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

10-Year Study

GJAN.US · · US · ETF

Executive Summary: First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - January has compounded at -8.3% annually over the last 10 years, with a maximum drawdown of 99.9% and an annualized volatility of 695.2%.

1Y CAGR
+13.2%
3Y CAGR
+11.8%
5Y CAGR
+25.9%
10Y CAGR
-8.3%

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 →
99.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
51479135.82
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
12757015057.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16524.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +44390.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -96.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.5-0.2-2.44.0————————1.8%
20251.0-0.6-2.9-0.23.42.71.41.31.50.80.81.110.7%
20240.52.41.2-1.22.61.40.71.20.70.11.70.312.1%
202339329.7-0.92.30.80.73.51.20.0-2.1-1.56.42.044390.3%
2022-39.9-19.5-26.8-21.2100.2-40.3-15.6—-22.5-65.7—-59.1-96.9%
2021—-35.1-12.0-38.5—-19.3-35.60.96.9-49.0-9.8-44.8-95.0%
2020——-11.4—25.848.4-40.8-0.9-7.8—-26.91.9-33.3%

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 695.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 82.1% of variance. Idiosyncratic stock-specific factors contribute 8.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-11-0110000
2020-03-018860.759519138877
2020-05-0111147.679694180373
2020-06-0116540.085508777225
2020-07-019789.029726874905
2020-08-019704.641617624868
2020-09-018945.147628388913
2020-11-016540.08450279161
2020-12-016666.667169659474
2021-02-014324.8946230068905
2021-03-013808.0169508576028
2021-04-012342.1943061214224
2021-06-011890.2955082742317
2021-07-011217.2996831145315
2021-08-011227.8481967707862
2021-09-011312.2363060208238
2021-10-01668.8819098636889
2021-11-01603.4810245963482
2021-12-01333.3333647703838
2022-01-01200.4219480911423
2022-02-01161.39240983853932
2022-03-01118.14346926713948
2022-04-0193.14346140787687
2022-05-01186.49789686132488
2022-06-01111.28692281575373
2022-07-0193.88186270811327
2022-09-0172.784811817816
2022-10-0124.994726434786983
2022-12-0110.218882428575021
2023-01-014029.2723464614455
2023-02-013992.3525134550573
2023-03-014083.5972435994163
2023-04-014117.8799456767765
2023-05-014145.569820431568
2023-06-014289.689025702933
2023-07-014342.036074644133
2023-08-014342.036074644133
2023-09-014250.923201046225
2023-10-014189.082480760525
2023-11-014458.069835521353
2023-12-014546.41372164378
2024-01-014567.510769076002
2024-02-014675.633137166139
2024-03-014731.01288667572
2024-04-014676.055078114783
2024-05-014798.259725365928
2024-06-014864.583568230974
2024-07-014897.283991750917
2024-08-014955.3008721895285
2024-09-014990.6384266384985
2024-10-014994.725979578493
2024-11-015079.11416930738
2024-12-015096.255520346059
2025-01-015145.042442533072
2025-02-015113.396871384739
2025-03-014967.036104823701
2025-04-014959.124712036618
2025-05-015129.219656958905
2025-06-015270.174305115437
2025-07-015344.145827674664
2025-08-015414.029797293899
2025-09-015494.330434082793
2025-10-015537.974950958201
2025-11-015580.169045822645
2025-12-015642.141622654796
2026-01-015672.468628338615
2026-02-015661.9201046225035
2026-03-015526.107861777576
2026-04-015746.308294351391
Annual Return Matrix
YearAnnual Return
2020-0.33333328303405263
2021-0.9499999990568886
2022-0.9693433556055384
2023443.9032223847356
20240.12093967517401394
20250.10711513583441135
20260.018462257536807636
Total Factor Risk
6.951743587858763
VTI.US Exposure
0.00006480595537487551
VEA.US Exposure
0.004414403634285937
VWO.US Exposure
0.00417574205249363
QQQ.US Exposure
0.02787477942111207
VTV.US Exposure
0.003551375120491024
IJR.US Exposure
0.002853038895704854
QUAL.US Exposure
-0.001452976174926695
SHV.US Exposure
0.8206360746906487
TLT.US Exposure
0.004236390679759069
LQD.US Exposure
0.026298206975229516
HYG.US Exposure
0.013308205698100147
GLD.US Exposure
0.0023005152802930864
USO.US Exposure
-0.00017344012671101177
VNQ.US Exposure
0.003242938561530199
BTC-USD.CC Exposure
0.00014299542267255137
CPER.US Exposure
-0.0003728674639615659
VIX.INDX Exposure
0.00002814947967928555
UUP.US Exposure
-0.00012051614505169205
TIP.US Exposure
0.0031911100735669525
Idiosyncratic Exposure
0.08580106796970922
Value Score
50
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
695.2%

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 →N/A
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$0
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 →
+4.4%
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 →
+5.5%
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 →
0.48
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - January (GJAN.US) has an annualized volatility of 695.2% and experienced a maximum drawdown of 99.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GJAN.US has generated a Compound Annual Growth Rate (CAGR) of -8.3%. It has had a positive return in 57% 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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