Summary
PBJL
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 12.96% 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: 03/06/2026

Current price: $31.16

Expense ratio: 0.50%

Assets under management
$38.5M
-0.02% 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

1.08%

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

3.67%

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

4.74%

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

12.96%

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

24.58%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.049%

Best day

1.282%

31/03/2026
Worst day

-0.863%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $31.17 $31.17 $31.15 $31.16 8,500
02/06/2026 $31.18 $31.18 $31.15 $31.15 10,600
01/06/2026 $31.17 $31.18 $31.16 $31.18 19,300
29/05/2026 $31.16 $31.17 $31.12 $31.14 15,800
28/05/2026 $31.14 $31.16 $31.14 $31.14 3,500
27/05/2026 $31.11 $31.14 $31.10 $31.12 2,700
26/05/2026 $31.13 $31.13 $31.10 $31.12 22,200
22/05/2026 $31.11 $31.12 $31.09 $31.09 8,800
21/05/2026 $31.07 $31.07 $31.05 $31.07 3,400
20/05/2026 $31.04 $31.06 $31.04 $31.05 8,700