Summary
AUGP
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 19.14% Volatility 11.32% Sharpe 0.88
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 12 ETF - AUGUST

Symbol: AUGP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 09/05/2024

Latest date: 02/06/2026

Current price: $32.91

Expense ratio: 0.50%

Assets under management
$19.0M
0.08% 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. -20.67% (Sharpe / Sortino numerator)

Volatility

11.73%

Sharpe ratio

-2.071

VaR 95%

-1.08%

CVaR 95%: -1.11%
Max drawdown: -4.51%
Sortino ratio: -4.188
Calmar ratio: -4.58

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

4.91%

Ann. -5.62% (Sharpe / Sortino numerator)

Volatility

9.01%

Sharpe ratio

-1.026

VaR 95%

-1.09%

CVaR 95%: -1.16%
Max drawdown: -4.93%
Sortino ratio: -1.533
Calmar ratio: -1.14

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

6.65%

Ann. 1.45% (Sharpe / Sortino numerator)

Volatility

7.83%

Sharpe ratio

-0.278

VaR 95%

-0.88%

CVaR 95%: -1.14%
Max drawdown: -4.93%
Sortino ratio: -0.379
Calmar ratio: 0.29

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

19.14%

Ann. 13.63% (Sharpe / Sortino numerator)

Volatility

11.32%

Sharpe ratio

0.883

VaR 95%

-0.89%

CVaR 95%: -1.73%
Max drawdown: -4.93%
Sortino ratio: 0.939
Calmar ratio: 2.76

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

30.55%

Ann. 14.06% (Sharpe / Sortino numerator)

Volatility

9.85%

Sharpe ratio

1.063

VaR 95%

-0.88%

CVaR 95%: -1.50%
Max drawdown: -11.07%
Sortino ratio: 1.039
Calmar ratio: 1.27

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

0.071%

Best day

2.05%

31/03/2026
Worst day

-1.469%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $32.88 $32.92 $32.88 $32.91 13,000
01/06/2026 $32.91 $32.91 $32.90 $32.90 3,000
29/05/2026 $32.88 $32.88 $32.88 $32.88 700
28/05/2026 $32.88 $32.88 $32.88 $32.88 800
27/05/2026 $32.77 $32.79 $32.77 $32.79 200
26/05/2026 $32.75 $32.78 $32.75 $32.77 5,500
22/05/2026 $32.75 $32.75 $32.55 $32.55 26,300
21/05/2026 $32.66 $32.66 $32.51 $32.51 3,500
20/05/2026 $32.59 $32.64 $32.59 $32.63 3,100
19/05/2026 $32.59 $32.59 $32.54 $32.54 1,300