Summary
QCJL
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 11.08% Volatility 10.34% Sharpe 1.09
Official loaded data — not a live quote.

FT VEST NASDAQ-100 CONSERVATIVE BUFFER ETF - JULY

Symbol: QCJL

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 19/07/2024

Latest date: 20/07/2026

Current price: $25.17

Expense ratio: 0.90%

Assets under management
$65.2M
-0.47% 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

0.64%

Ann. -11.22% (Sharpe / Sortino numerator)

Volatility

9.99%

Sharpe ratio

-1.486

VaR 95%

-0.90%

CVaR 95%: -0.93%
Max drawdown: -3.47%
Sortino ratio: -3.541
Calmar ratio: -3.23

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. -2.65% (Sharpe / Sortino numerator)

Volatility

7.58%

Sharpe ratio

-0.829

VaR 95%

-0.77%

CVaR 95%: -0.88%
Max drawdown: -4.00%
Sortino ratio: -1.577
Calmar ratio: -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

6.39%

Ann. 1.80% (Sharpe / Sortino numerator)

Volatility

6.79%

Sharpe ratio

-0.270

VaR 95%

-0.70%

CVaR 95%: -0.90%
Max drawdown: -4.00%
Sortino ratio: -0.422
Calmar ratio: 0.45

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

11.08%

Ann. 14.88% (Sharpe / Sortino numerator)

Volatility

10.34%

Sharpe ratio

1.089

VaR 95%

-0.77%

CVaR 95%: -1.38%
Max drawdown: -4.01%
Sortino ratio: 1.391
Calmar ratio: 3.71

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

24.91%

Ann. 12.16% (Sharpe / Sortino numerator)

Volatility

9.75%

Sharpe ratio

0.879

VaR 95%

-0.93%

CVaR 95%: -1.41%
Max drawdown: -11.17%
Sortino ratio: 1.129
Calmar ratio: 1.09

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.043%

Best day

1.607%

31/03/2026
Worst day

-1.181%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $25.29 $25.29 $25.16 $25.17 181,400
17/07/2026 $25.15 $25.25 $25.12 $25.25 121,700
16/07/2026 $25.08 $25.14 $25.08 $25.14 15,200
15/07/2026 $25.19 $25.19 $25.10 $25.11 17,200
14/07/2026 $25.70 $25.70 $25.10 $25.11 6,500
13/07/2026 $25.44 $25.44 $25.09 $25.12 35,800
10/07/2026 $25.11 $25.12 $25.10 $25.11 7,500
09/07/2026 $25.11 $25.12 $25.09 $25.09 17,000
08/07/2026 $25.09 $25.09 $25.07 $25.08 4,900
07/07/2026 $25.07 $25.09 $25.07 $25.09 3,800