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

10-Year Study

FJAN.US · · US · ETF

Executive Summary: First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Buffer ETF - January has compounded at 11.6% annually over the last 10 years, with a maximum drawdown of 12.5% and an annualized volatility of 7.9%.

1Y CAGR
+16.6%
3Y CAGR
+14.7%
5Y CAGR
+10.5%
10Y CAGR
+11.6%

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 →
12.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.81
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
9.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +21.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -4.0%
% 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.
20261.0-0.4-3.15.1————————2.4%
20250.9-0.6-3.6-0.74.53.31.71.72.11.00.91.312.7%
20240.83.01.5-1.63.21.80.71.60.70.12.00.515.2%
20235.5-1.42.41.30.54.71.6-0.2-3.1-1.97.73.321.7%
20222.0-1.82.2-5.80.7-5.56.0-2.3-5.65.53.3-1.7-4.0%
2021—1.73.72.50.71.30.61.2-1.12.3-0.31.314.6%

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 7.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 77.9% of variance. Idiosyncratic stock-specific factors contribute 6.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-01-0110000
2021-02-0110171.828239012744
2021-03-0110546.756784020981
2021-04-0110811.728706412454
2021-05-0110888.059450553146
2021-06-0111027.943105013617
2021-07-0111097.548673459094
2021-08-0111228.353340731028
2021-09-0111101.583778876224
2021-10-0111352.096573522982
2021-11-0111315.1081071993
2021-12-0111463.061972494033
2022-01-0111688.355358283736
2022-02-0111474.99915935304
2022-03-0111732.069000302632
2022-04-0111049.463667238306
2022-05-0111123.440599885673
2022-06-0110511.449611621105
2022-07-0111139.581021554188
2022-08-0110878.307945795083
2022-09-0110267.661992669558
2022-10-0110836.948115269512
2022-11-0111194.05494468543
2022-12-0111009.112613067016
2023-01-0111614.378425636369
2023-02-0111448.266585964557
2023-03-0111727.025118531223
2023-04-0111880.022865597364
2023-05-0111940.549446854298
2023-06-0112505.464205252361
2023-07-0112702.511853122163
2023-08-0112671.239786139413
2023-09-0112273.445643767442
2023-10-0112043.44463499109
2023-11-0112968.492551867916
2023-12-0113393.187397020747
2024-01-0113504.152795991793
2024-02-0113911.025925552303
2024-03-0114116.143784256363
2024-04-0113890.85039846666
2024-05-0114341.437170046067
2024-06-0114595.312552540436
2024-07-0114704.59665758768
2024-08-0114933.252631224988
2024-09-0115037.492854500822
2024-10-0115059.349675510271
2024-11-0115361.982581794951
2024-12-0115434.278220518509
2025-01-0115568.78173442281
2025-02-0115467.904098994584
2025-03-0114913.077104139345
2025-04-0114815.562056558729
2025-05-0115481.354450385017
2025-06-0115989.105215373751
2025-07-0116255.422172904266
2025-08-0116523.756683143347
2025-09-0116865.05934967551
2025-10-0117031.50744813208
2025-11-0117179.125054642052
2025-12-0117401.39211136891
2026-01-0117571.20279767309
2026-02-0117500.252194088567
2026-03-0116950.805339789502
2026-04-0117818.353004472243
Annual Return Matrix
YearAnnual Return
2022-0.039601056028160775
20230.2165546731826511
20240.15239769018327887
20250.12745098039215685
20260.02396135265700483
Total Factor Risk
0.07930907475159775
VTI.US Exposure
0.7791872538588995
VEA.US Exposure
-0.015807369434539406
VWO.US Exposure
0.043390497178240665
QQQ.US Exposure
-0.05563686683483213
VTV.US Exposure
0.024277649395482867
IJR.US Exposure
-0.11023950276107602
QUAL.US Exposure
0.032370540407062436
SHV.US Exposure
0.06589955616236923
TLT.US Exposure
0.03506388748516181
LQD.US Exposure
-0.05021413576628112
HYG.US Exposure
0.15556740019215845
GLD.US Exposure
-0.005752874991361421
USO.US Exposure
0.004614601754211277
VNQ.US Exposure
-0.005660761760969988
BTC-USD.CC Exposure
-0.0031887105145481077
CPER.US Exposure
0.030129426528480708
VIX.INDX Exposure
0.014320094718265093
UUP.US Exposure
-0.007865032180792023
TIP.US Exposure
0.0006942562058787189
Idiosyncratic Exposure
0.06885009035818936
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
7.9%

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 →
+2.9%
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 →
+5.0%
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 →
0.0% 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 →
0.62
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Buffer ETF - January (FJAN.US) has an annualized volatility of 7.9% and experienced a maximum drawdown of 12.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FJAN.US has generated a Compound Annual Growth Rate (CAGR) of 11.6%. 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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