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

10-Year Study

GJUN.US · · US · ETF

Executive Summary: First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - June has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 4.3% and an annualized volatility of 9.8%.

1Y CAGR
+11.8%
3Y CAGR
+11.0%
5Y CAGR
+11.0%
10Y CAGR
+11.0%

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 →
4.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.87
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +13.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 2.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.60.1-1.22.7————————2.2%
20251.6-0.4-3.5-0.34.22.90.91.21.30.40.60.810.0%
20241.02.61.2-0.62.20.70.81.81.2-0.43.0-0.913.2%
2023——————1.6-0.7-2.5-1.25.72.75.6%

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 9.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 49.4% of variance. Idiosyncratic stock-specific factors contribute 0.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-06-0110000
2023-07-0110159.362549800797
2023-08-0110092.961487383798
2023-09-019837.317397078352
2023-10-019717.795484727754
2023-11-0110275.564409030545
2023-12-0110555.11288180611
2024-01-0110664.010624169987
2024-02-0110939.575033200532
2024-03-0111075.697211155377
2024-04-0111004.316069057106
2024-05-0111246.347941567064
2024-06-0111324.701195219122
2024-07-0111416.002656042496
2024-08-0111620.185922974766
2024-09-0111759.628154050466
2024-10-0111709.827357237717
2024-11-0112059.09694555113
2024-12-0111952.191235059761
2025-01-0112138.114209827358
2025-02-0112094.953519256309
2025-03-0111676.626826029216
2025-04-0111639.110225763614
2025-05-0112128.154050464807
2025-06-0112483.39973439575
2025-07-0112596.945551128818
2025-08-0112749.003984063746
2025-09-0112908.366533864542
2025-10-0112964.80743691899
2025-11-0113039.8406374502
2025-12-0113147.410358565736
2026-01-0113230.411686586986
2026-02-0113240.371845949534
2026-03-0113087.649402390438
2026-04-0113439.57503320053
Annual Return Matrix
YearAnnual Return
20240.13236034222445903
20250.10000000000000009
20260.022222222222222143
Total Factor Risk
0.09823279571811667
VTI.US Exposure
0.38088878942663834
VEA.US Exposure
0.04449794987899816
VWO.US Exposure
-0.0252901097528905
QQQ.US Exposure
0.04116931883409634
VTV.US Exposure
0.03234213982421494
IJR.US Exposure
-0.05464819691359425
QUAL.US Exposure
-0.02516112722558642
SHV.US Exposure
0.4935787043925323
TLT.US Exposure
0.00045741568801567435
LQD.US Exposure
-0.015853575024102968
HYG.US Exposure
0.14913919904597295
GLD.US Exposure
-0.001053011122540871
USO.US Exposure
-0.000850884366893227
VNQ.US Exposure
-0.030553390932460848
BTC-USD.CC Exposure
-0.003708384551643848
CPER.US Exposure
-0.0017608093275815098
VIX.INDX Exposure
0.0038333060138933213
UUP.US Exposure
-0.0033554818221296825
TIP.US Exposure
0.006861626939991422
Idiosyncratic Exposure
0.009466520995070627
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
9.8%

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 →
+1.9%
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 →
+3.6%
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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - June (GJUN.US) has an annualized volatility of 9.8% and experienced a maximum drawdown of 4.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GJUN.US has generated a Compound Annual Growth Rate (CAGR) of 11.0%. It has had a positive return in 100% 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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