FT Vest U.S. Equity Max Buffer ETF - July
Symbol: JULM
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 24/07/2024
Latest date: 03/06/2026
Current price: $34.50
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
0.80%
Ann. -6.35% (Sharpe / Sortino numerator)
Volatility
3.93%
Sharpe ratio
-2.539
VaR 95%
-0.35%
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
2.18%
Ann. 0.07% (Sharpe / Sortino numerator)
Volatility
2.99%
Sharpe ratio
-1.189
VaR 95%
-0.30%
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
3.17%
Ann. 2.36% (Sharpe / Sortino numerator)
Volatility
2.50%
Sharpe ratio
-0.509
VaR 95%
-0.27%
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
7.28%
Ann. 7.05% (Sharpe / Sortino numerator)
Volatility
4.31%
Sharpe ratio
0.792
VaR 95%
-0.28%
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
13.67%
Ann. 7.16% (Sharpe / Sortino numerator)
Volatility
3.89%
Sharpe ratio
0.917
VaR 95%
-0.30%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.028%
Best day
0.699%
Worst day
-0.391%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $34.50 | $34.50 | $34.50 | $34.50 | 0 |
| 02/06/2026 | $34.50 | $34.50 | $34.50 | $34.50 | 100 |
| 01/06/2026 | $34.49 | $34.52 | $34.45 | $34.49 | 1,100 |
| 29/05/2026 | $34.48 | $34.48 | $34.48 | $34.48 | 100 |
| 28/05/2026 | $34.47 | $34.47 | $34.47 | $34.47 | 0 |
| 27/05/2026 | $34.45 | $34.45 | $34.45 | $34.45 | 0 |
| 26/05/2026 | $34.44 | $34.44 | $34.44 | $34.44 | 100 |
| 22/05/2026 | $34.44 | $34.44 | $34.42 | $34.42 | 200 |
| 21/05/2026 | $34.40 | $34.40 | $34.40 | $34.40 | 0 |
| 20/05/2026 | $34.35 | $34.38 | $34.35 | $34.38 | 2,100 |