Summary
APRP
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 15.78% Volatility 9.92% Sharpe 1.02
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 12 ETF - APRIL

Symbol: APRP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/03/2024

Latest date: 16/07/2026

Current price: $32.69

Expense ratio: 0.50%

Assets under management
$27.0M
0.01% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.45%

Ann. 18.38% (Sharpe / Sortino numerator)

Volatility

6.78%

Sharpe ratio

2.176

VaR 95%

-0.49%

CVaR 95%: -0.54%
Max drawdown: -0.98%
Sortino ratio: 4.674
Calmar ratio: 18.76

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.43%

Ann. 10.47% (Sharpe / Sortino numerator)

Volatility

4.91%

Sharpe ratio

1.393

VaR 95%

-0.42%

CVaR 95%: -0.58%
Max drawdown: -0.98%
Sortino ratio: 2.105
Calmar ratio: 10.69

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.56%

Ann. 10.12% (Sharpe / Sortino numerator)

Volatility

4.29%

Sharpe ratio

1.513

VaR 95%

-0.40%

CVaR 95%: -0.57%
Max drawdown: -1.09%
Sortino ratio: 2.083
Calmar ratio: 9.30

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

15.78%

Ann. 13.73% (Sharpe / Sortino numerator)

Volatility

9.92%

Sharpe ratio

1.018

VaR 95%

-0.48%

CVaR 95%: -1.39%
Max drawdown: -5.54%
Sortino ratio: 1.062
Calmar ratio: 2.48

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

23.64%

Ann. 10.77% (Sharpe / Sortino numerator)

Volatility

9.73%

Sharpe ratio

0.734

VaR 95%

-0.85%

CVaR 95%: -1.53%
Max drawdown: -13.66%
Sortino ratio: 0.825
Calmar ratio: 0.79

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.06%

Best day

6.205%

29/06/2026
Worst day

-5.323%

26/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $32.69 $32.69 $32.69 $32.69 7,300
15/07/2026 $32.70 $32.76 $32.70 $32.74 2,200
14/07/2026 $32.71 $32.71 $32.69 $32.69 2,200
13/07/2026 $32.62 $32.64 $32.62 $32.63 2,800
10/07/2026 $32.72 $32.74 $32.70 $32.70 3,900
09/07/2026 $32.63 $32.67 $32.63 $32.66 3,600
08/07/2026 $32.51 $32.57 $32.51 $32.57 3,600
07/07/2026 $32.59 $32.59 $32.59 $32.59 200
06/07/2026 $32.62 $32.66 $32.62 $32.63 1,600
02/07/2026 $32.51 $32.54 $32.51 $32.54 6,300