Summary
PBAU
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 13.46% Volatility 9.06% Sharpe 0.96
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 20 ETF - AUGUST

Symbol: PBAU

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 09/05/2024

Latest date: 03/06/2026

Current price: $31.25

Expense ratio: 0.50%

Assets under management
$23.1M
-0.21% 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

1.38%

Ann. -13.19% (Sharpe / Sortino numerator)

Volatility

8.23%

Sharpe ratio

-2.044

VaR 95%

-0.76%

CVaR 95%: -0.78%
Max drawdown: -3.05%
Sortino ratio: -4.048
Calmar ratio: -4.32

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

3.93%

Ann. -2.33% (Sharpe / Sortino numerator)

Volatility

6.36%

Sharpe ratio

-0.936

VaR 95%

-0.65%

CVaR 95%: -0.75%
Max drawdown: -3.29%
Sortino ratio: -1.498
Calmar ratio: -0.71

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

5.01%

Ann. 2.37% (Sharpe / Sortino numerator)

Volatility

5.60%

Sharpe ratio

-0.225

VaR 95%

-0.63%

CVaR 95%: -0.76%
Max drawdown: -3.29%
Sortino ratio: -0.328
Calmar ratio: 0.72

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

13.46%

Ann. 12.34% (Sharpe / Sortino numerator)

Volatility

9.06%

Sharpe ratio

0.961

VaR 95%

-0.63%

CVaR 95%: -1.22%
Max drawdown: -5.77%
Sortino ratio: 0.994
Calmar ratio: 2.14

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.

Period total return

24.05%

Ann. 11.35% (Sharpe / Sortino numerator)

Volatility

7.47%

Sharpe ratio

1.039

VaR 95%

-0.61%

CVaR 95%: -1.05%
Max drawdown: -8.80%
Sortino ratio: 1.036
Calmar ratio: 1.29

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

0.051%

Best day

1.316%

31/03/2026
Worst day

-1.042%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $31.32 $31.32 $31.25 $31.25 5,100
02/06/2026 $31.28 $31.29 $31.27 $31.27 9,000
01/06/2026 $31.26 $31.28 $31.24 $31.26 32,600
29/05/2026 $31.27 $31.27 $31.26 $31.26 4,600
28/05/2026 $31.25 $31.27 $31.25 $31.27 1,500
27/05/2026 $31.20 $31.20 $31.20 $31.20 100
26/05/2026 $31.20 $31.20 $31.20 $31.20 300
22/05/2026 $31.15 $31.15 $31.15 $31.15 0
21/05/2026 $31.13 $31.13 $31.12 $31.12 2,600
20/05/2026 $31.07 $31.10 $31.07 $31.09 1,100