Summary
APRP
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 18.46% 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: 02/06/2026

Current price: $32.55

Expense ratio: 0.50%

Assets under management
$22.7M
0.05% 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

2.06%

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

8.44%

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

10.64%

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

18.46%

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

28.84%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.068%

Best day

1.565%

08/04/2026
Worst day

-0.838%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $32.54 $32.58 $32.54 $32.55 12,600
01/06/2026 $32.55 $32.55 $32.55 $32.55 1,000
29/05/2026 $32.42 $32.55 $32.42 $32.55 800
28/05/2026 $32.51 $32.51 $32.49 $32.49 300
27/05/2026 $32.41 $32.43 $32.41 $32.43 400
26/05/2026 $32.40 $32.43 $32.40 $32.41 5,900
22/05/2026 $32.37 $32.40 $32.20 $32.20 27,500
21/05/2026 $32.30 $32.35 $32.17 $32.17 5,400
20/05/2026 $32.21 $32.29 $32.21 $32.29 3,200
19/05/2026 $32.24 $32.24 $32.16 $32.16 400