Summary
BUFP
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 17.24% Volatility 11.07% Sharpe 0.88
Official loaded data — not a live quote.

PGIM LADDERED S&P 500 BUFFER 12 ETF

Symbol: BUFP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 11/06/2024

Latest date: 03/06/2026

Current price: $32.00

Expense ratio: 0.50%

Assets under management
$164.9M
-0.12% 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

2.04%

Ann. -17.53% (Sharpe / Sortino numerator)

Volatility

11.46%

Sharpe ratio

-1.847

VaR 95%

-1.04%

CVaR 95%: -1.08%
Max drawdown: -3.92%
Sortino ratio: -3.529
Calmar ratio: -4.47

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

5.75%

Ann. -3.33% (Sharpe / Sortino numerator)

Volatility

8.20%

Sharpe ratio

-0.849

VaR 95%

-0.90%

CVaR 95%: -1.01%
Max drawdown: -4.41%
Sortino ratio: -1.278
Calmar ratio: -0.76

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

6.99%

Ann. 3.12% (Sharpe / Sortino numerator)

Volatility

7.12%

Sharpe ratio

-0.071

VaR 95%

-0.82%

CVaR 95%: -0.99%
Max drawdown: -4.41%
Sortino ratio: -0.101
Calmar ratio: 0.71

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

17.24%

Ann. 13.35% (Sharpe / Sortino numerator)

Volatility

11.07%

Sharpe ratio

0.878

VaR 95%

-0.88%

CVaR 95%: -1.56%
Max drawdown: -5.33%
Sortino ratio: 1.046
Calmar ratio: 2.50

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

27.57%

Ann. 13.10% (Sharpe / Sortino numerator)

Volatility

9.76%

Sharpe ratio

0.975

VaR 95%

-0.89%

CVaR 95%: -1.40%
Max drawdown: -11.98%
Sortino ratio: 1.181
Calmar ratio: 1.09

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.064%

Best day

1.955%

31/03/2026
Worst day

-1.185%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $32.04 $32.10 $31.95 $32.00 40,800
02/06/2026 $32.06 $32.08 $32.03 $32.07 86,900
01/06/2026 $32.04 $32.09 $31.92 $32.06 48,100
29/05/2026 $31.53 $32.04 $31.53 $32.04 23,800
28/05/2026 $31.73 $32.12 $31.73 $31.99 13,300
27/05/2026 $32.00 $32.00 $31.84 $31.93 78,600
26/05/2026 $32.51 $32.51 $31.84 $31.91 37,100
22/05/2026 $31.80 $31.90 $31.80 $31.85 193,600
21/05/2026 $31.63 $31.82 $31.63 $31.82 26,200
20/05/2026 $31.65 $31.78 $31.65 $31.78 65,500