Summary
PBJA
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 12.85% Volatility 8.29% Sharpe 0.77
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 20 ETF - JANUARY

Symbol: PBJA

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/12/2023

Latest date: 03/06/2026

Current price: $32.22

Expense ratio: 0.50%

Assets under management
$57.1M
-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

1.54%

Ann. -13.54% (Sharpe / Sortino numerator)

Volatility

8.43%

Sharpe ratio

-2.036

VaR 95%

-0.75%

CVaR 95%: -0.78%
Max drawdown: -3.22%
Sortino ratio: -3.878
Calmar ratio: -4.21

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

4.27%

Ann. -3.95% (Sharpe / Sortino numerator)

Volatility

6.65%

Sharpe ratio

-1.140

VaR 95%

-0.69%

CVaR 95%: -0.77%
Max drawdown: -3.58%
Sortino ratio: -1.808
Calmar ratio: -1.10

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

5.14%

Ann. 3.07% (Sharpe / Sortino numerator)

Volatility

5.31%

Sharpe ratio

-0.104

VaR 95%

-0.65%

CVaR 95%: -0.73%
Max drawdown: -3.58%
Sortino ratio: -0.142
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

12.85%

Ann. 10.01% (Sharpe / Sortino numerator)

Volatility

8.29%

Sharpe ratio

0.770

VaR 95%

-0.66%

CVaR 95%: -1.20%
Max drawdown: -3.90%
Sortino ratio: 0.880
Calmar ratio: 2.57

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

22.10%

Ann. 8.60% (Sharpe / Sortino numerator)

Volatility

6.74%

Sharpe ratio

0.737

VaR 95%

-0.61%

CVaR 95%: -0.99%
Max drawdown: -8.50%
Sortino ratio: 0.825
Calmar ratio: 1.01

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

0.049%

Best day

1.336%

31/03/2026
Worst day

-0.831%

20/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $32.23 $32.23 $32.21 $32.22 4,600
02/06/2026 $32.25 $32.27 $32.25 $32.27 9,000
01/06/2026 $32.26 $32.27 $32.26 $32.26 12,000
29/05/2026 $32.25 $32.26 $32.25 $32.25 6,800
28/05/2026 $32.21 $32.22 $32.21 $32.22 400
27/05/2026 $32.16 $32.16 $32.16 $32.16 100
26/05/2026 $32.12 $32.16 $32.12 $32.14 1,000
22/05/2026 $32.14 $32.14 $32.09 $32.09 3,900
21/05/2026 $32.02 $32.10 $32.02 $32.06 4,800
20/05/2026 $31.97 $32.04 $31.97 $32.02 1,600