Summary
MAYP
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 9.91% Volatility 11.33% Sharpe 0.70
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 12 ETF - MAY

Symbol: MAYP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/04/2024

Latest date: 20/07/2026

Current price: $32.42

Expense ratio: 0.50%

Assets under management
$25.3M
-0.48% 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

0.22%

Ann. -1.19% (Sharpe / Sortino numerator)

Volatility

8.11%

Sharpe ratio

-0.594

VaR 95%

-0.69%

CVaR 95%: -0.76%
Max drawdown: -1.94%
Sortino ratio: -1.124
Calmar ratio: -0.61

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

2.37%

Ann. 2.99% (Sharpe / Sortino numerator)

Volatility

5.80%

Sharpe ratio

-0.111

VaR 95%

-0.62%

CVaR 95%: -0.74%
Max drawdown: -2.11%
Sortino ratio: -0.157
Calmar ratio: 1.42

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

4.98%

Ann. 6.15% (Sharpe / Sortino numerator)

Volatility

4.88%

Sharpe ratio

0.515

VaR 95%

-0.51%

CVaR 95%: -0.71%
Max drawdown: -2.11%
Sortino ratio: 0.679
Calmar ratio: 2.92

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

9.91%

Ann. 11.62% (Sharpe / Sortino numerator)

Volatility

11.33%

Sharpe ratio

0.705

VaR 95%

-0.62%

CVaR 95%: -1.64%
Max drawdown: -5.58%
Sortino ratio: 0.727
Calmar ratio: 2.08

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

21.89%

Ann. 12.88% (Sharpe / Sortino numerator)

Volatility

9.37%

Sharpe ratio

0.989

VaR 95%

-0.70%

CVaR 95%: -1.37%
Max drawdown: -11.06%
Sortino ratio: 1.036
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

0.038%

Best day

1.454%

31/03/2026
Worst day

-1.26%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $32.58 $32.58 $32.42 $32.42 200
17/07/2026 $32.49 $32.49 $32.37 $32.37 15,600
16/07/2026 $32.57 $32.59 $32.57 $32.59 7,900
15/07/2026 $32.69 $32.69 $32.69 $32.69 100
14/07/2026 $32.62 $32.63 $32.62 $32.63 1,500
13/07/2026 $32.51 $32.53 $32.51 $32.53 3,000
10/07/2026 $32.69 $32.69 $32.63 $32.63 3,700
09/07/2026 $32.59 $32.59 $32.59 $32.59 100
08/07/2026 $32.35 $32.46 $32.35 $32.46 100
07/07/2026 $32.54 $32.54 $32.46 $32.46 500