PGIM S&P 500 BUFFER 12 ETF - JANUARY
Symbol: JANP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 29/12/2023
Latest date: 20/07/2026
Current price: $34.76
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
0.32%
Ann. -21.21% (Sharpe / Sortino numerator)
Volatility
11.70%
Sharpe ratio
-2.124
VaR 95%
-1.05%
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
3.29%
Ann. -6.86% (Sharpe / Sortino numerator)
Volatility
9.52%
Sharpe ratio
-1.102
VaR 95%
-1.05%
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
6.58%
Ann. 2.80% (Sharpe / Sortino numerator)
Volatility
7.74%
Sharpe ratio
-0.107
VaR 95%
-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
13.79%
Ann. 13.16% (Sharpe / Sortino numerator)
Volatility
11.52%
Sharpe ratio
0.827
VaR 95%
-0.96%
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
26.22%
Ann. 10.55% (Sharpe / Sortino numerator)
Volatility
9.52%
Sharpe ratio
0.727
VaR 95%
-0.91%
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
39.27%
Ann. 14.41% (Sharpe / Sortino numerator)
Volatility
9.16%
Sharpe ratio
1.178
VaR 95%
-0.86%
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.
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
0.053%
Best day
2.817%
Worst day
-2.194%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $34.83 | $34.84 | $34.76 | $34.76 | 1,000 |
| 17/07/2026 | $34.70 | $34.82 | $34.67 | $34.73 | 21,800 |
| 16/07/2026 | $34.96 | $34.98 | $34.90 | $34.91 | 9,000 |
| 15/07/2026 | $34.97 | $35.00 | $34.92 | $35.00 | 1,900 |
| 14/07/2026 | $34.91 | $34.94 | $34.91 | $34.94 | 3,000 |
| 13/07/2026 | $34.92 | $34.92 | $34.83 | $34.85 | 5,900 |
| 10/07/2026 | $34.94 | $34.95 | $34.92 | $34.93 | 5,900 |
| 09/07/2026 | $34.86 | $34.88 | $34.78 | $34.88 | 1,300 |
| 08/07/2026 | $34.69 | $34.77 | $34.65 | $34.77 | 1,400 |
| 07/07/2026 | $34.77 | $34.80 | $34.77 | $34.80 | 500 |