Summary
PJIO
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 10.77% 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: 03/06/2026

Current price: $67.08

Expense ratio: 0.90%

Assets under management
$27.3M
-2.25% 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

9.29%

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

14.02%

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

7.89%

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

10.77%

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

21.45%

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

34.21%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.05%

Best day

5.976%

08/04/2026
Worst day

-3.979%

15/05/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $68.62 $68.62 $67.03 $67.08 600
02/06/2026 $67.72 $67.91 $67.50 $67.75 2,000
01/06/2026 $67.42 $68.15 $67.42 $67.56 2,600
29/05/2026 $66.53 $66.73 $66.52 $66.73 1,700
28/05/2026 $65.84 $66.52 $65.84 $66.52 1,800
27/05/2026 $65.58 $65.77 $65.56 $65.67 1,100
26/05/2026 $64.62 $65.57 $64.62 $65.57 2,700
22/05/2026 $63.45 $63.56 $63.31 $63.31 2,300
21/05/2026 $62.60 $63.52 $62.60 $63.35 2,600
20/05/2026 $61.10 $62.03 $61.10 $62.03 8,100