PGIM S&P 500 BUFFER 12 ETF - MARCH

Symbol: MRCP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception Date: 29/02/2024

Latest Date: 17/04/2026

Current Price: $33.42

Expense Ratio: 0.50%

Assets Under Management
$17.4M
-0.04% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

4.69%

Volatility

11.73%

Sharpe Ratio

-2.301

VaR 95%

-1.04%

CVaR 95%: -1.09%
Max Drawdown: -4.68%
Sortino Ratio: -4.590
Calmar Ratio: -4.99
Return

4.55%

Volatility

8.26%

Sharpe Ratio

-0.704

VaR 95%

-0.97%

CVaR 95%: -1.03%
Max Drawdown: -4.81%
Sortino Ratio: -0.973
Calmar Ratio: -0.45
Return

6.73%

Volatility

6.91%

Sharpe Ratio

0.128

VaR 95%

-0.89%

CVaR 95%: -1.03%
Max Drawdown: -4.81%
Sortino Ratio: 0.164
Calmar Ratio: 0.94
Return

24.42%

Volatility

11.25%

Sharpe Ratio

0.874

VaR 95%

-0.91%

CVaR 95%: -1.63%
Max Drawdown: -5.45%
Sortino Ratio: 0.997
Calmar Ratio: 2.47
Return

34.36%

Volatility

9.57%

Sharpe Ratio

0.893

VaR 95%

-0.89%

CVaR 95%: -1.42%
Max Drawdown: -10.73%
Sortino Ratio: 1.045
Calmar Ratio: 1.14

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.09%

Best Day

2.248%

10/04/2026
Worst Day

-1.508%

21/04/2025
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $33.44 $33.44 $33.42 $33.42 100
16/04/2026 $33.20 $33.20 $33.20 $33.20 12,600
15/04/2026 $33.13 $33.17 $33.13 $33.17 10,800
14/04/2026 $32.94 $33.03 $32.94 $33.03 1,400
13/04/2026 $32.58 $32.82 $32.58 $32.82 3,800
10/04/2026 $32.70 $32.70 $32.61 $32.61 4,300
02/04/2026 $31.71 $31.90 $31.68 $31.90 6,300
01/04/2026 $31.83 $31.98 $31.83 $31.86 5,900
31/03/2026 $31.39 $31.69 $31.39 $31.69 200
30/03/2026 $31.24 $31.24 $31.05 $31.11 2,400