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

10-Year Study

FJUN.US · · US · ETF

Executive Summary: FT Cboe Vest U.S. Equity Buffer ETF - June has compounded at 11.8% annually over the last 10 years, with a maximum drawdown of 10.4% and an annualized volatility of 7.9%.

1Y CAGR
+13.9%
3Y CAGR
+15.0%
5Y CAGR
+10.8%
10Y CAGR
+11.8%

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 →
10.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.83
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.47
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
9.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +22.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -4.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.80.3-2.03.7————————2.7%
20252.0-0.6-4.2-0.64.93.21.21.41.60.60.50.811.1%
20241.03.51.9-1.53.51.00.91.91.5-0.73.9-1.416.4%
20234.8-1.62.91.40.46.42.2-0.9-3.4-1.36.53.622.3%
2022-1.7-1.52.8-5.6-0.3-1.35.5-2.3-6.25.64.0-3.4-4.9%
2021-1.01.71.90.80.32.11.01.5-2.13.3-0.82.311.5%
2020——————3.13.5-1.6-1.66.51.511.5%

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 92.5% of variance. Idiosyncratic stock-specific factors contribute 5.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-06-0110000
2020-07-0110313.911620294599
2020-08-0110672.01309328969
2020-09-0110496.563011456628
2020-10-0110324.386252045828
2020-11-0110991.489361702126
2020-12-0111152.209492635024
2021-01-0111043.535188216038
2021-02-0111228.150572831424
2021-03-0111445.17184942717
2021-04-0111533.55155482815
2021-05-0111569.558101472994
2021-06-0111816.039279869066
2021-07-0111931.26022913257
2021-08-0112108.019639934533
2021-09-0111857.283142389522
2021-10-0112250.40916530278
2021-11-0112151.554828150573
2021-12-0112431.751227495908
2022-01-0112223.404255319148
2022-02-0112045.82651391162
2022-03-0112381.014729950899
2022-04-0111692.635024549918
2022-05-0111662.193126022912
2022-06-0111513.911620294597
2022-07-0112150.572831423893
2022-08-0111875.613747954174
2022-09-0111139.116202945992
2022-10-0111762.684124386253
2022-11-0112235.679214402619
2022-12-0111816.693944353518
2023-01-0112383.30605564648
2023-02-0112180.687397708676
2023-03-0112528.96890343699
2023-04-0112702.454991816692
2023-05-0112751.882160392797
2023-06-0113564.648117839606
2023-07-0113862.52045826514
2023-08-0113734.860883797053
2023-09-0113270.049099836335
2023-10-0113099.836333878888
2023-11-0113954.173486088379
2023-12-0114451.718494271687
2024-01-0114602.29132569558
2024-02-0115109.656301145662
2024-03-0115391.162029459902
2024-04-0115156.137479541734
2024-05-0115692.307692307691
2024-06-0115842.880523731586
2024-07-0115986.906710310966
2024-08-0116288.052373158755
2024-09-0116536.82487725041
2024-10-0116418.9852700491
2024-11-0117056.9558101473
2024-12-0116818.33060556465
2025-01-0117160.065466448443
2025-02-0117050.73649754501
2025-03-0116330.605564648118
2025-04-0116238.952536824878
2025-05-0117027.823240589198
2025-06-0117567.921440261867
2025-07-0117780.687397708676
2025-08-0118028.477905073647
2025-09-0118314.238952536827
2025-10-0118431.09656301146
2025-11-0118530.932896890343
2025-12-0118677.57774140753
2026-01-0118818.33060556465
2026-02-0118865.46644844517
2026-03-0118495.253682487724
2026-04-0119184.942716857608
Annual Return Matrix
YearAnnual Return
20210.1147343704138537
2022-0.0494747097079965
20230.2229916897506925
20240.1637599093997737
20250.11054885169326578
20260.027164388363126513
Total Factor Risk
0.07879275297306007
VTI.US Exposure
0.9249097668461614
VEA.US Exposure
-0.038996537081821186
VWO.US Exposure
0.036078817050019786
QQQ.US Exposure
0.06382110881201615
VTV.US Exposure
0.12738598248669739
IJR.US Exposure
-0.11995923138915247
QUAL.US Exposure
-0.07671746259420018
SHV.US Exposure
0.025371017929720546
TLT.US Exposure
0.03571899297037853
LQD.US Exposure
-0.04414857183414553
HYG.US Exposure
-0.005831814538399605
GLD.US Exposure
-0.0033907122486031404
USO.US Exposure
0.0022776450452276606
VNQ.US Exposure
-0.020029040642728865
BTC-USD.CC Exposure
-0.015096242429239513
CPER.US Exposure
-0.01788520478115478
VIX.INDX Exposure
0.047581872390950526
UUP.US Exposure
0.014184814642075246
TIP.US Exposure
0.005946857361949879
Idiosyncratic Exposure
0.05877794200424826
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 →
+2.3%
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 →
+4.3%
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 →
0.69
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is FT Cboe Vest U.S. Equity Buffer ETF - June a high-risk investment?

FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN.US) has an annualized volatility of 7.9% and experienced a maximum drawdown of 10.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FJUN.US has generated a Compound Annual Growth Rate (CAGR) of 11.8%. It has had a positive return in 83% 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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