First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Deep Buffer ETF - January

10-Year Study

DJAN.US · · US · ETF

Executive Summary: First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Deep Buffer ETF - January has compounded at 7.5% annually over the last 10 years, with a maximum drawdown of 8.7% and an annualized volatility of 6.3%.

1Y CAGR
+12.2%
3Y CAGR
+11.5%
5Y CAGR
+6.9%
10Y CAGR
+7.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
8.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.49
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.72
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +13.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -5.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.6-0.2-2.52.3————————0.2%
20250.9-0.7-3.0-0.03.13.11.41.21.81.00.71.311.1%
20240.42.31.5-1.52.81.70.71.30.80.21.70.513.0%
20231.6-1.22.20.90.63.41.20.1-2.2-1.46.51.713.8%
20221.3-1.21.4-3.90.2-4.23.9-1.7-3.12.21.1-1.4-5.7%
2021—1.02.31.30.50.70.30.7-0.71.3-0.20.68.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 6.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 81.0% of variance. Idiosyncratic stock-specific factors contribute 6.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-01-0110000
2021-02-0110095.55741827326
2021-03-0110325.129924559933
2021-04-0110461.257334450964
2021-05-0110511.316010058676
2021-06-0110590.108968985749
2021-07-0110619.279128248114
2021-08-0110689.01927912825
2021-09-0110617.93797150042
2021-10-0110759.43000838223
2021-11-0110739.647946353729
2021-12-0110803.017602682314
2022-01-0110940.48616932104
2022-02-0110804.694048616931
2022-03-0110952.891869237217
2022-04-0110528.080469404862
2022-05-0110551.550712489521
2022-06-0110113.327745180219
2022-07-0110507.292539815591
2022-08-0110326.90695725063
2022-09-0110001.676445934618
2022-10-0110222.296730930428
2022-11-0110333.612740989105
2022-12-0110184.409052808047
2023-01-0110345.347862531433
2023-02-0110219.61441743504
2023-03-0110440.905280804694
2023-04-0110539.480301760268
2023-05-0110605.196982397318
2023-06-0110960.603520536462
2023-07-0111096.395641240571
2023-08-0111105.113160100587
2023-09-0110863.369656328583
2023-10-0110708.130762782901
2023-11-0111401.508801341159
2023-12-0111590.94719195306
2024-01-0111634.534786253145
2024-02-0111906.119027661358
2024-03-0112080.469404861693
2024-04-0111904.107292539817
2024-05-0112238.055322715842
2024-06-0112451.634534786253
2024-07-0112537.468566638725
2024-08-0112704.107292539817
2024-09-0112799.664710813075
2024-10-0112821.45850796312
2024-11-0113042.749371332773
2024-12-0113103.101424979044
2025-01-0113217.09974853311
2025-02-0113129.924559932942
2025-03-0112730.930427493715
2025-04-0112727.577535624478
2025-05-0113119.865884325232
2025-06-0113524.224643755239
2025-07-0113719.362950544844
2025-08-0113886.672254819783
2025-09-0114130.762782900252
2025-10-0114266.890192791285
2025-11-0114372.841575859178
2025-12-0114556.580050293378
2026-01-0114648.7845766974
2026-02-0114618.608549874269
2026-03-0114259.849119865887
2026-04-0114582.06202849958
Annual Return Matrix
YearAnnual Return
2022-0.05726256983240219
20230.1381069958847736
20240.1304599363610066
20250.11092630501535305
20260.0017505470459517891
Total Factor Risk
0.06294402641505518
VTI.US Exposure
0.8099619000438728
VEA.US Exposure
-0.00471618734538843
VWO.US Exposure
0.05451028280711622
QQQ.US Exposure
0.03510579040830096
VTV.US Exposure
0.14918080776729029
IJR.US Exposure
-0.16029755803847656
QUAL.US Exposure
-0.14216190657010122
SHV.US Exposure
0.04743282710009635
TLT.US Exposure
0.020844047815560977
LQD.US Exposure
-0.06182183166696096
HYG.US Exposure
0.2059990864115846
GLD.US Exposure
0.007823178426635208
USO.US Exposure
-0.00025171037981799155
VNQ.US Exposure
-0.053848172668831205
BTC-USD.CC Exposure
-0.00966177436214762
CPER.US Exposure
-0.0013417010888497414
VIX.INDX Exposure
0.042016259383580105
UUP.US Exposure
-0.010700513565862917
TIP.US Exposure
0.00450591789391006
Idiosyncratic Exposure
0.06742125762848898
Value Score
41.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →20.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$405.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.49
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Deep Buffer ETF - January a high-risk investment?

First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Deep Buffer ETF - January (DJAN.US) has an annualized volatility of 6.3% and experienced a maximum drawdown of 8.7% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of DJAN.US?

Over the past 10 years, DJAN.US has generated a Compound Annual Growth Rate (CAGR) of 7.5%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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