PGIM JENNISON BETTER FUTURE ETF
Symbol: PJBF
Exchange: BATS
Sector: Technology
Category: Global Large-Stock Growth
Inception date: 14/12/2023
Latest date: 03/06/2026
Current price: $68.74
Expense ratio: 0.59%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
4.03%
Ann. -37.53% (Sharpe / Sortino numerator)
Volatility
29.37%
Sharpe ratio
-1.401
VaR 95%
-2.93%
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
19.11%
Ann. -35.95% (Sharpe / Sortino numerator)
Volatility
23.32%
Sharpe ratio
-1.697
VaR 95%
-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
7.01%
Ann. -20.57% (Sharpe / Sortino numerator)
Volatility
21.37%
Sharpe ratio
-1.132
VaR 95%
-2.29%
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
16.61%
Ann. 4.90% (Sharpe / Sortino numerator)
Volatility
22.29%
Sharpe ratio
0.057
VaR 95%
-2.08%
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
18.86%
Ann. -0.20% (Sharpe / Sortino numerator)
Volatility
21.55%
Sharpe ratio
-0.178
VaR 95%
-2.24%
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
36.30%
Ann. 12.60% (Sharpe / Sortino numerator)
Volatility
21.88%
Sharpe ratio
0.413
VaR 95%
-2.16%
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.
Average daily return
0.069%
Best day
5.006%
Worst day
-3.721%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $68.74 | $68.74 | $68.74 | $68.74 | 100 |
| 02/06/2026 | $69.58 | $69.58 | $69.58 | $69.58 | 100 |
| 01/06/2026 | $69.32 | $69.32 | $69.32 | $69.32 | 100 |
| 29/05/2026 | $68.93 | $68.93 | $68.93 | $68.93 | 100 |
| 28/05/2026 | $69.05 | $69.05 | $69.05 | $69.05 | 100 |
| 27/05/2026 | $68.64 | $68.64 | $68.64 | $68.64 | 100 |
| 26/05/2026 | $68.69 | $68.69 | $68.69 | $68.69 | 100 |
| 22/05/2026 | $67.84 | $67.84 | $67.84 | $67.84 | 100 |
| 21/05/2026 | $67.92 | $67.92 | $67.92 | $67.92 | 100 |
| 20/05/2026 | $67.06 | $67.06 | $67.06 | $67.06 | 100 |