Summary
PBDE
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 15.21% Volatility 8.61% Sharpe 0.92
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 20 ETF - DECEMBER

Symbol: PBDE

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 23/05/2024

Latest date: 03/06/2026

Current price: $30.89

Expense ratio: 0.50%

Assets under management
$35.8M
0.03% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

1.81%

Ann. -16.76% (Sharpe / Sortino numerator)

Volatility

9.01%

Sharpe ratio

-2.263

VaR 95%

-0.80%

CVaR 95%: -0.81%
Max drawdown: -3.52%
Sortino ratio: -4.729
Calmar ratio: -4.76

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

4.70%

Ann. -4.16% (Sharpe / Sortino numerator)

Volatility

7.04%

Sharpe ratio

-1.106

VaR 95%

-0.72%

CVaR 95%: -0.77%
Max drawdown: -3.94%
Sortino ratio: -1.813
Calmar ratio: -1.06

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

5.33%

Ann. 3.38% (Sharpe / Sortino numerator)

Volatility

6.60%

Sharpe ratio

-0.038

VaR 95%

-0.71%

CVaR 95%: -0.86%
Max drawdown: -3.94%
Sortino ratio: -0.057
Calmar ratio: 0.86

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

15.21%

Ann. 11.59% (Sharpe / Sortino numerator)

Volatility

8.61%

Sharpe ratio

0.925

VaR 95%

-0.73%

CVaR 95%: -1.22%
Max drawdown: -3.94%
Sortino ratio: 1.164
Calmar ratio: 2.94

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

23.21%

Ann. 10.77% (Sharpe / Sortino numerator)

Volatility

7.39%

Sharpe ratio

0.971

VaR 95%

-0.69%

CVaR 95%: -1.08%
Max drawdown: -8.64%
Sortino ratio: 1.171
Calmar ratio: 1.25

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

0.057%

Best day

1.519%

31/03/2026
Worst day

-1.153%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $30.88 $30.90 $30.88 $30.89 4,200
02/06/2026 $30.90 $30.94 $30.90 $30.93 9,500
01/06/2026 $30.91 $30.94 $30.91 $30.92 13,800
29/05/2026 $30.92 $30.92 $30.90 $30.91 5,600
28/05/2026 $30.85 $30.88 $30.85 $30.88 700
27/05/2026 $30.78 $30.82 $30.78 $30.80 2,800
26/05/2026 $30.80 $30.82 $30.78 $30.80 1,800
22/05/2026 $30.75 $30.75 $30.75 $30.75 300
21/05/2026 $30.63 $30.74 $30.63 $30.71 3,500
20/05/2026 $30.68 $30.68 $30.68 $30.68 1,200