Summary
XJAN
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 9.57% Volatility 9.71% Sharpe 0.55
Official loaded data — not a live quote.

FT VEST U.S. EQUITY ENHANCE & MODERATE BUFFER ETF - JANUARY

Symbol: XJAN

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 19/01/2024

Latest date: 15/10/2026

Current price: $39.46

Expense ratio: 0.85%

Assets under management
$70.7M
-0.03% 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

1.01%

Ann. -15.94% (Sharpe / Sortino numerator)

Volatility

10.13%

Sharpe ratio

-1.932

VaR 95%

-0.94%

CVaR 95%: -0.95%
Max drawdown: -3.66%
Sortino ratio: -4.198
Calmar ratio: -4.36

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

2.15%

Ann. -5.78% (Sharpe / Sortino numerator)

Volatility

7.36%

Sharpe ratio

-1.278

VaR 95%

-0.80%

CVaR 95%: -0.89%
Max drawdown: -4.05%
Sortino ratio: -1.979
Calmar ratio: -1.43

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

5.56%

Ann. 1.31% (Sharpe / Sortino numerator)

Volatility

5.58%

Sharpe ratio

-0.416

VaR 95%

-0.66%

CVaR 95%: -0.82%
Max drawdown: -4.05%
Sortino ratio: -0.531
Calmar ratio: 0.32

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

9.57%

Ann. 8.97% (Sharpe / Sortino numerator)

Volatility

9.71%

Sharpe ratio

0.550

VaR 95%

-0.70%

CVaR 95%: -1.43%
Max drawdown: -4.91%
Sortino ratio: 0.589
Calmar ratio: 1.83

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

18.64%

Ann. 7.10% (Sharpe / Sortino numerator)

Volatility

7.64%

Sharpe ratio

0.454

VaR 95%

-0.59%

CVaR 95%: -1.14%
Max drawdown: -10.04%
Sortino ratio: 0.467
Calmar ratio: 0.71

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

27.58%

Ann. 9.38% (Sharpe / Sortino numerator)

Volatility

7.27%

Sharpe ratio

0.797

VaR 95%

-0.56%

CVaR 95%: -1.05%
Max drawdown: -10.04%
Sortino ratio: 0.838
Calmar ratio: 0.93

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

0.037%

Best day

1.643%

31/03/2026
Worst day

-0.954%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $39.47 $39.50 $39.43 $39.46 4,400
14/10/2026 $39.64 $39.64 $39.39 $39.43 3,200
13/10/2026 $39.55 $39.55 $39.49 $39.52 1,900
12/10/2026 $39.55 $39.56 $39.46 $39.51 3,200
09/10/2026 $39.44 $39.55 $39.44 $39.50 6,200
08/10/2026 $39.44 $39.47 $39.42 $39.45 5,600
07/10/2026 $39.48 $39.51 $39.40 $39.48 5,900
06/10/2026 $39.48 $39.52 $39.48 $39.48 900
05/10/2026 $39.44 $39.44 $39.41 $39.44 3,500
02/10/2026 $39.32 $39.40 $39.32 $39.38 2,000