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: 20/07/2026
Current price: $41.11
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
-0.02%
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
1.39%
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
4.00%
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
8.59%
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
19.38%
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
35.12%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.033%
Best day
1.519%
Worst day
-0.846%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $41.30 | $41.30 | $41.10 | $41.11 | 19,500 |
| 17/07/2026 | $41.23 | $41.25 | $41.07 | $41.17 | 63,500 |
| 16/07/2026 | $41.56 | $41.56 | $41.30 | $41.38 | 16,300 |
| 15/07/2026 | $41.52 | $41.52 | $41.31 | $41.44 | 49,100 |
| 14/07/2026 | $41.26 | $41.40 | $41.26 | $41.40 | 32,200 |
| 13/07/2026 | $41.44 | $41.44 | $41.23 | $41.26 | 40,300 |
| 10/07/2026 | $41.37 | $41.46 | $41.27 | $41.45 | 30,300 |
| 09/07/2026 | $41.23 | $41.35 | $41.20 | $41.33 | 149,300 |
| 08/07/2026 | $41.15 | $41.21 | $40.99 | $41.21 | 871,500 |
| 07/07/2026 | $41.30 | $41.30 | $41.12 | $41.20 | 263,500 |