Summary
JUNM
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 7.37% Volatility 4.96% Sharpe 1.03
Official loaded data — not a live quote.

FT Vest U.S. Equity Max Buffer ETF - June

Symbol: JUNM

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 21/06/2024

Latest date: 03/06/2026

Current price: $35.00

Expense ratio: 0.85%

Assets under management
$63.6M
0.37% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.42%

Ann. -3.04% (Sharpe / Sortino numerator)

Volatility

3.57%

Sharpe ratio

-1.867

VaR 95%

-0.29%

CVaR 95%: -0.32%
Max drawdown: -0.96%
Sortino ratio: -3.839
Calmar ratio: -3.17

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

1.77%

Ann. 1.37% (Sharpe / Sortino numerator)

Volatility

2.49%

Sharpe ratio

-0.906

VaR 95%

-0.25%

CVaR 95%: -0.29%
Max drawdown: -1.10%
Sortino ratio: -1.566
Calmar ratio: 1.25

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

2.74%

Ann. 3.15% (Sharpe / Sortino numerator)

Volatility

2.07%

Sharpe ratio

-0.231

VaR 95%

-0.19%

CVaR 95%: -0.26%
Max drawdown: -1.10%
Sortino ratio: -0.371
Calmar ratio: 2.87

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

7.37%

Ann. 8.72% (Sharpe / Sortino numerator)

Volatility

4.96%

Sharpe ratio

1.027

VaR 95%

-0.27%

CVaR 95%: -0.68%
Max drawdown: -1.96%
Sortino ratio: 1.165
Calmar ratio: 4.44

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

14.68%

Ann. 7.44% (Sharpe / Sortino numerator)

Volatility

4.47%

Sharpe ratio

0.861

VaR 95%

-0.34%

CVaR 95%: -0.64%
Max drawdown: -5.42%
Sortino ratio: 1.033
Calmar ratio: 1.37

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.028%

Best day

0.605%

06/06/2025
Worst day

-0.441%

13/06/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $34.87 $35.00 $34.87 $35.00 1,000
02/06/2026 $34.88 $35.01 $34.88 $35.01 1,300
01/06/2026 $35.00 $35.04 $34.96 $35.00 4,300
29/05/2026 $34.97 $34.97 $34.97 $34.97 8,900
28/05/2026 $34.97 $34.99 $34.96 $34.99 1,600
27/05/2026 $34.94 $34.97 $34.94 $34.97 100
26/05/2026 $34.93 $34.98 $34.93 $34.98 2,200
22/05/2026 $34.93 $34.96 $34.93 $34.96 1,600
21/05/2026 $34.93 $34.95 $34.92 $34.95 18,700
20/05/2026 $34.92 $34.93 $34.91 $34.93 1,800