Summary
PBMR
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 13.19% Volatility 8.04% Sharpe 0.85
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 20 ETF - MARCH

Symbol: PBMR

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/02/2024

Latest date: 03/06/2026

Current price: $32.01

Expense ratio: 0.50%

Assets under management
$34.1M
-0.12% 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

1.44%

Ann. -15.35% (Sharpe / Sortino numerator)

Volatility

8.74%

Sharpe ratio

-2.172

VaR 95%

-0.79%

CVaR 95%: -0.82%
Max drawdown: -3.22%
Sortino ratio: -4.067
Calmar ratio: -4.77

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

3.95%

Ann. -0.23% (Sharpe / Sortino numerator)

Volatility

5.80%

Sharpe ratio

-0.665

VaR 95%

-0.67%

CVaR 95%: -0.75%
Max drawdown: -3.33%
Sortino ratio: -0.910
Calmar ratio: -0.07

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

5.91%

Ann. 4.25% (Sharpe / Sortino numerator)

Volatility

4.82%

Sharpe ratio

0.130

VaR 95%

-0.60%

CVaR 95%: -0.73%
Max drawdown: -3.33%
Sortino ratio: 0.167
Calmar ratio: 1.28

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

13.19%

Ann. 10.43% (Sharpe / Sortino numerator)

Volatility

8.04%

Sharpe ratio

0.845

VaR 95%

-0.65%

CVaR 95%: -1.17%
Max drawdown: -3.90%
Sortino ratio: 0.965
Calmar ratio: 2.67

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

24.66%

Ann. 9.83% (Sharpe / Sortino numerator)

Volatility

6.83%

Sharpe ratio

0.907

VaR 95%

-0.62%

CVaR 95%: -1.01%
Max drawdown: -7.64%
Sortino ratio: 1.039
Calmar ratio: 1.29

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

0.05%

Best day

1.398%

31/03/2026
Worst day

-0.841%

27/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $32.05 $32.05 $32.01 $32.01 5,500
02/06/2026 $32.07 $32.09 $32.07 $32.09 9,200
01/06/2026 $32.09 $32.09 $32.09 $32.09 12,400
29/05/2026 $32.03 $32.07 $32.02 $32.07 172,500
28/05/2026 $32.03 $32.03 $32.03 $32.03 1,300
27/05/2026 $31.99 $31.99 $31.98 $31.98 400
26/05/2026 $31.94 $31.99 $31.94 $31.97 1,200
22/05/2026 $31.93 $31.93 $31.93 $31.93 0
21/05/2026 $31.89 $31.89 $31.89 $31.89 2,300
20/05/2026 $31.82 $31.88 $31.82 $31.86 1,500