Summary
PJFV
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 31.83% Volatility 16.89% Sharpe 1.09
Official loaded data — not a live quote.

PGIM JENNISON FOCUSED VALUE ETF

Symbol: PJFV

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 12/12/2022

Latest date: 20/07/2026

Current price: $97.98

Expense ratio: 0.33%

Assets under management
$100.5M
-1.73% 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

0.33%

Ann. -29.83% (Sharpe / Sortino numerator)

Volatility

18.80%

Sharpe ratio

-1.780

VaR 95%

-1.52%

CVaR 95%: -1.78%
Max drawdown: -6.12%
Sortino ratio: -3.730
Calmar ratio: -4.87

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

8.83%

Ann. 5.28% (Sharpe / Sortino numerator)

Volatility

15.06%

Sharpe ratio

0.110

VaR 95%

-1.52%

CVaR 95%: -1.83%
Max drawdown: -7.31%
Sortino ratio: 0.161
Calmar ratio: 0.72

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

17.12%

Ann. 14.78% (Sharpe / Sortino numerator)

Volatility

13.45%

Sharpe ratio

0.828

VaR 95%

-1.48%

CVaR 95%: -1.82%
Max drawdown: -7.31%
Sortino ratio: 1.191
Calmar ratio: 2.02

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

31.83%

Ann. 22.05% (Sharpe / Sortino numerator)

Volatility

16.89%

Sharpe ratio

1.091

VaR 95%

-1.46%

CVaR 95%: -2.54%
Max drawdown: -8.15%
Sortino ratio: 1.218
Calmar ratio: 2.71

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

47.94%

Ann. 15.51% (Sharpe / Sortino numerator)

Volatility

15.01%

Sharpe ratio

0.792

VaR 95%

-1.48%

CVaR 95%: -2.23%
Max drawdown: -18.15%
Sortino ratio: 0.967
Calmar ratio: 0.85

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

86.77%

Ann. 21.33% (Sharpe / Sortino numerator)

Volatility

13.87%

Sharpe ratio

1.276

VaR 95%

-1.29%

CVaR 95%: -1.98%
Max drawdown: -18.15%
Sortino ratio: 1.639
Calmar ratio: 1.18

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

0.114%

Best day

3.075%

08/04/2026
Worst day

-2.345%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $99.71 $99.71 $97.98 $97.98 12,500
17/07/2026 $98.90 $99.18 $98.43 $98.61 56,800
16/07/2026 $99.64 $99.66 $99.02 $99.16 8,700
15/07/2026 $99.65 $99.65 $99.06 $99.48 19,600
14/07/2026 $99.22 $99.32 $98.94 $99.22 10,100
13/07/2026 $99.52 $99.52 $98.38 $98.38 13,200
10/07/2026 $98.70 $99.04 $98.45 $98.92 37,700
09/07/2026 $98.16 $98.72 $98.07 $98.48 12,200
08/07/2026 $98.04 $98.15 $97.69 $97.90 7,400
07/07/2026 $99.12 $99.12 $98.56 $98.71 2,500