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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.29%
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
2.93%
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
6.26%
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
12.27%
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
26.63%
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.
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
0.047%
Best day
2.13%
Worst day
-1.98%
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 |