Summary
PBFR
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 12.83% Volatility 8.16% Sharpe 0.90
Official loaded data — not a live quote.

PGIM LADDERED S&P 500 BUFFER 20 ETF

Symbol: PBFR

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 11/06/2024

Latest date: 03/06/2026

Current price: $30.54

Expense ratio: 0.50%

Assets under management
$134.2M
-0.13% 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

1.58%

Ann. -7.22% (Sharpe / Sortino numerator)

Volatility

8.15%

Sharpe ratio

-1.331

VaR 95%

-0.74%

CVaR 95%: -1.02%
Max drawdown: -2.69%
Sortino ratio: -1.757
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

4.16%

Ann. -0.97% (Sharpe / Sortino numerator)

Volatility

5.82%

Sharpe ratio

-0.790

VaR 95%

-0.65%

CVaR 95%: -0.83%
Max drawdown: -2.82%
Sortino ratio: -0.945
Calmar ratio: -0.34

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

5.34%

Ann. 3.85% (Sharpe / Sortino numerator)

Volatility

4.94%

Sharpe ratio

0.044

VaR 95%

-0.58%

CVaR 95%: -0.75%
Max drawdown: -2.82%
Sortino ratio: 0.054
Calmar ratio: 1.37

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

12.83%

Ann. 10.95% (Sharpe / Sortino numerator)

Volatility

8.16%

Sharpe ratio

0.897

VaR 95%

-0.61%

CVaR 95%: -1.19%
Max drawdown: -4.12%
Sortino ratio: 1.011
Calmar ratio: 2.66

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

21.69%

Ann. 10.47% (Sharpe / Sortino numerator)

Volatility

7.07%

Sharpe ratio

0.973

VaR 95%

-0.57%

CVaR 95%: -1.04%
Max drawdown: -8.49%
Sortino ratio: 1.132
Calmar ratio: 1.23

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

0.048%

Best day

1.186%

31/03/2026
Worst day

-1.272%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $30.58 $30.64 $30.50 $30.54 43,600
02/06/2026 $31.00 $31.00 $30.56 $30.59 103,800
01/06/2026 $31.51 $31.51 $30.49 $30.57 292,600
29/05/2026 $30.54 $30.57 $30.50 $30.54 40,300
28/05/2026 $30.50 $30.55 $30.48 $30.55 34,100
27/05/2026 $30.48 $30.49 $30.45 $30.47 17,700
26/05/2026 $30.60 $30.60 $30.42 $30.46 29,000
22/05/2026 $30.42 $30.45 $30.40 $30.43 15,800
21/05/2026 $30.32 $30.40 $30.32 $30.39 16,100
20/05/2026 $30.45 $30.45 $30.32 $30.38 35,600