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FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

First Trust

Inception Date

Jun 19, 2020

Leveraged

1x

Index Tracked

Cboe S&P 500 Buffer Protect Index June

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

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:
FJUN vs. BUFR FJUN vs. SPY FJUN vs. JEPI
Popular comparisons:
FJUN vs. BUFR FJUN vs. SPY FJUN vs. JEPI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FT Cboe Vest U.S. Equity Buffer ETF - June, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.50%
13.49%
FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June)
Benchmark (^GSPC)

Returns By Period

FT Cboe Vest U.S. Equity Buffer ETF - June had a return of 17.72% year-to-date (YTD) and 22.26% in the last 12 months.


FJUN

YTD

17.72%

1M

2.43%

6M

8.50%

1Y

22.26%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

26.24%

1M

3.68%

6M

13.49%

1Y

32.33%

5Y (annualized)

13.85%

10Y (annualized)

11.31%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.04%3.47%1.86%-1.53%3.54%0.96%0.91%1.88%1.53%-0.71%17.72%
20234.80%-1.64%2.86%1.38%0.39%6.37%2.20%-0.92%-3.38%-1.28%6.52%3.57%22.30%
2022-1.68%-1.45%2.78%-5.56%-0.26%-1.27%5.53%-2.26%-6.20%5.60%4.02%-3.42%-4.95%
2021-0.97%1.67%1.93%0.77%0.31%2.13%0.98%1.48%-2.07%3.32%-0.81%2.31%11.47%
20200.13%3.14%3.47%-1.64%-1.64%6.46%1.46%11.67%

Expense Ratio

FJUN features an expense ratio of 0.85%, falling within the medium range.


Expense ratio chart for FJUN: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of FJUN is 86, placing it in the top 14% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of FJUN is 8686
Overall Rank
The Sharpe Ratio Rank of FJUN is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FJUN is 8383
Sortino Ratio Rank
The Omega Ratio Rank of FJUN is 8888
Omega Ratio Rank
The Calmar Ratio Rank of FJUN is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FJUN is 9090
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 Buffer ETF - June (FJUN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FJUN, currently valued at 2.82, compared to the broader market-2.000.002.004.002.822.64
The chart of Sortino ratio for FJUN, currently valued at 3.80, compared to the broader market-2.000.002.004.006.008.0010.0012.003.803.51
The chart of Omega ratio for FJUN, currently valued at 1.57, compared to the broader market0.501.001.502.002.503.001.571.49
The chart of Calmar ratio for FJUN, currently valued at 3.92, compared to the broader market0.005.0010.0015.003.923.81
The chart of Martin ratio for FJUN, currently valued at 21.05, compared to the broader market0.0020.0040.0060.0080.00100.0021.0516.91
FJUN
^GSPC

The current FT Cboe Vest U.S. Equity Buffer ETF - June Sharpe ratio is 2.82. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of FT Cboe Vest U.S. Equity Buffer ETF - June with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.82
2.64
FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June)
Benchmark (^GSPC)

Dividends

Dividend History


FT Cboe Vest U.S. Equity Buffer ETF - June 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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FT Cboe Vest U.S. Equity Buffer ETF - June. 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 Buffer ETF - June was 10.89%, occurring on Sep 30, 2022. Recovery took 85 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.89%Mar 30, 2022128Sep 30, 202285Feb 2, 2023213
-7.03%Jul 31, 202364Oct 27, 202316Nov 20, 202380
-5.87%Jan 5, 202243Mar 8, 202215Mar 29, 202258
-5.71%Feb 3, 202326Mar 13, 202322Apr 13, 202348
-5.68%Jul 17, 202414Aug 5, 202412Aug 21, 202426

Volatility

Volatility Chart

The current FT Cboe Vest U.S. Equity Buffer ETF - June volatility is 2.43%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.43%
3.99%
FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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