Summary
PMFB
Prices · period metrics · 12M
NAV as of 03/06/2026
30/05/2025 → 28/05/2026
Return 8.06% Volatility 2.13% Sharpe 2.24
Official loaded data — not a live quote.

PGIM S&P 500 MAX BUFFER ETF - FEBRUARY

Symbol: PMFB

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/01/2025

Latest date: 03/06/2026

Current price: $27.25

Expense ratio: 0.50%

Assets under management
$5.9M
0.00% 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

0.80%

Ann. 10.91% (Sharpe / Sortino numerator)

Volatility

1.51%

Sharpe ratio

4.819

VaR 95%

-0.09%

CVaR 95%: -0.12%
Max drawdown: -0.20%
Sortino ratio: 11.720
Calmar ratio: 53.88

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

2.00%

Ann. 7.41% (Sharpe / Sortino numerator)

Volatility

2.50%

Sharpe ratio

1.512

VaR 95%

-0.21%

CVaR 95%: -0.30%
Max drawdown: -1.32%
Sortino ratio: 2.410
Calmar ratio: 5.64

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

3.26%

Ann. 6.80% (Sharpe / Sortino numerator)

Volatility

2.04%

Sharpe ratio

1.554

VaR 95%

-0.19%

CVaR 95%: -0.28%
Max drawdown: -1.34%
Sortino ratio: 2.158
Calmar ratio: 5.07

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

8.06%

Ann. 8.39% (Sharpe / Sortino numerator)

Volatility

2.13%

Sharpe ratio

2.235

VaR 95%

-0.19%

CVaR 95%: -0.28%
Max drawdown: -1.34%
Sortino ratio: 3.288
Calmar ratio: 6.26

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

0.031%

Best day

0.451%

08/04/2026
Worst day

-0.44%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $27.25 $27.25 $27.25 $27.25 100
02/06/2026 $27.26 $27.26 $27.26 $27.26 0
01/06/2026 $27.25 $27.25 $27.25 $27.25 100
29/05/2026 $27.25 $27.25 $27.25 $27.25 0
28/05/2026 $27.23 $27.23 $27.23 $27.23 0
27/05/2026 $27.20 $27.20 $27.20 $27.20 0
26/05/2026 $27.20 $27.20 $27.20 $27.20 700
22/05/2026 $27.18 $27.18 $27.18 $27.18 0
21/05/2026 $27.14 $27.16 $27.14 $27.16 700
20/05/2026 $27.16 $27.16 $27.16 $27.16 0