Summary
JANP
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 17.69% Volatility 11.52% Sharpe 0.83
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 12 ETF - JANUARY

Symbol: JANP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/12/2023

Latest date: 03/06/2026

Current price: $34.68

Expense ratio: 0.50%

Assets under management
$42.1M
-0.13% 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

2.35%

Ann. -21.21% (Sharpe / Sortino numerator)

Volatility

11.70%

Sharpe ratio

-2.124

VaR 95%

-1.05%

CVaR 95%: -1.08%
Max drawdown: -4.58%
Sortino ratio: -3.924
Calmar ratio: -4.63

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

6.18%

Ann. -6.86% (Sharpe / Sortino numerator)

Volatility

9.52%

Sharpe ratio

-1.102

VaR 95%

-1.05%

CVaR 95%: -1.21%
Max drawdown: -5.32%
Sortino ratio: -1.638
Calmar ratio: -1.29

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

7.23%

Ann. 2.80% (Sharpe / Sortino numerator)

Volatility

7.74%

Sharpe ratio

-0.107

VaR 95%

-0.97%

CVaR 95%: -1.15%
Max drawdown: -5.32%
Sortino ratio: -0.139
Calmar ratio: 0.53

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

17.69%

Ann. 13.16% (Sharpe / Sortino numerator)

Volatility

11.52%

Sharpe ratio

0.827

VaR 95%

-0.96%

CVaR 95%: -1.69%
Max drawdown: -5.44%
Sortino ratio: 0.944
Calmar ratio: 2.42

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

29.29%

Ann. 10.55% (Sharpe / Sortino numerator)

Volatility

9.52%

Sharpe ratio

0.727

VaR 95%

-0.91%

CVaR 95%: -1.40%
Max drawdown: -12.18%
Sortino ratio: 0.831
Calmar ratio: 0.87

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

0.066%

Best day

1.819%

31/03/2026
Worst day

-1.42%

12/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $34.73 $34.73 $34.67 $34.68 4,800
02/06/2026 $34.74 $34.77 $34.74 $34.76 12,800
01/06/2026 $34.77 $34.77 $34.74 $34.74 6,200
29/05/2026 $34.72 $34.75 $34.71 $34.72 7,300
28/05/2026 $34.62 $34.69 $34.59 $34.67 2,800
27/05/2026 $34.58 $34.61 $34.56 $34.59 2,000
26/05/2026 $34.62 $34.62 $34.55 $34.57 24,800
22/05/2026 $34.51 $34.53 $34.31 $34.31 29,500
21/05/2026 $34.35 $34.47 $34.35 $34.41 4,300
20/05/2026 $34.30 $34.39 $34.30 $34.39 12,700