Summary
PBAP
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 11.63% Volatility 7.23% Sharpe 1.01
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 20 ETF - APRIL

Symbol: PBAP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/03/2024

Latest date: 20/07/2026

Current price: $31.05

Expense ratio: 0.50%

Assets under management
$32.6M
-0.08% 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

0.27%

Ann. 14.22% (Sharpe / Sortino numerator)

Volatility

3.21%

Sharpe ratio

3.296

VaR 95%

-0.25%

CVaR 95%: -0.26%
Max drawdown: -0.31%
Sortino ratio: 7.136
Calmar ratio: 46.27

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

2.06%

Ann. 9.01% (Sharpe / Sortino numerator)

Volatility

2.89%

Sharpe ratio

1.864

VaR 95%

-0.25%

CVaR 95%: -0.33%
Max drawdown: -0.53%
Sortino ratio: 2.880
Calmar ratio: 17.01

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

7.12%

Ann. 8.48% (Sharpe / Sortino numerator)

Volatility

3.39%

Sharpe ratio

1.432

VaR 95%

-0.27%

CVaR 95%: -0.43%
Max drawdown: -1.17%
Sortino ratio: 1.905
Calmar ratio: 7.24

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.

Period total return

11.63%

Ann. 10.90% (Sharpe / Sortino numerator)

Volatility

7.23%

Sharpe ratio

1.006

VaR 95%

-0.31%

CVaR 95%: -1.02%
Max drawdown: -4.19%
Sortino ratio: 1.037
Calmar ratio: 2.60

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

19.45%

Ann. 9.04% (Sharpe / Sortino numerator)

Volatility

7.32%

Sharpe ratio

0.739

VaR 95%

-0.63%

CVaR 95%: -1.17%
Max drawdown: -9.70%
Sortino ratio: 0.812
Calmar ratio: 0.93

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

0.044%

Best day

1.167%

10/11/2025
Worst day

-0.887%

07/11/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $31.08 $31.08 $31.05 $31.05 200
17/07/2026 $31.09 $31.09 $31.02 $31.02 8,400
16/07/2026 $31.12 $31.13 $31.12 $31.13 900
15/07/2026 $31.16 $31.16 $31.16 $31.16 1,100
14/07/2026 $31.13 $31.13 $31.13 $31.13 100
13/07/2026 $31.11 $31.11 $31.07 $31.07 2,600
10/07/2026 $31.14 $31.14 $31.13 $31.13 100
09/07/2026 $31.08 $31.98 $30.96 $30.96 25,000
08/07/2026 $30.99 $31.05 $30.99 $31.05 3,000
07/07/2026 $31.04 $31.05 $31.04 $31.05 700