Summary
PBDE
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 12.06% 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: 20/07/2026

Current price: $30.97

Expense ratio: 0.50%

Assets under management
$40.5M
-0.11% 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

0.26%

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

2.69%

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

5.20%

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

12.06%

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

20.91%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.046%

Best day

1.519%

31/03/2026
Worst day

-1.153%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $31.00 $31.01 $30.97 $30.97 3,000
17/07/2026 $30.97 $30.98 $30.94 $30.94 5,700
16/07/2026 $31.10 $31.11 $31.06 $31.09 5,700
15/07/2026 $31.09 $31.12 $31.07 $31.11 2,900
14/07/2026 $31.06 $31.08 $31.05 $31.08 63,100
13/07/2026 $31.05 $31.05 $31.01 $31.02 2,000
10/07/2026 $31.05 $31.09 $31.05 $31.09 500
09/07/2026 $30.99 $31.05 $30.90 $30.90 7,100
08/07/2026 $30.89 $30.96 $30.88 $30.96 4,400
07/07/2026 $30.99 $30.99 $30.99 $30.99 1,200