Summary
FEBP
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 18.57% Volatility 11.56% Sharpe 0.87
Official loaded data — not a live quote.

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%

Assets under management
$20.6M
-0.02% 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

2.45%

Ann. -23.47% (Sharpe / Sortino numerator)

Volatility

11.72%

Sharpe ratio

-2.312

VaR 95%

-1.06%

CVaR 95%: -1.09%
Max drawdown: -4.83%
Sortino ratio: -4.563
Calmar ratio: -4.86

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%

CVaR 95%: -1.13%
Max drawdown: -5.47%
Sortino ratio: -1.439
Calmar ratio: -0.97

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%

CVaR 95%: -1.12%
Max drawdown: -5.47%
Sortino ratio: -0.075
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

18.57%

Ann. 13.69% (Sharpe / Sortino numerator)

Volatility

11.56%

Sharpe ratio

0.870

VaR 95%

-0.95%

CVaR 95%: -1.66%
Max drawdown: -5.47%
Sortino ratio: 1.032
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

28.65%

Ann. 10.17% (Sharpe / Sortino numerator)

Volatility

9.36%

Sharpe ratio

0.698

VaR 95%

-0.89%

CVaR 95%: -1.38%
Max drawdown: -12.11%
Sortino ratio: 0.798
Calmar ratio: 0.84

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

0.069%

Best day

1.866%

31/03/2026
Worst day

-1.389%

10/10/2025
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