Summary
PBMY
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 10.11% Volatility 9.00% Sharpe 0.74
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 20 ETF - MAY

Symbol: PBMY

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/04/2024

Latest date: 03/06/2026

Current price: $31.16

Expense ratio: 0.50%

Assets under management
$18.1M
-0.11% 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

1.80%

Ann. 2.82% (Sharpe / Sortino numerator)

Volatility

5.07%

Sharpe ratio

-0.159

VaR 95%

-0.44%

CVaR 95%: -0.51%
Max drawdown: -1.11%
Sortino ratio: -0.292
Calmar ratio: 2.55

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

3.10%

Ann. 3.87% (Sharpe / Sortino numerator)

Volatility

3.84%

Sharpe ratio

0.062

VaR 95%

-0.39%

CVaR 95%: -0.50%
Max drawdown: -1.13%
Sortino ratio: 0.095
Calmar ratio: 3.44

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

4.61%

Ann. 5.89% (Sharpe / Sortino numerator)

Volatility

3.29%

Sharpe ratio

0.689

VaR 95%

-0.32%

CVaR 95%: -0.46%
Max drawdown: -1.13%
Sortino ratio: 0.953
Calmar ratio: 5.24

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. 10.25% (Sharpe / Sortino numerator)

Volatility

9.00%

Sharpe ratio

0.736

VaR 95%

-0.37%

CVaR 95%: -1.27%
Max drawdown: -4.34%
Sortino ratio: 0.770
Calmar ratio: 2.36

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

21.37%

Ann. 10.93% (Sharpe / Sortino numerator)

Volatility

7.27%

Sharpe ratio

1.007

VaR 95%

-0.47%

CVaR 95%: -1.03%
Max drawdown: -8.11%
Sortino ratio: 1.059
Calmar ratio: 1.35

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.

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

0.947%

31/03/2026
Worst day

-0.578%

27/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $31.19 $31.19 $31.15 $31.16 4,500
02/06/2026 $31.22 $31.23 $31.21 $31.21 10,000
01/06/2026 $31.48 $31.48 $31.21 $31.21 13,200
29/05/2026 $31.19 $31.21 $31.19 $31.19 7,800
28/05/2026 $31.11 $31.18 $31.10 $31.18 5,600
27/05/2026 $31.10 $31.12 $31.10 $31.11 9,700
26/05/2026 $31.11 $31.11 $31.05 $31.08 10,400
22/05/2026 $31.06 $31.06 $31.02 $31.04 15,500
21/05/2026 $30.92 $31.02 $30.90 $30.98 24,200
20/05/2026 $30.98 $30.98 $30.89 $30.97 23,000