Summary
PBOC
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 9.99% 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: 17/07/2026

Current price: $30.65

Expense ratio: 0.50%

Assets under management
$43.8M
-0.29% 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

0.57%

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

2.49%

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

5.32%

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

9.99%

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

19.62%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.038%

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
17/07/2026 $30.74 $30.75 $30.65 $30.65 11,600
16/07/2026 $30.83 $30.83 $30.75 $30.79 2,800
15/07/2026 $30.81 $30.84 $30.80 $30.82 3,500
14/07/2026 $30.76 $30.80 $30.75 $30.79 6,300
13/07/2026 $30.80 $30.80 $30.73 $30.74 2,700
10/07/2026 $30.79 $30.80 $30.75 $30.80 1,200
09/07/2026 $30.74 $30.78 $30.63 $30.63 13,400
08/07/2026 $30.65 $30.71 $30.62 $30.71 2,300
07/07/2026 $30.72 $30.72 $30.69 $30.70 1,500
06/07/2026 $30.72 $30.75 $30.62 $30.62 8,400