Summary
PMJA
Prices · period metrics · 12M
NAV as of 03/06/2026
30/05/2025 → 28/05/2026
Return 7.69% Volatility 2.05% Sharpe 2.17
Official loaded data — not a live quote.

PGIM S&P 500 MAX BUFFER ETF - JANUARY

Symbol: PMJA

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/12/2024

Latest date: 03/06/2026

Current price: $27.39

Expense ratio: 0.50%

Assets under management
$4.9M
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

0.79%

Ann. 9.69% (Sharpe / Sortino numerator)

Volatility

1.28%

Sharpe ratio

4.726

VaR 95%

-0.08%

CVaR 95%: -0.10%
Max drawdown: -0.18%
Sortino ratio: 9.741
Calmar ratio: 52.94

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

2.05%

Ann. 7.21% (Sharpe / Sortino numerator)

Volatility

2.39%

Sharpe ratio

1.498

VaR 95%

-0.25%

CVaR 95%: -0.28%
Max drawdown: -1.32%
Sortino ratio: 2.373
Calmar ratio: 5.47

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

2.84%

Ann. 5.92% (Sharpe / Sortino numerator)

Volatility

2.12%

Sharpe ratio

1.083

VaR 95%

-0.24%

CVaR 95%: -0.27%
Max drawdown: -1.45%
Sortino ratio: 1.602
Calmar ratio: 4.08

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

7.69%

Ann. 8.09% (Sharpe / Sortino numerator)

Volatility

2.05%

Sharpe ratio

2.171

VaR 95%

-0.22%

CVaR 95%: -0.27%
Max drawdown: -1.45%
Sortino ratio: 3.248
Calmar ratio: 5.57

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

0.03%

Best day

0.494%

31/03/2026
Worst day

-0.38%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $27.39 $27.39 $27.39 $27.39 400
02/06/2026 $27.40 $27.40 $27.40 $27.40 100
01/06/2026 $27.39 $27.39 $27.39 $27.39 0
29/05/2026 $27.38 $27.38 $27.38 $27.38 0
28/05/2026 $27.36 $27.36 $27.36 $27.36 0
27/05/2026 $27.34 $27.34 $27.34 $27.34 0
26/05/2026 $27.34 $27.34 $27.34 $27.34 0
22/05/2026 $27.32 $27.32 $27.32 $27.32 0
21/05/2026 $27.30 $27.30 $27.30 $27.30 0
20/05/2026 $27.30 $27.30 $27.30 $27.30 0