Summary
MRCP
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 14.26% Volatility 11.25% Sharpe 0.87
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 12 ETF - MARCH

Symbol: MRCP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/02/2024

Latest date: 20/07/2026

Current price: $34.39

Expense ratio: 0.50%

Assets under management
$24.8M
0.00% 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

0.28%

Ann. -23.36% (Sharpe / Sortino numerator)

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

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

3.08%

Ann. -2.19% (Sharpe / Sortino numerator)

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

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

7.58%

Ann. 4.51% (Sharpe / Sortino numerator)

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

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

14.26%

Ann. 13.46% (Sharpe / Sortino numerator)

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

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

29.03%

Ann. 12.18% (Sharpe / Sortino numerator)

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

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

0.054%

Best day

2.853%

29/06/2026
Worst day

-2.32%

26/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $34.39 $34.39 $34.39 $34.39 100
17/07/2026 $34.44 $34.44 $34.33 $34.33 14,600
16/07/2026 $34.53 $34.55 $34.53 $34.55 7,200
15/07/2026 $34.59 $34.60 $34.54 $34.60 700
14/07/2026 $34.54 $34.56 $34.50 $34.55 2,600
13/07/2026 $34.55 $34.55 $34.45 $34.48 4,000
10/07/2026 $34.49 $34.60 $34.49 $34.56 3,700
09/07/2026 $34.46 $34.51 $34.38 $34.51 12,000
08/07/2026 $34.29 $34.42 $34.26 $34.42 400
07/07/2026 $34.46 $34.46 $34.40 $34.41 2,100