Summary
JULP
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 17.08% Volatility 11.06% Sharpe 1.10
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 12 ETF - JULY

Symbol: JULP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 07/05/2024

Latest date: 03/06/2026

Current price: $32.46

Expense ratio: 0.50%

Assets under management
$20.1M
-0.03% 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

1.47%

Ann. -18.87% (Sharpe / Sortino numerator)

Volatility

11.00%

Sharpe ratio

-2.046

VaR 95%

-1.03%

CVaR 95%: -1.06%
Max drawdown: -4.18%
Sortino ratio: -4.072
Calmar ratio: -4.51

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

4.87%

Ann. -4.59% (Sharpe / Sortino numerator)

Volatility

8.41%

Sharpe ratio

-0.978

VaR 95%

-0.98%

CVaR 95%: -1.09%
Max drawdown: -4.47%
Sortino ratio: -1.444
Calmar ratio: -1.03

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

6.10%

Ann. 2.24% (Sharpe / Sortino numerator)

Volatility

7.25%

Sharpe ratio

-0.191

VaR 95%

-0.82%

CVaR 95%: -1.06%
Max drawdown: -4.47%
Sortino ratio: -0.260
Calmar ratio: 0.50

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

17.08%

Ann. 15.83% (Sharpe / Sortino numerator)

Volatility

11.06%

Sharpe ratio

1.103

VaR 95%

-0.95%

CVaR 95%: -1.55%
Max drawdown: -5.00%
Sortino ratio: 1.393
Calmar ratio: 3.17

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

28.73%

Ann. 13.53% (Sharpe / Sortino numerator)

Volatility

9.86%

Sharpe ratio

1.008

VaR 95%

-0.98%

CVaR 95%: -1.48%
Max drawdown: -12.21%
Sortino ratio: 1.181
Calmar ratio: 1.11

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

0.064%

Best day

1.772%

31/03/2026
Worst day

-1.347%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $32.47 $32.47 $32.46 $32.46 200
02/06/2026 $32.43 $32.47 $32.43 $32.47 13,700
01/06/2026 $32.44 $32.47 $32.43 $32.45 6,000
29/05/2026 $32.46 $32.47 $32.43 $32.45 6,400
28/05/2026 $32.42 $32.44 $32.42 $32.44 5,100
27/05/2026 $32.41 $32.41 $32.41 $32.41 100
26/05/2026 $32.39 $32.39 $32.38 $32.39 5,600
22/05/2026 $32.38 $32.38 $32.18 $32.18 25,100
21/05/2026 $32.27 $32.34 $32.27 $32.29 6,300
20/05/2026 $32.25 $32.29 $32.24 $32.28 3,000