Summary
NOVP
Prices · period metrics · 12M
NAV as of 02/06/2026
29/04/2025 → 29/04/2026
Return 17.74% Volatility 7.86% Sharpe 1.91
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 12 ETF - NOVEMBER

Symbol: NOVP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 21/05/2024

Latest date: 02/06/2026

Current price: $32.63

Expense ratio: 0.50%

Assets under management
$25.9M
0.14% 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

3.19%

Ann. -25.00% (Sharpe / Sortino numerator)

Volatility

11.99%

Sharpe ratio

-2.388

VaR 95%

-1.08%

CVaR 95%: -1.11%
Max drawdown: -4.85%
Sortino ratio: -4.939
Calmar ratio: -5.16

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

6.64%

Ann. -8.41% (Sharpe / Sortino numerator)

Volatility

10.04%

Sharpe ratio

-1.199

VaR 95%

-1.08%

CVaR 95%: -1.31%
Max drawdown: -5.74%
Sortino ratio: -1.813
Calmar ratio: -1.47

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

7.96%

Ann. -0.52% (Sharpe / Sortino numerator)

Volatility

8.41%

Sharpe ratio

-0.494

VaR 95%

-0.97%

CVaR 95%: -1.17%
Max drawdown: -5.74%
Sortino ratio: -0.666
Calmar ratio: -0.09

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

17.74%

Ann. 18.60% (Sharpe / Sortino numerator)

Volatility

7.86%

Sharpe ratio

1.910

VaR 95%

-0.81%

CVaR 95%: -1.03%
Max drawdown: -5.74%
Sortino ratio: 2.755
Calmar ratio: 3.24

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.066%

Best day

1.846%

31/03/2026
Worst day

-1.519%

12/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $32.59 $32.64 $32.59 $32.63 11,600
01/06/2026 $32.62 $32.62 $32.61 $32.61 200
29/05/2026 $32.59 $32.59 $32.58 $32.58 700
28/05/2026 $32.50 $32.52 $32.50 $32.52 300
27/05/2026 $32.40 $32.42 $32.40 $32.42 1,500
26/05/2026 $32.41 $32.42 $32.41 $32.41 5,000
22/05/2026 $32.36 $32.36 $32.15 $32.15 25,700
21/05/2026 $32.17 $32.26 $32.17 $32.21 3,500
20/05/2026 $32.09 $32.21 $32.09 $32.21 3,100
19/05/2026 $32.01 $32.02 $32.01 $32.02 100