PGIM S&P 500 BUFFER 12 ETF - MAY
Symbol: MAYP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/04/2024
Latest date: 15/10/2026
Current price: $33.48
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
1.57%
Ann. -1.19% (Sharpe / Sortino numerator)
Volatility
8.11%
Sharpe ratio
-0.594
VaR 95%
-0.69%
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
2.42%
Ann. 2.99% (Sharpe / Sortino numerator)
Volatility
5.80%
Sharpe ratio
-0.111
VaR 95%
-0.62%
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
5.81%
Ann. 6.15% (Sharpe / Sortino numerator)
Volatility
4.88%
Sharpe ratio
0.515
VaR 95%
-0.51%
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
10.85%
Ann. 11.62% (Sharpe / Sortino numerator)
Volatility
11.33%
Sharpe ratio
0.705
VaR 95%
-0.62%
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
22.26%
Ann. 12.88% (Sharpe / Sortino numerator)
Volatility
9.37%
Sharpe ratio
0.989
VaR 95%
-0.70%
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
34.08%
Ann. 12.70% (Sharpe / Sortino numerator)
Volatility
8.98%
Sharpe ratio
0.981
VaR 95%
-0.69%
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
0.042%
Best day
1.454%
Worst day
-1.26%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $33.43 | $33.49 | $33.41 | $33.48 | 1,300 |
| 14/10/2026 | $33.38 | $33.41 | $33.38 | $33.41 | 9,200 |
| 13/10/2026 | $33.61 | $33.61 | $33.60 | $33.60 | 900 |
| 12/10/2026 | $33.65 | $33.65 | $33.60 | $33.60 | 1,800 |
| 09/10/2026 | $33.55 | $33.61 | $33.55 | $33.60 | 4,900 |
| 08/10/2026 | $33.48 | $33.48 | $33.44 | $33.44 | 10,200 |
| 07/10/2026 | $33.57 | $33.57 | $33.53 | $33.53 | 900 |
| 06/10/2026 | $33.58 | $33.60 | $33.53 | $33.53 | 15,400 |
| 05/10/2026 | $33.51 | $33.51 | $33.48 | $33.48 | 700 |
| 02/10/2026 | $33.38 | $33.38 | $33.38 | $33.38 | 2,000 |