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FT Cboe Vest U.S. Equity Deep Buffer ETF - January...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

FT Vest

Inception Date

Jan 14, 2021

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Alternatives

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

DJAN has an expense ratio of 0.85%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
DJAN vs. NJAN DJAN vs. SPD
Popular comparisons:

Performance

Performance Chart


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Returns By Period


DJAN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

5.53%

6M

-5.60%

1Y

8.37%

5Y*

14.61%

10Y*

10.35%

*Annualized

Monthly Returns

The table below presents the monthly returns of DJAN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.05%0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DJAN is 73, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DJAN is 7373
Overall Rank
The Sharpe Ratio Rank of DJAN is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of DJAN is 7171
Sortino Ratio Rank
The Omega Ratio Rank of DJAN is 7979
Omega Ratio Rank
The Calmar Ratio Rank of DJAN is 7373
Calmar Ratio Rank
The Martin Ratio Rank of DJAN is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - January (DJAN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


There isn't enough data available to calculate the Sharpe ratio for FT Cboe Vest U.S. Equity Deep Buffer ETF - January. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend History


FT Cboe Vest U.S. Equity Deep Buffer ETF - January doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the FT Cboe Vest U.S. Equity Deep Buffer ETF - January. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FT Cboe Vest U.S. Equity Deep Buffer ETF - January was 0.37%, occurring on May 6, 2025. Recovery took 2 trading sessions.

The current FT Cboe Vest U.S. Equity Deep Buffer ETF - January drawdown is 0.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.37%May 6, 20251May 6, 20252May 8, 20253
-0.08%May 9, 20251May 9, 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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