PGIM S&P 500 BUFFER 12 ETF - JANUARY
Symbol: JANP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 29/12/2023
Latest date: 15/10/2026
Current price: $35.96
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
1.59%
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
2.75%
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
7.53%
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
13.65%
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
27.41%
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
44.10%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.052%
Best day
2.817%
Worst day
-2.194%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $35.84 | $35.97 | $35.80 | $35.96 | 2,300 |
| 14/10/2026 | $36.00 | $36.00 | $35.86 | $35.90 | 12,700 |
| 13/10/2026 | $36.06 | $36.06 | $36.02 | $36.05 | 1,700 |
| 12/10/2026 | $36.06 | $36.08 | $36.05 | $36.05 | 1,900 |
| 09/10/2026 | $36.02 | $36.05 | $35.98 | $36.03 | 5,500 |
| 08/10/2026 | $35.98 | $35.98 | $35.86 | $35.88 | 13,000 |
| 07/10/2026 | $35.92 | $36.01 | $35.92 | $35.98 | 800 |
| 06/10/2026 | $35.99 | $36.02 | $35.97 | $35.97 | 17,800 |
| 05/10/2026 | $35.93 | $35.94 | $35.91 | $35.91 | 2,000 |
| 02/10/2026 | $35.81 | $35.82 | $35.81 | $35.81 | 2,900 |