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: 15/10/2026
Current price: $35.07
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
0.59%
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
1.12%
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
2.90%
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
5.64%
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
12.66%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.022%
Best day
0.699%
Worst day
-0.391%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $35.09 | $35.09 | $35.03 | $35.07 | 1,100 |
| 14/10/2026 | $35.05 | $35.08 | $35.05 | $35.06 | 500 |
| 13/10/2026 | $35.09 | $35.13 | $35.09 | $35.13 | 200 |
| 12/10/2026 | $35.09 | $35.13 | $35.09 | $35.13 | 600 |
| 09/10/2026 | $35.08 | $35.12 | $35.08 | $35.12 | 100 |
| 08/10/2026 | $35.06 | $35.10 | $35.06 | $35.09 | 600 |
| 07/10/2026 | $35.04 | $35.10 | $35.04 | $35.10 | 100 |
| 06/10/2026 | $35.06 | $35.11 | $35.06 | $35.11 | 600 |
| 05/10/2026 | $35.05 | $35.06 | $35.02 | $35.06 | 400 |
| 02/10/2026 | $35.01 | $35.02 | $35.01 | $35.02 | 300 |