FT VEST U.S. EQUITY MAX BUFFER ETF - JULY
Symbol: JULM
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: N/A
Latest date: 20/07/2026
Current price: $34.65
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
0.25%
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
1.49%
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
3.11%
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
6.09%
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
14.17%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.024%
Best day
0.699%
Worst day
-0.391%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $34.70 | $34.70 | $34.65 | $34.65 | 17,400 |
| 17/07/2026 | $34.70 | $34.74 | $34.65 | $34.73 | 81,300 |
| 16/07/2026 | $34.73 | $34.73 | $34.69 | $34.69 | 700 |
| 15/07/2026 | $34.68 | $34.72 | $34.63 | $34.68 | 4,000 |
| 14/07/2026 | $34.67 | $34.67 | $34.67 | $34.67 | 600 |
| 13/07/2026 | $34.67 | $34.67 | $34.67 | $34.67 | 100 |
| 10/07/2026 | $34.70 | $34.70 | $34.67 | $34.67 | 400 |
| 09/07/2026 | $34.66 | $34.66 | $34.66 | $34.66 | 100 |
| 08/07/2026 | $34.66 | $34.66 | $34.66 | $34.66 | 200 |
| 07/07/2026 | $34.65 | $34.65 | $34.61 | $34.65 | 700 |