Summary
OCTP
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 13.61% Volatility 11.48% Sharpe 0.81
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 12 ETF - OCTOBER

Symbol: OCTP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 16/05/2024

Latest date: 20/07/2026

Current price: $32.35

Expense ratio: 0.50%

Assets under management
$27.1M
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

0.45%

Ann. -21.58% (Sharpe / Sortino numerator)

Volatility

11.72%

Sharpe ratio

-2.152

VaR 95%

-1.09%

CVaR 95%: -1.13%
Max drawdown: -4.57%
Sortino ratio: -4.061
Calmar ratio: -4.72

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

3.62%

Ann. -6.96% (Sharpe / Sortino numerator)

Volatility

9.35%

Sharpe ratio

-1.133

VaR 95%

-1.10%

CVaR 95%: -1.25%
Max drawdown: -5.22%
Sortino ratio: -1.662
Calmar ratio: -1.33

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

7.10%

Ann. 0.52% (Sharpe / Sortino numerator)

Volatility

8.37%

Sharpe ratio

-0.371

VaR 95%

-0.95%

CVaR 95%: -1.22%
Max drawdown: -5.22%
Sortino ratio: -0.503
Calmar ratio: 0.10

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

13.61%

Ann. 12.96% (Sharpe / Sortino numerator)

Volatility

11.48%

Sharpe ratio

0.813

VaR 95%

-0.97%

CVaR 95%: -1.69%
Max drawdown: -5.22%
Sortino ratio: 0.968
Calmar ratio: 2.48

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

26.02%

Ann. 12.92% (Sharpe / Sortino numerator)

Volatility

9.83%

Sharpe ratio

0.949

VaR 95%

-0.94%

CVaR 95%: -1.43%
Max drawdown: -11.95%
Sortino ratio: 1.145
Calmar ratio: 1.08

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

0.053%

Best day

4.774%

29/06/2026
Worst day

-3.972%

26/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $32.35 $32.35 $32.35 $32.35 100
17/07/2026 $32.26 $32.45 $32.26 $32.29 21,100
16/07/2026 $32.57 $32.57 $32.47 $32.51 9,000
15/07/2026 $32.57 $32.57 $32.57 $32.57 100
14/07/2026 $32.46 $32.52 $32.46 $32.52 2,700
13/07/2026 $32.50 $32.50 $32.42 $32.42 4,300
10/07/2026 $32.43 $32.55 $32.43 $32.50 5,100
09/07/2026 $32.39 $32.45 $32.39 $32.45 300
08/07/2026 $32.28 $32.35 $32.27 $32.35 400
07/07/2026 $32.35 $32.38 $32.35 $32.38 1,900