PGIM JENNISON FOCUSED MID-CAP ETF
Symbol: PJFM
Exchange: BATS
Sector: Technology
Category: Mid-Cap Growth
Inception date: 14/12/2023
Latest date: 15/10/2026
Current price: $65.00
Expense ratio: 0.49%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.23%
Ann. -48.99% (Sharpe / Sortino numerator)
Volatility
24.27%
Sharpe ratio
-2.168
VaR 95%
-2.23%
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
-3.45%
Ann. -3.84% (Sharpe / Sortino numerator)
Volatility
18.67%
Sharpe ratio
-0.400
VaR 95%
-1.96%
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
0.01%
Ann. 7.39% (Sharpe / Sortino numerator)
Volatility
16.64%
Sharpe ratio
0.226
VaR 95%
-1.78%
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
9.45%
Ann. 11.19% (Sharpe / Sortino numerator)
Volatility
20.01%
Sharpe ratio
0.378
VaR 95%
-1.74%
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
14.50%
Ann. 8.91% (Sharpe / Sortino numerator)
Volatility
18.26%
Sharpe ratio
0.289
VaR 95%
-1.71%
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
30.60%
Ann. 12.53% (Sharpe / Sortino numerator)
Volatility
18.00%
Sharpe ratio
0.498
VaR 95%
-1.70%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.042%
Best day
3.436%
Worst day
-2.79%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $64.53 | $65.00 | $64.53 | $65.00 | 5,700 |
| 14/10/2026 | $64.02 | $64.15 | $64.02 | $64.15 | 800 |
| 13/10/2026 | $65.34 | $65.34 | $65.34 | $65.34 | 100 |
| 12/10/2026 | $65.36 | $65.36 | $65.36 | $65.36 | 100 |
| 09/10/2026 | $65.69 | $65.69 | $65.69 | $65.69 | 100 |
| 08/10/2026 | $64.99 | $65.21 | $64.99 | $65.21 | 300 |
| 07/10/2026 | $65.40 | $65.40 | $65.40 | $65.40 | 100 |
| 06/10/2026 | $66.56 | $66.56 | $66.47 | $66.50 | 1,800 |
| 05/10/2026 | $65.99 | $65.99 | $65.99 | $65.99 | 100 |
| 02/10/2026 | $66.00 | $66.00 | $66.00 | $66.00 | 100 |