Summary
JULP
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 12.27% 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: 20/07/2026

Current price: $32.67

Expense ratio: 0.50%

Assets under management
$25.1M
-0.06% 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

0.29%

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

2.93%

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

6.26%

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

12.27%

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

26.63%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.047%

Best day

2.13%

29/06/2026
Worst day

-1.98%

26/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $32.69 $32.70 $32.67 $32.67 11,600
17/07/2026 $32.65 $32.68 $32.51 $32.51 36,200
16/07/2026 $32.84 $32.84 $32.72 $32.76 12,200
15/07/2026 $32.80 $32.87 $32.76 $32.86 6,000
14/07/2026 $32.80 $32.86 $32.74 $32.78 12,300
13/07/2026 $32.83 $32.84 $32.69 $32.70 33,600
10/07/2026 $32.79 $32.87 $32.79 $32.82 6,500
09/07/2026 $32.69 $32.93 $32.69 $32.76 11,900
08/07/2026 $32.48 $32.63 $32.48 $32.61 4,800
07/07/2026 $32.70 $32.72 $32.62 $32.68 13,400