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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.01%
Ann. -15.94% (Sharpe / Sortino numerator)
Volatility
10.13%
Sharpe ratio
-1.932
VaR 95%
-0.94%
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%
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%
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%
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%
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%
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
0.037%
Best day
1.643%
Worst day
-0.954%
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 |