Summary
PJIO
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -5.99% Volatility 21.59% Sharpe -0.00
Official loaded data — not a live quote.

PGIM JENNISON INTERNATIONAL OPPORTUNITIES ETF

Symbol: PJIO

Exchange: NYSE

Sector: Technology

Category: Foreign Large Growth

Inception date: 14/12/2023

Latest date: 15/10/2026

Current price: $59.84

Expense ratio: 0.54%

Assets under management
$61.6M
1.37% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.54%

Ann. -61.24% (Sharpe / Sortino numerator)

Volatility

36.91%

Sharpe ratio

-1.757

VaR 95%

-3.60%

CVaR 95%: -3.65%
Max drawdown: -12.02%
Sortino ratio: -3.807
Calmar ratio: -5.09

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

-5.82%

Ann. -34.70% (Sharpe / Sortino numerator)

Volatility

27.13%

Sharpe ratio

-1.412

VaR 95%

-2.88%

CVaR 95%: -3.42%
Max drawdown: -17.26%
Sortino ratio: -2.458
Calmar ratio: -2.01

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

-2.09%

Ann. -26.50% (Sharpe / Sortino numerator)

Volatility

21.86%

Sharpe ratio

-1.378

VaR 95%

-2.24%

CVaR 95%: -3.06%
Max drawdown: -19.26%
Sortino ratio: -2.049
Calmar ratio: -1.38

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

-5.99%

Ann. 3.63% (Sharpe / Sortino numerator)

Volatility

21.59%

Sharpe ratio

-0.000

VaR 95%

-1.98%

CVaR 95%: -3.03%
Max drawdown: -19.26%
Sortino ratio: -0.000
Calmar ratio: 0.19

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

6.35%

Ann. 1.18% (Sharpe / Sortino numerator)

Volatility

20.10%

Sharpe ratio

-0.122

VaR 95%

-2.00%

CVaR 95%: -2.92%
Max drawdown: -19.26%
Sortino ratio: -0.174
Calmar ratio: 0.06

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

19.73%

Ann. 8.25% (Sharpe / Sortino numerator)

Volatility

20.88%

Sharpe ratio

0.223

VaR 95%

-2.05%

CVaR 95%: -2.90%
Max drawdown: -19.26%
Sortino ratio: 0.333
Calmar ratio: 0.43

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.

Methodology: adjusted prices + daily simple return
Average daily return

-0.009%

Best day

6.229%

11/06/2026
Worst day

-6.071%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $59.03 $59.87 $58.60 $59.84 5,000
14/10/2026 $61.07 $61.07 $60.33 $60.42 8,000
13/10/2026 $61.09 $61.56 $61.09 $61.41 16,900
12/10/2026 $62.52 $62.52 $62.30 $62.38 1,200
09/10/2026 $62.79 $62.84 $62.57 $62.84 3,300
08/10/2026 $62.74 $62.76 $62.40 $62.40 3,800
07/10/2026 $63.81 $63.81 $63.81 $63.81 100
06/10/2026 $65.45 $65.45 $65.06 $65.06 900
05/10/2026 $64.73 $64.92 $64.73 $64.81 700
02/10/2026 $64.28 $64.28 $64.28 $64.28 400