Summary
JUNP
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 8.91% Volatility 10.89% Sharpe 0.93
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 12 ETF - JUNE

Symbol: JUNP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/05/2024

Latest date: 20/07/2026

Current price: $31.56

Expense ratio: 0.50%

Assets under management
$43.4M
-0.28% 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

-0.10%

Ann. -10.71% (Sharpe / Sortino numerator)

Volatility

10.01%

Sharpe ratio

-1.432

VaR 95%

-0.94%

CVaR 95%: -0.96%
Max drawdown: -3.28%
Sortino ratio: -2.862
Calmar ratio: -3.26

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

0.42%

Ann. -1.15% (Sharpe / Sortino numerator)

Volatility

7.36%

Sharpe ratio

-0.649

VaR 95%

-0.83%

CVaR 95%: -0.96%
Max drawdown: -3.49%
Sortino ratio: -0.977
Calmar ratio: -0.33

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

3.46%

Ann. 4.04% (Sharpe / Sortino numerator)

Volatility

6.25%

Sharpe ratio

0.065

VaR 95%

-0.65%

CVaR 95%: -0.90%
Max drawdown: -3.49%
Sortino ratio: 0.090
Calmar ratio: 1.16

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

8.91%

Ann. 13.71% (Sharpe / Sortino numerator)

Volatility

10.89%

Sharpe ratio

0.925

VaR 95%

-0.75%

CVaR 95%: -1.55%
Max drawdown: -5.02%
Sortino ratio: 1.067
Calmar ratio: 2.73

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

22.04%

Ann. 13.11% (Sharpe / Sortino numerator)

Volatility

9.60%

Sharpe ratio

0.991

VaR 95%

-0.84%

CVaR 95%: -1.40%
Max drawdown: -11.23%
Sortino ratio: 1.167
Calmar ratio: 1.17

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.

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

0.036%

Best day

4.977%

29/06/2026
Worst day

-4.184%

26/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $31.65 $31.70 $31.56 $31.56 5,300
17/07/2026 $31.46 $31.69 $31.46 $31.52 24,700
16/07/2026 $31.84 $31.87 $31.71 $31.80 20,500
15/07/2026 $31.85 $31.88 $31.76 $31.87 4,600
14/07/2026 $31.80 $31.84 $31.77 $31.81 9,000
13/07/2026 $31.81 $31.81 $31.70 $31.71 9,400
10/07/2026 $31.83 $31.88 $31.80 $31.84 10,100
09/07/2026 $31.70 $31.79 $31.66 $31.79 9,300
08/07/2026 $31.57 $31.63 $31.48 $31.60 17,000
07/07/2026 $31.62 $31.72 $31.62 $31.68 1,334,100