Summary
MRCP
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 18.03% 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: 03/06/2026

Current price: $34.34

Expense ratio: 0.50%

Assets under management
$20.5M
0.04% 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

2.27%

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

5.74%

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

8.29%

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

18.03%

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

33.12%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.067%

Best day

1.861%

31/03/2026
Worst day

-1.2%

10/10/2025
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