Summary
PBSE
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 10.35% Volatility 8.03% Sharpe 0.90
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 20 ETF - SEPTEMBER

Symbol: PBSE

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 14/05/2024

Latest date: 20/07/2026

Current price: $30.95

Expense ratio: 0.50%

Assets under management
$28.1M
0.00% 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

0.71%

Ann. -11.29% (Sharpe / Sortino numerator)

Volatility

7.98%

Sharpe ratio

-1.869

VaR 95%

-0.74%

CVaR 95%: -0.75%
Max drawdown: -2.88%
Sortino ratio: -3.755
Calmar ratio: -3.92

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

2.67%

Ann. -2.35% (Sharpe / Sortino numerator)

Volatility

6.01%

Sharpe ratio

-0.996

VaR 95%

-0.65%

CVaR 95%: -0.73%
Max drawdown: -3.15%
Sortino ratio: -1.547
Calmar ratio: -0.75

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

5.31%

Ann. 2.30% (Sharpe / Sortino numerator)

Volatility

5.29%

Sharpe ratio

-0.252

VaR 95%

-0.58%

CVaR 95%: -0.72%
Max drawdown: -3.15%
Sortino ratio: -0.372
Calmar ratio: 0.73

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

10.35%

Ann. 10.84% (Sharpe / Sortino numerator)

Volatility

8.03%

Sharpe ratio

0.899

VaR 95%

-0.62%

CVaR 95%: -1.13%
Max drawdown: -3.82%
Sortino ratio: 1.059
Calmar ratio: 2.84

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

21.08%

Ann. 10.39% (Sharpe / Sortino numerator)

Volatility

6.92%

Sharpe ratio

0.983

VaR 95%

-0.62%

CVaR 95%: -0.98%
Max drawdown: -8.35%
Sortino ratio: 1.158
Calmar ratio: 1.24

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.04%

Best day

1.289%

31/03/2026
Worst day

-0.894%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $30.95 $30.95 $30.95 $30.95 100
17/07/2026 $30.98 $30.98 $30.89 $30.89 8,300
16/07/2026 $31.03 $31.03 $30.99 $31.00 1,400
15/07/2026 $31.02 $31.02 $31.01 $31.01 900
14/07/2026 $31.00 $31.00 $31.00 $31.00 100
13/07/2026 $30.96 $30.96 $30.96 $30.96 100
10/07/2026 $30.99 $31.00 $30.98 $31.00 300
09/07/2026 $30.95 $30.97 $30.82 $30.82 7,000
08/07/2026 $30.93 $30.93 $30.92 $30.92 1,800
07/07/2026 $30.93 $30.93 $30.93 $30.93 200