Summary
PBNV
Prices · period metrics · 12M
NAV as of 03/06/2026
24/04/2025 → 24/04/2026
Return 12.77% Volatility 5.66% Sharpe 2.03
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 20 ETF - NOVEMBER

Symbol: PBNV

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 21/05/2024

Latest date: 03/06/2026

Current price: $30.91

Expense ratio: 0.50%

Assets under management
$28.8M
0.05% 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

1.97%

Ann. -17.45% (Sharpe / Sortino numerator)

Volatility

8.79%

Sharpe ratio

-2.399

VaR 95%

-0.77%

CVaR 95%: -0.80%
Max drawdown: -3.49%
Sortino ratio: -4.791
Calmar ratio: -5.00

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

5.05%

Ann. -4.46% (Sharpe / Sortino numerator)

Volatility

7.39%

Sharpe ratio

-1.095

VaR 95%

-0.78%

CVaR 95%: -0.91%
Max drawdown: -4.06%
Sortino ratio: -1.731
Calmar ratio: -1.10

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

5.74%

Ann. 0.87% (Sharpe / Sortino numerator)

Volatility

6.04%

Sharpe ratio

-0.458

VaR 95%

-0.72%

CVaR 95%: -0.83%
Max drawdown: -4.06%
Sortino ratio: -0.635
Calmar ratio: 0.21

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

12.77%

Ann. 15.08% (Sharpe / Sortino numerator)

Volatility

5.66%

Sharpe ratio

2.028

VaR 95%

-0.58%

CVaR 95%: -0.75%
Max drawdown: -4.06%
Sortino ratio: 2.927
Calmar ratio: 3.72

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

0.048%

Best day

1.36%

31/03/2026
Worst day

-1.013%

12/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $30.90 $30.92 $30.90 $30.91 4,500
02/06/2026 $30.97 $30.97 $30.97 $30.97 9,200
01/06/2026 $30.97 $30.97 $30.95 $30.95 12,100
29/05/2026 $30.95 $30.95 $30.94 $30.94 4,900
28/05/2026 $30.90 $30.90 $30.89 $30.89 200
27/05/2026 $30.81 $30.86 $30.81 $30.84 300
26/05/2026 $30.79 $30.83 $30.79 $30.83 600
22/05/2026 $30.78 $30.79 $30.76 $30.76 400
21/05/2026 $30.71 $30.72 $30.71 $30.72 2,200
20/05/2026 $30.70 $30.70 $30.69 $30.69 1,400