Summary
PBJL
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 9.15% Volatility 8.55% Sharpe 1.03
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 20 ETF - JULY

Symbol: PBJL

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 07/05/2024

Latest date: 20/07/2026

Current price: $31.25

Expense ratio: 0.50%

Assets under management
$45.3M
-0.14% 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

0.10%

Ann. -10.41% (Sharpe / Sortino numerator)

Volatility

7.91%

Sharpe ratio

-1.774

VaR 95%

-0.70%

CVaR 95%: -0.71%
Max drawdown: -2.67%
Sortino ratio: -3.586
Calmar ratio: -3.90

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

1.92%

Ann. -1.46% (Sharpe / Sortino numerator)

Volatility

5.67%

Sharpe ratio

-0.897

VaR 95%

-0.62%

CVaR 95%: -0.67%
Max drawdown: -2.88%
Sortino ratio: -1.433
Calmar ratio: -0.51

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

4.43%

Ann. 3.00% (Sharpe / Sortino numerator)

Volatility

4.95%

Sharpe ratio

-0.128

VaR 95%

-0.56%

CVaR 95%: -0.67%
Max drawdown: -2.88%
Sortino ratio: -0.187
Calmar ratio: 1.04

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

9.15%

Ann. 12.40% (Sharpe / Sortino numerator)

Volatility

8.55%

Sharpe ratio

1.025

VaR 95%

-0.63%

CVaR 95%: -1.20%
Max drawdown: -3.80%
Sortino ratio: 1.240
Calmar ratio: 3.26

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

21.53%

Ann. 11.32% (Sharpe / Sortino numerator)

Volatility

7.34%

Sharpe ratio

1.054

VaR 95%

-0.60%

CVaR 95%: -1.02%
Max drawdown: -9.02%
Sortino ratio: 1.188
Calmar ratio: 1.26

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

0.035%

Best day

1.282%

31/03/2026
Worst day

-0.863%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $31.30 $31.32 $31.25 $31.25 13,500
17/07/2026 $31.35 $31.38 $31.20 $31.20 14,700
16/07/2026 $31.42 $31.46 $31.37 $31.38 5,800
15/07/2026 $31.41 $31.46 $31.39 $31.45 35,200
14/07/2026 $31.36 $31.41 $31.36 $31.40 2,000
13/07/2026 $31.42 $31.42 $31.32 $31.33 13,100
10/07/2026 $31.42 $31.45 $31.39 $31.43 8,400
09/07/2026 $31.33 $31.39 $31.33 $31.35 61,500
08/07/2026 $31.25 $31.29 $31.18 $31.29 10,800
07/07/2026 $31.34 $31.34 $31.31 $31.31 23,700