Summary
PBOC
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 12.82% Volatility 8.21% Sharpe 0.76
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 20 ETF - OCTOBER

Symbol: PBOC

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 16/05/2024

Latest date: 03/06/2026

Current price: $30.54

Expense ratio: 0.50%

Assets under management
$36.1M
-0.07% 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

1.67%

Ann. -14.91% (Sharpe / Sortino numerator)

Volatility

8.31%

Sharpe ratio

-2.232

VaR 95%

-0.78%

CVaR 95%: -0.80%
Max drawdown: -3.13%
Sortino ratio: -3.995
Calmar ratio: -4.76

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

4.54%

Ann. -3.75% (Sharpe / Sortino numerator)

Volatility

6.76%

Sharpe ratio

-1.092

VaR 95%

-0.78%

CVaR 95%: -0.83%
Max drawdown: -3.60%
Sortino ratio: -1.661
Calmar ratio: -1.04

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

5.34%

Ann. 1.61% (Sharpe / Sortino numerator)

Volatility

6.02%

Sharpe ratio

-0.336

VaR 95%

-0.72%

CVaR 95%: -0.84%
Max drawdown: -3.60%
Sortino ratio: -0.470
Calmar ratio: 0.45

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

12.82%

Ann. 9.85% (Sharpe / Sortino numerator)

Volatility

8.21%

Sharpe ratio

0.758

VaR 95%

-0.71%

CVaR 95%: -1.19%
Max drawdown: -3.87%
Sortino ratio: 0.905
Calmar ratio: 2.54

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

21.94%

Ann. 10.16% (Sharpe / Sortino numerator)

Volatility

6.96%

Sharpe ratio

0.943

VaR 95%

-0.62%

CVaR 95%: -1.05%
Max drawdown: -7.95%
Sortino ratio: 1.056
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.

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

0.049%

Best day

1.302%

31/03/2026
Worst day

-1.097%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $30.56 $30.57 $30.53 $30.54 9,300
02/06/2026 $30.57 $30.59 $30.57 $30.57 12,600
01/06/2026 $30.57 $30.59 $30.57 $30.57 23,500
29/05/2026 $30.57 $30.57 $30.53 $30.57 9,700
28/05/2026 $30.50 $30.56 $30.50 $30.54 3,100
27/05/2026 $30.46 $30.50 $30.45 $30.48 5,800
26/05/2026 $30.49 $30.50 $30.45 $30.47 39,000
22/05/2026 $30.45 $30.45 $30.42 $30.43 3,600
21/05/2026 $30.36 $30.39 $30.35 $30.39 4,000
20/05/2026 $30.34 $30.37 $30.33 $30.36 11,400