PGIM S&P 500 BUFFER 12 ETF - FEBRUARY
Symbol: FEBP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/01/2024
Latest date: 20/07/2026
Current price: $34.05
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
0.26%
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
3.26%
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
6.97%
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
14.44%
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
25.50%
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
35.02%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.056%
Best day
5.958%
Worst day
-5.097%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $34.11 | $34.15 | $34.05 | $34.05 | 500 |
| 17/07/2026 | $33.93 | $34.07 | $33.93 | $33.99 | 12,000 |
| 16/07/2026 | $34.21 | $34.22 | $34.21 | $34.22 | 7,200 |
| 15/07/2026 | $34.30 | $34.30 | $34.30 | $34.30 | 100 |
| 14/07/2026 | $34.19 | $34.24 | $34.19 | $34.24 | 1,600 |
| 13/07/2026 | $34.26 | $34.26 | $34.14 | $34.15 | 5,800 |
| 10/07/2026 | $34.23 | $34.25 | $34.23 | $34.24 | 3,300 |
| 09/07/2026 | $34.20 | $34.20 | $34.20 | $34.20 | 100 |
| 08/07/2026 | $34.08 | $34.08 | $34.08 | $34.08 | 100 |
| 07/07/2026 | $34.08 | $34.10 | $34.08 | $34.10 | 100 |