PGIM S&P 500 BUFFER 12 ETF - MARCH
Symbol: MRCP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 29/02/2024
Latest date: 03/06/2026
Current price: $34.34
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
2.27%
Ann. -23.36% (Sharpe / Sortino numerator)
Volatility
11.73%
Sharpe ratio
-2.301
VaR 95%
-1.04%
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
5.74%
Ann. -2.19% (Sharpe / Sortino numerator)
Volatility
8.26%
Sharpe ratio
-0.704
VaR 95%
-0.97%
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
8.29%
Ann. 4.51% (Sharpe / Sortino numerator)
Volatility
6.91%
Sharpe ratio
0.128
VaR 95%
-0.89%
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
18.03%
Ann. 13.46% (Sharpe / Sortino numerator)
Volatility
11.25%
Sharpe ratio
0.874
VaR 95%
-0.91%
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
33.12%
Ann. 12.18% (Sharpe / Sortino numerator)
Volatility
9.57%
Sharpe ratio
0.893
VaR 95%
-0.89%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.067%
Best day
1.861%
Worst day
-1.2%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $34.33 | $34.35 | $34.33 | $34.34 | 1,000 |
| 02/06/2026 | $34.41 | $34.42 | $34.41 | $34.42 | 11,100 |
| 01/06/2026 | $34.42 | $34.42 | $34.40 | $34.40 | 600 |
| 29/05/2026 | $34.40 | $34.40 | $34.35 | $34.38 | 1,100 |
| 28/05/2026 | $34.34 | $34.34 | $34.34 | $34.34 | 500 |
| 27/05/2026 | $34.22 | $34.22 | $34.22 | $34.22 | 800 |
| 26/05/2026 | $34.21 | $34.24 | $34.21 | $34.24 | 6,300 |
| 22/05/2026 | $34.19 | $34.19 | $33.99 | $33.99 | 24,000 |
| 21/05/2026 | $34.10 | $34.12 | $34.08 | $34.08 | 3,600 |
| 20/05/2026 | $33.98 | $34.07 | $33.98 | $34.07 | 2,400 |