Summary
DECP
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 20.04% Volatility 12.03% Sharpe 0.91
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 12 ETF - DECEMBER

Symbol: DECP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 23/05/2024

Latest date: 03/06/2026

Current price: $32.46

Expense ratio: 0.50%

Assets under management
$29.4M
-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

2.58%

Ann. -24.70% (Sharpe / Sortino numerator)

Volatility

11.73%

Sharpe ratio

-2.415

VaR 95%

-1.07%

CVaR 95%: -1.10%
Max drawdown: -4.82%
Sortino ratio: -4.782
Calmar ratio: -5.13

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

6.49%

Ann. -7.85% (Sharpe / Sortino numerator)

Volatility

9.78%

Sharpe ratio

-1.174

VaR 95%

-1.09%

CVaR 95%: -1.27%
Max drawdown: -5.43%
Sortino ratio: -1.684
Calmar ratio: -1.45

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

7.07%

Ann. 3.14% (Sharpe / Sortino numerator)

Volatility

9.51%

Sharpe ratio

-0.051

VaR 95%

-1.09%

CVaR 95%: -1.33%
Max drawdown: -5.43%
Sortino ratio: -0.072
Calmar ratio: 0.58

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

20.04%

Ann. 14.60% (Sharpe / Sortino numerator)

Volatility

12.03%

Sharpe ratio

0.912

VaR 95%

-1.09%

CVaR 95%: -1.74%
Max drawdown: -5.43%
Sortino ratio: 1.123
Calmar ratio: 2.69

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

27.75%

Ann. 13.06% (Sharpe / Sortino numerator)

Volatility

10.31%

Sharpe ratio

0.919

VaR 95%

-1.00%

CVaR 95%: -1.51%
Max drawdown: -12.12%
Sortino ratio: 1.137
Calmar ratio: 1.08

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

0.074%

Best day

1.782%

31/03/2026
Worst day

-1.749%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $32.48 $32.50 $32.46 $32.46 2,700
02/06/2026 $32.53 $32.56 $32.53 $32.56 11,900
01/06/2026 $32.48 $32.57 $32.48 $32.54 600
29/05/2026 $32.52 $32.52 $32.49 $32.51 1,700
28/05/2026 $32.41 $32.49 $32.41 $32.46 1,000
27/05/2026 $32.32 $32.37 $32.32 $32.37 2,600
26/05/2026 $32.33 $32.36 $32.33 $32.36 8,400
22/05/2026 $32.29 $32.29 $32.11 $32.11 25,300
21/05/2026 $32.16 $32.24 $32.16 $32.18 5,600
20/05/2026 $32.07 $32.17 $32.07 $32.17 3,100