / Sortino numerator)
Volatility
5.16%
Sharpe ratio
-0.017
VaR 95%
-0.53%
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
8.73%
Ann. 11.73% (Sharpe / Sortino numerator)
Volatility
9.84%
Sharpe ratio
0.822
VaR 95%
-0.65%
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
18.66%
Ann. 9.06% (Sharpe / Sortino numerator)
Volatility
8.63%
Sharpe ratio
0.629
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
40.69%
Ann. 11.56% (Sharpe / Sortino numerator)
Volatility
8.02%
Sharpe ratio
0.993
VaR 95%
-0.75%
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
0.034%
Best day
1.519%
Worst day
-0.834%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $42.13 | $42.27 | $42.10 | $42.22 | 28,200 |
| 14/10/2026 | $42.27 | $42.27 | $42.08 | $42.14 | 10,300 |
| 13/10/2026 | $42.41 | $42.41 | $42.37 | $42.40 | 7,300 |
| 12/10/2026 | $42.36 | $42.41 | $42.36 | $42.40 | 260,700 |
| 09/10/2026 | $42.44 | $42.44 | $42.33 | $42.43 | 13,300 |
| 08/10/2026 | $42.38 | $42.38 | $42.23 | $42.25 | 2,300 |
| 07/10/2026 | $42.27 | $42.38 | $42.27 | $42.37 | 15,600 |
| 06/10/2026 | $42.48 | $42.48 | $42.36 | $42.37 | 9,000 |
| 05/10/2026 | $42.16 | $42.27 | $42.16 | $42.24 | 25,500 |
| 02/10/2026 | $42.17 | $42.17 | $42.03 | $42.15 | 7,100 |