Summary
PBFB
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 13.63% Volatility 8.29% Sharpe 0.82
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 20 ETF - FEBRUARY

Symbol: PBFB

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/01/2024

Latest date: 03/06/2026

Current price: $31.87

Expense ratio: 0.50%

Assets under management
$33.9M
0.03% 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

1.70%

Ann. -15.42% (Sharpe / Sortino numerator)

Volatility

8.57%

Sharpe ratio

-2.222

VaR 95%

-0.75%

CVaR 95%: -0.78%
Max drawdown: -3.35%
Sortino ratio: -4.272
Calmar ratio: -4.60

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

4.39%

Ann. -3.39% (Sharpe / Sortino numerator)

Volatility

6.44%

Sharpe ratio

-1.089

VaR 95%

-0.71%

CVaR 95%: -0.75%
Max drawdown: -3.79%
Sortino ratio: -1.716
Calmar ratio: -0.89

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

5.66%

Ann. 3.18% (Sharpe / Sortino numerator)

Volatility

5.42%

Sharpe ratio

-0.083

VaR 95%

-0.67%

CVaR 95%: -0.76%
Max drawdown: -3.79%
Sortino ratio: -0.114
Calmar ratio: 0.84

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

13.63%

Ann. 10.43% (Sharpe / Sortino numerator)

Volatility

8.29%

Sharpe ratio

0.820

VaR 95%

-0.70%

CVaR 95%: -1.19%
Max drawdown: -3.88%
Sortino ratio: 0.943
Calmar ratio: 2.69

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

22.00%

Ann. 8.39% (Sharpe / Sortino numerator)

Volatility

6.70%

Sharpe ratio

0.711

VaR 95%

-0.59%

CVaR 95%: -0.98%
Max drawdown: -8.65%
Sortino ratio: 0.796
Calmar ratio: 0.97

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

1.373%

31/03/2026
Worst day

-0.921%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $31.86 $31.88 $31.86 $31.87 4,100
02/06/2026 $31.89 $31.94 $31.89 $31.91 9,600
01/06/2026 $31.86 $31.92 $31.86 $31.91 12,200
29/05/2026 $31.87 $31.90 $31.87 $31.89 6,100
28/05/2026 $31.85 $31.86 $31.85 $31.86 600
27/05/2026 $31.79 $31.80 $31.79 $31.80 100
26/05/2026 $31.79 $31.79 $31.76 $31.79 400
22/05/2026 $31.71 $31.73 $31.71 $31.73 300
21/05/2026 $31.61 $31.70 $31.61 $31.70 3,100
20/05/2026 $31.58 $31.68 $31.58 $31.68 1,300