PGIM S&P 500 BUFFER 20 ETF - JANUARY
Symbol: PBJA
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 29/12/2023
Latest date: 15/10/2026
Current price: $33.22
Expense ratio: 0.50%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.17%
Ann. -13.54% (Sharpe / Sortino numerator)
Volatility
8.43%
Sharpe ratio
-2.036
VaR 95%
-0.75%
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
2.29%
Ann. -3.95% (Sharpe / Sortino numerator)
Volatility
6.65%
Sharpe ratio
-1.140
VaR 95%
-0.69%
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
5.68%
Ann. 3.07% (Sharpe / Sortino numerator)
Volatility
5.31%
Sharpe ratio
-0.104
VaR 95%
-0.65%
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
10.29%
Ann. 10.01% (Sharpe / Sortino numerator)
Volatility
8.29%
Sharpe ratio
0.770
VaR 95%
-0.66%
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
20.87%
Ann. 8.60% (Sharpe / Sortino numerator)
Volatility
6.74%
Sharpe ratio
0.737
VaR 95%
-0.61%
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
33.04%
Ann. 11.01% (Sharpe / Sortino numerator)
Volatility
6.45%
Sharpe ratio
1.146
VaR 95%
-0.58%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.039%
Best day
1.336%
Worst day
-0.831%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $33.19 | $33.22 | $33.19 | $33.22 | 4,400 |
| 14/10/2026 | $33.15 | $33.16 | $33.15 | $33.16 | 2,200 |
| 13/10/2026 | $33.25 | $33.25 | $33.22 | $33.22 | 3,900 |
| 12/10/2026 | $33.24 | $33.24 | $33.24 | $33.24 | 200 |
| 09/10/2026 | $33.23 | $33.23 | $33.23 | $33.23 | 100 |
| 08/10/2026 | $33.18 | $33.18 | $33.15 | $33.15 | 5,000 |
| 07/10/2026 | $33.17 | $33.21 | $33.17 | $33.21 | 2,100 |
| 06/10/2026 | $33.19 | $33.24 | $33.19 | $33.22 | 4,300 |
| 05/10/2026 | $33.10 | $33.19 | $33.10 | $33.16 | 3,600 |
| 02/10/2026 | $33.13 | $33.14 | $33.10 | $33.11 | 5,000 |