PGIM S&P 500 BUFFER 12 ETF - JULY
Symbol: JULP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 07/05/2024
Latest date: 15/10/2026
Current price: $33.59
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
1.68%
Ann. -18.87% (Sharpe / Sortino numerator)
Volatility
11.00%
Sharpe ratio
-2.046
VaR 95%
-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
2.23%
Ann. -4.59% (Sharpe / Sortino numerator)
Volatility
8.41%
Sharpe ratio
-0.978
VaR 95%
-0.98%
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
6.28%
Ann. 2.24% (Sharpe / Sortino numerator)
Volatility
7.25%
Sharpe ratio
-0.191
VaR 95%
-0.82%
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
11.72%
Ann. 15.83% (Sharpe / Sortino numerator)
Volatility
11.06%
Sharpe ratio
1.103
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
25.79%
Ann. 13.53% (Sharpe / Sortino numerator)
Volatility
9.86%
Sharpe ratio
1.008
VaR 95%
-0.98%
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
34.30%
Ann. 13.23% (Sharpe / Sortino numerator)
Volatility
9.42%
Sharpe ratio
0.992
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.
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
0.045%
Best day
2.13%
Worst day
-1.98%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $33.62 | $33.62 | $33.59 | $33.59 | 800 |
| 14/10/2026 | $33.48 | $33.52 | $33.48 | $33.52 | 9,900 |
| 13/10/2026 | $33.76 | $33.76 | $33.75 | $33.75 | 1,100 |
| 12/10/2026 | $33.74 | $33.74 | $33.74 | $33.74 | 100 |
| 09/10/2026 | $33.76 | $33.76 | $33.75 | $33.75 | 900 |
| 08/10/2026 | $33.61 | $33.62 | $33.57 | $33.57 | 12,000 |
| 07/10/2026 | $33.71 | $33.72 | $33.71 | $33.72 | 200 |
| 06/10/2026 | $33.77 | $33.77 | $33.69 | $33.69 | 10,700 |
| 05/10/2026 | $33.66 | $33.66 | $33.62 | $33.62 | 400 |
| 02/10/2026 | $33.51 | $33.51 | $33.50 | $33.50 | 1,900 |