Summary
UXJA
Prices · period metrics · 12M
NAV as of 15/10/2026
30/05/2025 → 28/05/2026
Return 17.00% Volatility 13.60% Sharpe 2.05
Official loaded data — not a live quote.

FT VEST U.S. EQUITY UNCAPPED ACCELERATOR ETF - JANUARY

Symbol: UXJA

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 16/01/2025

Latest date: 15/10/2026

Current price: $39.20

Expense ratio: 0.85%

Assets under management
$11.6M
0.40% 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

2.30%

Ann. 113.08% (Sharpe / Sortino numerator)

Volatility

12.35%

Sharpe ratio

8.866

VaR 95%

-0.82%

CVaR 95%: -1.12%
Max drawdown: -2.40%
Sortino ratio: 15.835
Calmar ratio: 47.07

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

2.13%

Ann. 53.41% (Sharpe / Sortino numerator)

Volatility

15.88%

Sharpe ratio

3.135

VaR 95%

-1.57%

CVaR 95%: -1.68%
Max drawdown: -8.24%
Sortino ratio: 5.550
Calmar ratio: 6.48

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

10.89%

Ann. 25.16% (Sharpe / Sortino numerator)

Volatility

14.34%

Sharpe ratio

1.502

VaR 95%

-1.54%

CVaR 95%: -1.76%
Max drawdown: -9.83%
Sortino ratio: 2.411
Calmar ratio: 2.56

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

17.00%

Ann. 31.50% (Sharpe / Sortino numerator)

Volatility

13.60%

Sharpe ratio

2.049

VaR 95%

-1.42%

CVaR 95%: -1.85%
Max drawdown: -9.83%
Sortino ratio: 2.990
Calmar ratio: 3.20

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

29.73%

Ann. 17.50% (Sharpe / Sortino numerator)

Volatility

18.03%

Sharpe ratio

0.768

VaR 95%

-1.69%

CVaR 95%: -2.53%
Max drawdown: -20.01%
Sortino ratio: 1.021
Calmar ratio: 0.87

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.067%

Best day

2.87%

31/03/2026
Worst day

-2.746%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $39.05 $39.20 $39.05 $39.20 300
14/10/2026 $39.18 $39.18 $38.98 $39.03 500
13/10/2026 $39.61 $39.61 $39.59 $39.59 800
12/10/2026 $39.55 $39.59 $39.55 $39.59 2,700
09/10/2026 $39.62 $39.62 $39.62 $39.62 100
08/10/2026 $39.43 $39.43 $39.33 $39.33 700
07/10/2026 $39.52 $39.56 $39.52 $39.56 2,200
06/10/2026 $39.66 $39.67 $39.66 $39.67 900
05/10/2026 $39.42 $39.43 $39.39 $39.39 800
02/10/2026 $39.13 $39.13 $39.08 $39.10 1,800