FT VEST NASDAQ-100 BUFFER ETF - JUNE
Symbol: QJUN
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 18/06/2021
Latest date: 15/10/2026
Current price: $33.97
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
2.58%
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
1.97%
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
3.32%
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
9.64%
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
25.24%
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
52.04%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.039%
Best day
2.275%
Worst day
-1.929%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $33.51 | $33.97 | $33.51 | $33.97 | 28,100 |
| 14/10/2026 | $34.26 | $34.26 | $33.94 | $33.98 | 15,300 |
| 13/10/2026 | $34.31 | $34.46 | $34.31 | $34.42 | 19,000 |
| 12/10/2026 | $34.50 | $34.57 | $34.47 | $34.50 | 4,300 |
| 09/10/2026 | $34.66 | $34.70 | $34.59 | $34.68 | 12,900 |
| 08/10/2026 | $34.78 | $34.79 | $34.48 | $34.53 | 29,500 |
| 07/10/2026 | $34.69 | $34.88 | $34.69 | $34.85 | 14,400 |
| 06/10/2026 | $34.98 | $34.99 | $34.88 | $34.90 | 6,800 |
| 05/10/2026 | $34.63 | $34.83 | $34.59 | $34.79 | 21,500 |
| 02/10/2026 | $34.62 | $34.71 | $34.50 | $34.55 | 25,400 |