Summary
RSJN
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 12.80% Volatility 11.39% Sharpe 0.44
Official loaded data — not a live quote.

FT VEST U.S. EQUITY EQUAL WEIGHT BUFFER ETF - JUNE

Symbol: RSJN

Exchange: NYSE

Sector: Technology

Category: Defined Outcome

Inception date: 21/06/2024

Latest date: 20/07/2026

Current price: $37.23

Expense ratio: 0.85%

Assets under management
$22.3M
-0.08% 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

0.93%

Ann. -21.61% (Sharpe / Sortino numerator)

Volatility

10.01%

Sharpe ratio

-2.521

VaR 95%

-0.96%

CVaR 95%: -1.00%
Max drawdown: -3.82%
Sortino ratio: -4.114
Calmar ratio: -5.65

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

3.79%

Ann. 3.08% (Sharpe / Sortino numerator)

Volatility

7.98%

Sharpe ratio

-0.069

VaR 95%

-0.87%

CVaR 95%: -0.93%
Max drawdown: -4.07%
Sortino ratio: -0.100
Calmar ratio: 0.76

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

7.36%

Ann. 5.06% (Sharpe / Sortino numerator)

Volatility

7.68%

Sharpe ratio

0.186

VaR 95%

-0.80%

CVaR 95%: -0.98%
Max drawdown: -4.07%
Sortino ratio: 0.277
Calmar ratio: 1.24

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

12.80%

Ann. 8.63% (Sharpe / Sortino numerator)

Volatility

11.39%

Sharpe ratio

0.439

VaR 95%

-0.89%

CVaR 95%: -1.64%
Max drawdown: -5.61%
Sortino ratio: 0.548
Calmar ratio: 1.54

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

20.88%

Ann. 9.90% (Sharpe / Sortino numerator)

Volatility

10.36%

Sharpe ratio

0.609

VaR 95%

-0.87%

CVaR 95%: -1.45%
Max drawdown: -12.44%
Sortino ratio: 0.813
Calmar ratio: 0.80

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

0.049%

Best day

1.554%

08/04/2026
Worst day

-1.387%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $37.26 $37.29 $37.23 $37.23 3,200
17/07/2026 $37.48 $37.55 $37.30 $37.30 17,600
16/07/2026 $37.25 $37.48 $37.25 $37.48 35,000
15/07/2026 $37.34 $37.34 $37.25 $37.29 11,000
14/07/2026 $37.36 $37.40 $37.33 $37.33 1,504,600
13/07/2026 $37.44 $37.47 $37.39 $37.39 17,800
10/07/2026 $37.36 $37.41 $37.36 $37.41 100
09/07/2026 $37.30 $37.40 $37.30 $37.34 13,100
08/07/2026 $37.28 $37.28 $37.14 $37.18 34,600
07/07/2026 $37.65 $37.65 $37.50 $37.50 2,400