Summary
PBMY
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 7.85% 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: 17/07/2026

Current price: $31.12

Expense ratio: 0.50%

Assets under management
$34.6M
-0.38% 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

0.41%

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

1.75%

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

3.70%

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

7.85%

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

18.59%

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.03%

Best day

0.947%

31/03/2026
Worst day

-0.888%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $31.24 $31.24 $31.12 $31.12 10,500
16/07/2026 $31.32 $31.32 $31.26 $31.29 1,300
15/07/2026 $31.32 $31.34 $31.32 $31.34 900
14/07/2026 $31.25 $31.30 $31.24 $31.30 1,300
13/07/2026 $31.27 $31.29 $31.22 $31.23 700
10/07/2026 $31.28 $31.32 $31.28 $31.32 2,300
09/07/2026 $31.27 $31.29 $31.11 $31.11 9,700
08/07/2026 $31.11 $31.19 $31.11 $31.18 5,100
07/07/2026 $31.19 $31.24 $31.19 $31.20 1,400
06/07/2026 $31.25 $31.27 $31.15 $31.15 6,000