PGIM S&P 500 BUFFER 12 ETF - MARCH
Symbol: MRCP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 29/02/2024
Latest date: 15/10/2026
Current price: $35.52
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
1.53%
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
2.66%
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
7.11%
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
14.13%
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
29.14%
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.
Period total return
41.09%
Ann. 13.97% (Sharpe / Sortino numerator)
Volatility
9.50%
Sharpe ratio
1.091
VaR 95%
-0.85%
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
0.054%
Best day
2.853%
Worst day
-2.32%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $35.44 | $35.54 | $35.44 | $35.52 | 1,100 |
| 14/10/2026 | $35.49 | $35.49 | $35.43 | $35.45 | 11,000 |
| 13/10/2026 | $35.61 | $35.63 | $35.59 | $35.59 | 3,600 |
| 12/10/2026 | $35.61 | $35.61 | $35.61 | $35.61 | 100 |
| 09/10/2026 | $35.58 | $35.61 | $35.58 | $35.59 | 1,600 |
| 08/10/2026 | $35.45 | $35.50 | $35.45 | $35.45 | 13,500 |
| 07/10/2026 | $35.56 | $35.56 | $35.56 | $35.56 | 200 |
| 06/10/2026 | $35.59 | $35.59 | $35.52 | $35.52 | 10,500 |
| 05/10/2026 | $35.51 | $35.51 | $35.49 | $35.49 | 1,500 |
| 02/10/2026 | $35.41 | $35.41 | $35.40 | $35.40 | 1,600 |