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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.28%
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
3.08%
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
7.58%
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
14.26%
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
29.03%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.054%
Best day
2.853%
Worst day
-2.32%
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 |