FT VEST NASDAQ-100 BUFFER ETF - JUNE
Symbol: QJUN
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 18/06/2021
Latest date: 20/07/2026
Current price: $32.61
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
-3.22%
Ann. -13.54% (Sharpe / Sortino numerator)
Volatility
13.90%
Sharpe ratio
-1.235
VaR 95%
-1.26%
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
-1.23%
Ann. -2.57% (Sharpe / Sortino numerator)
Volatility
10.10%
Sharpe ratio
-0.614
VaR 95%
-0.92%
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
2.82%
Ann. 2.39% (Sharpe / Sortino numerator)
Volatility
9.09%
Sharpe ratio
-0.137
VaR 95%
-0.92%
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
8.64%
Ann. 18.09% (Sharpe / Sortino numerator)
Volatility
13.95%
Sharpe ratio
1.036
VaR 95%
-1.11%
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
22.47%
Ann. 11.53% (Sharpe / Sortino numerator)
Volatility
13.29%
Sharpe ratio
0.594
VaR 95%
-1.29%
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
45.21%
Ann. 15.72% (Sharpe / Sortino numerator)
Volatility
12.38%
Sharpe ratio
0.977
VaR 95%
-1.23%
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.
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
0.035%
Best day
2.275%
Worst day
-1.929%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $32.83 | $32.91 | $32.61 | $32.61 | 36,700 |
| 17/07/2026 | $32.51 | $32.79 | $32.35 | $32.61 | 127,300 |
| 16/07/2026 | $33.17 | $33.17 | $32.87 | $32.98 | 63,700 |
| 15/07/2026 | $33.43 | $33.46 | $33.09 | $33.31 | 33,100 |
| 14/07/2026 | $33.28 | $33.42 | $33.20 | $33.37 | 42,900 |
| 13/07/2026 | $33.36 | $33.36 | $33.05 | $33.12 | 74,700 |
| 10/07/2026 | $33.40 | $33.57 | $33.33 | $33.54 | 46,400 |
| 09/07/2026 | $33.23 | $33.47 | $33.23 | $33.44 | 199,000 |
| 08/07/2026 | $32.92 | $33.05 | $32.73 | $33.05 | 65,200 |
| 07/07/2026 | $33.18 | $33.18 | $32.88 | $33.00 | 275,000 |