Summary
PBJN
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 10.11% Volatility 8.70% Sharpe 0.99
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 20 ETF - JUNE

Symbol: PBJN

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/05/2024

Latest date: 03/06/2026

Current price: $30.86

Expense ratio: 0.50%

Assets under management
$23.7M
-0.10% 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

0.35%

Ann. -5.80% (Sharpe / Sortino numerator)

Volatility

7.29%

Sharpe ratio

-1.294

VaR 95%

-0.67%

CVaR 95%: -0.69%
Max drawdown: -2.27%
Sortino ratio: -2.693
Calmar ratio: -2.56

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

2.59%

Ann. 0.83% (Sharpe / Sortino numerator)

Volatility

5.25%

Sharpe ratio

-0.533

VaR 95%

-0.57%

CVaR 95%: -0.63%
Max drawdown: -2.40%
Sortino ratio: -0.856
Calmar ratio: 0.35

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

3.88%

Ann. 4.19% (Sharpe / Sortino numerator)

Volatility

4.47%

Sharpe ratio

0.124

VaR 95%

-0.47%

CVaR 95%: -0.61%
Max drawdown: -2.40%
Sortino ratio: 0.179
Calmar ratio: 1.74

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

10.11%

Ann. 12.28% (Sharpe / Sortino numerator)

Volatility

8.70%

Sharpe ratio

0.994

VaR 95%

-0.54%

CVaR 95%: -1.20%
Max drawdown: -3.99%
Sortino ratio: 1.133
Calmar ratio: 3.08

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

23.28%

Ann. 11.45% (Sharpe / Sortino numerator)

Volatility

7.49%

Sharpe ratio

1.049

VaR 95%

-0.58%

CVaR 95%: -1.06%
Max drawdown: -8.70%
Sortino ratio: 1.226
Calmar ratio: 1.32

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

0.039%

Best day

1.258%

31/03/2026
Worst day

-0.765%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $30.89 $30.91 $30.81 $30.86 58,200
02/06/2026 $31.56 $31.56 $30.89 $30.95 43,200
01/06/2026 $30.89 $30.97 $30.87 $30.93 138,500
29/05/2026 $30.91 $30.92 $30.88 $30.91 358,000
28/05/2026 $30.90 $30.91 $30.90 $30.91 8,500
27/05/2026 $30.89 $30.89 $30.89 $30.89 1,700
26/05/2026 $30.90 $30.90 $30.86 $30.86 2,900
22/05/2026 $30.86 $30.88 $30.86 $30.88 300
21/05/2026 $30.85 $30.88 $30.85 $30.86 3,300
20/05/2026 $30.86 $30.86 $30.86 $30.86 100