PGIM JENNISON BETTER FUTURE ETF
Symbol: PJBF
Exchange: BATS
Sector: Technology
Category: Global Large-Stock Growth
Inception date: 14/12/2023
Latest date: 17/07/2026
Current price: $67.62
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
1.11%
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
12.57%
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
7.95%
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
10.86%
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
12.41%
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
35.77%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.048%
Best day
6.617%
Worst day
-3.914%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $67.62 | $67.62 | $67.62 | $67.62 | 0 |
| 16/07/2026 | $67.62 | $67.62 | $67.62 | $67.62 | 0 |
| 15/07/2026 | $67.62 | $67.62 | $67.62 | $67.62 | 0 |
| 14/07/2026 | $67.62 | $67.62 | $67.62 | $67.62 | 0 |
| 13/07/2026 | $67.62 | $67.62 | $67.62 | $67.62 | 0 |
| 10/07/2026 | $67.53 | $67.62 | $67.53 | $67.62 | 370 |
| 09/07/2026 | $67.72 | $67.72 | $67.72 | $67.72 | 0 |
| 08/07/2026 | $67.72 | $67.72 | $67.72 | $67.72 | 0 |
| 07/07/2026 | $67.72 | $67.72 | $67.72 | $67.72 | 0 |
| 06/07/2026 | $67.72 | $67.72 | $67.72 | $67.72 | 0 |