FT VEST NASDAQ-100 CONSERVATIVE BUFFER ETF - JANUARY
Symbol: QCJA
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 16/01/2025
Latest date: 15/10/2026
Current price: $23.99
Expense ratio: 0.90%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.49%
Ann. 37.62% (Sharpe / Sortino numerator)
Volatility
3.17%
Sharpe ratio
10.723
VaR 95%
-0.17%
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
2.65%
Ann. 26.03% (Sharpe / Sortino numerator)
Volatility
7.50%
Sharpe ratio
2.985
VaR 95%
-0.71%
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
6.78%
Ann. 14.89% (Sharpe / Sortino numerator)
Volatility
6.60%
Sharpe ratio
1.707
VaR 95%
-0.71%
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
11.93%
Ann. 16.64% (Sharpe / Sortino numerator)
Volatility
5.81%
Sharpe ratio
2.240
VaR 95%
-0.66%
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
20.42%
Ann. 11.44% (Sharpe / Sortino numerator)
Volatility
9.02%
Sharpe ratio
0.862
VaR 95%
-0.79%
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
0.046%
Best day
1.412%
Worst day
-1.126%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $23.95 | $23.99 | $23.95 | $23.99 | 130,100 |
| 14/10/2026 | $24.05 | $24.05 | $23.97 | $23.98 | 8,100 |
| 13/10/2026 | $24.06 | $24.09 | $24.06 | $24.06 | 2,500 |
| 12/10/2026 | $23.96 | $24.10 | $23.96 | $24.08 | 5,800 |
| 09/10/2026 | $24.08 | $24.11 | $24.08 | $24.09 | 4,600 |
| 08/10/2026 | $24.08 | $24.08 | $24.03 | $24.03 | 3,100 |
| 07/10/2026 | $24.04 | $24.08 | $24.04 | $24.08 | 2,300 |
| 06/10/2026 | $24.04 | $24.12 | $24.04 | $24.08 | 621,400 |
| 05/10/2026 | $24.03 | $24.06 | $24.03 | $24.06 | 1,800 |
| 02/10/2026 | $24.04 | $24.04 | $24.01 | $24.02 | 3,600 |