PGIM S&P 500 BUFFER 12 ETF - FEBRUARY
Symbol: FEBP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/01/2024
Latest date: 15/10/2026
Current price: $35.22
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
1.64%
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
2.69%
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
7.49%
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
14.00%
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
26.50%
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.
Period total return
39.65%
Ann. 13.31% (Sharpe / Sortino numerator)
Volatility
10.34%
Sharpe ratio
0.937
VaR 95%
-0.81%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.054%
Best day
5.958%
Worst day
-5.097%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $35.15 | $35.23 | $35.15 | $35.22 | 1,400 |
| 14/10/2026 | $35.27 | $35.27 | $35.13 | $35.15 | 8,400 |
| 13/10/2026 | $35.33 | $35.33 | $35.33 | $35.33 | 700 |
| 12/10/2026 | $35.31 | $35.32 | $35.30 | $35.32 | 400 |
| 09/10/2026 | $35.29 | $35.33 | $35.29 | $35.33 | 11,500 |
| 08/10/2026 | $35.16 | $35.19 | $35.14 | $35.15 | 21,200 |
| 07/10/2026 | $35.17 | $35.26 | $35.17 | $35.26 | 7,000 |
| 06/10/2026 | $35.29 | $35.30 | $35.22 | $35.22 | 14,300 |
| 05/10/2026 | $35.21 | $35.21 | $35.18 | $35.18 | 1,000 |
| 02/10/2026 | $35.09 | $35.09 | $35.08 | $35.08 | 2,200 |