Summary
DECP
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 17.03% 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: 16/07/2026

Current price: $32.69

Expense ratio: 0.50%

Assets under management
$34.8M
-0.26% 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

0.54%

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

4.70%

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

6.30%

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

17.03%

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

26.37%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.065%

Best day

5.231%

29/06/2026
Worst day

-4.377%

26/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $32.78 $32.78 $32.68 $32.69 7,900
15/07/2026 $32.77 $32.79 $32.72 $32.78 1,300
14/07/2026 $32.73 $32.75 $32.70 $32.72 4,400
13/07/2026 $32.71 $32.71 $32.63 $32.64 5,100
10/07/2026 $32.70 $32.76 $32.67 $32.72 4,000
09/07/2026 $32.67 $32.67 $32.67 $32.67 100
08/07/2026 $32.40 $32.54 $32.40 $32.54 3,400
07/07/2026 $32.54 $32.58 $32.54 $32.58 100
06/07/2026 $32.62 $32.65 $32.60 $32.63 1,300
02/07/2026 $32.57 $32.57 $32.38 $32.49 10,700