Summary
QCJA
Prices · period metrics · 12M
NAV as of 03/06/2026
30/05/2025 → 28/05/2026
Return 15.75% Volatility 5.81% Sharpe 2.24
Official loaded data — not a live quote.

FT VEST NASDAQ-100 CONSERVATIVE BUFFER ETF - JANUARY

Symbol: QCJA

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 16/01/2025

Latest date: 03/06/2026

Current price: $23.36

Expense ratio: 0.90%

Assets under management
$85.6M
0.04% 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

2.12%

Ann. 37.62% (Sharpe / Sortino numerator)

Volatility

3.17%

Sharpe ratio

10.723

VaR 95%

-0.17%

CVaR 95%: -0.23%
Max drawdown: -0.35%
Sortino ratio: 22.831
Calmar ratio: 108.96

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

6.42%

Ann. 26.03% (Sharpe / Sortino numerator)

Volatility

7.50%

Sharpe ratio

2.985

VaR 95%

-0.71%

CVaR 95%: -0.89%
Max drawdown: -3.73%
Sortino ratio: 4.584
Calmar ratio: 6.97

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

6.91%

Ann. 14.89% (Sharpe / Sortino numerator)

Volatility

6.60%

Sharpe ratio

1.707

VaR 95%

-0.71%

CVaR 95%: -0.86%
Max drawdown: -4.98%
Sortino ratio: 2.391
Calmar ratio: 2.99

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

15.75%

Ann. 16.64% (Sharpe / Sortino numerator)

Volatility

5.81%

Sharpe ratio

2.240

VaR 95%

-0.66%

CVaR 95%: -0.81%
Max drawdown: -4.98%
Sortino ratio: 3.084
Calmar ratio: 3.34

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

0.059%

Best day

1.412%

31/03/2026
Worst day

-1.026%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $23.35 $23.39 $23.34 $23.36 12,500
02/06/2026 $23.38 $23.39 $23.37 $23.38 10,900
01/06/2026 $23.38 $23.39 $23.38 $23.38 2,400
29/05/2026 $23.35 $23.37 $23.35 $23.36 11,500
28/05/2026 $23.31 $23.35 $23.30 $23.35 4,400
27/05/2026 $23.28 $23.30 $23.28 $23.30 1,200
26/05/2026 $23.29 $23.31 $23.29 $23.31 900
22/05/2026 $23.25 $23.27 $23.23 $23.23 5,900
21/05/2026 $23.18 $23.23 $23.16 $23.20 7,600
20/05/2026 $23.14 $23.18 $23.14 $23.18 3,800