FT Cboe Vest Nasdaq-100 Buffer ETF - June

Ticker

QJUN

ISIN

US33740F557

Price

USD 28.55

Change Today

+0.06 / 0.193 %

Price 1 year ago

23.54 / 21.283 %

Morningstar

-

52 Week Low

23.67

52 Week High

28.61

200 Day Moving Average 26.41

26.41

50-day Moving Average

27.63


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 0.32
Sortino Ratio -0.22
Maximum Drawdown -1.99%
Maximum Drawdown Date 2024-01-05
Calmar Ratio -5.61

1 year

Parameter Value
Treynor Ratio -
Return 0.27
Volatility 2.735%
Alpha -1.75
Beta --
R Squared +92.18

History

Parameter Value
Average Annual Return 11.275%
Average Annual Volatility 14.517%
Sharpe Ratio 0.78
Sortino Ratio 0.82
Maximum Drawdown -20.0%
Maximum Drawdown Date 2022-10-14
Calmar Ratio -0.60

Company information

Summary

The investment seeks to provide investors with returns that match the price return of the Invesco QQQ TrustSM, Series 1 (the "underlying ETF"). Under normal market conditions, the fund will invest substantially all of its assets in FLexible EXchange® Options (“FLEX Options”) that reference the price performance of the Invesco QQQ TrustSM, Series 1 (the “underlying ETF”). FLEX Options are customized equity or index option contracts that trade on an exchange, but provide investors with the ability to customize key contract terms like exercise prices, styles and expiration dates. The fund is non-diversified.

Market

US

Category

Options Trading

Expense Ratio

0.90%

Fund family

First Trust

Morningstar
-
Yield
-
Exchange
BTS
Sector Weight
Technology 48.53%
Communication services 17.00%
Consumer cyclical 15.22%
Healthcare 6.44%
Consumer defensive 6.02%
Industrials 4.27%
Utilities 0.89%
Financial services 0.85%
Realestate 0.00%
Basic materials 0.00%
Energy 0.00%
Country Ratio
United States 97.93
Netherlands 0.76
Brazil 0.51
China 0.45
United Kingdom 0.35
Argentina 0.00
Australia 0.00
Austria 0.00
Belgium 0.00
Canada 0.00

Holdings

Symbol Name Allocation
Option on Invesco QQQ Trust Jun22 4.21%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
DNOV FT Cboe Vest U.S. Equity Deep Buffer ETF - November US33740F839 BTS 0.85% 3 -1.03 --
FAUG FT Cboe Vest U.S. Equity Buffer ETF - August US33740F862 BTS 0.85% 3 +0.28 --
FNOV FT Cboe Vest U.S. Equity Buffer ETF - November US33740F847 BTS 0.85% 3 +4.24 --
KNG FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF US33739Q705 BTS 0.75% 3 +6.30 --
PUTW WisdomTree CBOE S&P 500 PutWrite Strategy Fund US97717X560 PCX 0.44% 3 -2.04

Sustainability scores

Events

Indicators

Glossary
Momentum
A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
Inertia
In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
Relative Strength Index (RSI)
A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
Fibonacci's Weighted Moving Average
A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
Williams %R
A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
Relative Volatility Index (RVI)
A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
Commodity Channel Index (CCI)
A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.