PortfoliosLab logo
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


Loading data...

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


Loading data...

S&P 500

Returns By Period

FT Cboe Vest U.S. Equity Deep Buffer ETF - January (DJAN) returned 0.13% year-to-date (YTD) and 7.56% over the past 12 months.


DJAN

YTD

0.13%

1M

3.08%

6M

0.59%

1Y

7.56%

3Y*

7.53%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

5.49%

6M

-2.00%

1Y

12.02%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*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
20250.87%-0.66%-3.04%-0.03%3.08%0.13%
20240.38%2.33%1.46%-1.46%2.81%1.75%0.69%1.33%0.75%0.17%1.73%0.46%13.05%
20231.58%-1.22%2.17%0.94%0.62%3.35%1.24%0.08%-2.18%-1.43%6.48%1.66%13.81%
20221.27%-1.24%1.37%-3.88%0.22%-4.15%3.90%-1.72%-3.15%2.21%1.09%-1.44%-5.73%
2021-1.22%0.96%2.27%1.32%0.48%0.75%0.28%0.66%-0.66%1.33%-0.18%0.59%6.72%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DJAN is 72, 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 7272
Overall Rank
The Sharpe Ratio Rank of DJAN is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of DJAN is 6969
Sortino Ratio Rank
The Omega Ratio Rank of DJAN is 7777
Omega Ratio Rank
The Calmar Ratio Rank of DJAN is 7070
Calmar Ratio Rank
The Martin Ratio Rank of DJAN is 6868
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

FT Cboe Vest U.S. Equity Deep Buffer ETF - January Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.91
  • All Time: 0.86

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of FT Cboe Vest U.S. Equity Deep Buffer ETF - January compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.


Loading data...

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 9.57%, occurring on Jun 16, 2022. Recovery took 270 trading sessions.

The current FT Cboe Vest U.S. Equity Deep Buffer ETF - January drawdown is 1.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.57%Mar 30, 202255Jun 16, 2022270Jul 17, 2023325
-9.33%Feb 20, 202534Apr 8, 2025
-5.29%Sep 15, 202331Oct 27, 202310Nov 10, 202341
-3.84%Feb 3, 202227Mar 14, 202211Mar 29, 202238
-3.3%Jul 17, 202414Aug 5, 20249Aug 16, 202423
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...