PGIM S&P 500 BUFFER 12 ETF - FEBRUARY
Symbol: FEBP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/01/2024
Latest date: 03/06/2026
Current price: $34.02
Expense ratio: 0.50%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.45%
Ann. -23.47% (Sharpe / Sortino numerator)
Volatility
11.72%
Sharpe ratio
-2.312
VaR 95%
-1.06%
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
6.11%
Ann. -5.30% (Sharpe / Sortino numerator)
Volatility
9.25%
Sharpe ratio
-0.965
VaR 95%
-1.00%
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
7.87%
Ann. 3.19% (Sharpe / Sortino numerator)
Volatility
7.91%
Sharpe ratio
-0.055
VaR 95%
-0.90%
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
18.57%
Ann. 13.69% (Sharpe / Sortino numerator)
Volatility
11.56%
Sharpe ratio
0.870
VaR 95%
-0.95%
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
28.65%
Ann. 10.17% (Sharpe / Sortino numerator)
Volatility
9.36%
Sharpe ratio
0.698
VaR 95%
-0.89%
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.
Average daily return
0.069%
Best day
1.866%
Worst day
-1.389%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $34.03 | $34.03 | $34.02 | $34.02 | 800 |
| 02/06/2026 | $34.08 | $34.11 | $34.08 | $34.11 | 12,000 |
| 01/06/2026 | $34.04 | $34.10 | $34.04 | $34.08 | 2,300 |
| 29/05/2026 | $34.08 | $34.08 | $34.04 | $34.04 | 5,500 |
| 28/05/2026 | $33.99 | $34.01 | $33.99 | $34.01 | 1,800 |
| 27/05/2026 | $33.90 | $33.96 | $33.90 | $33.92 | 14,200 |
| 26/05/2026 | $33.89 | $33.91 | $33.89 | $33.91 | 3,900 |
| 22/05/2026 | $33.85 | $33.86 | $33.65 | $33.65 | 29,800 |
| 21/05/2026 | $33.69 | $33.78 | $33.61 | $33.61 | 3,300 |
| 20/05/2026 | $33.63 | $33.72 | $33.63 | $33.71 | 2,500 |