Summary
PMJL
Prices · period metrics · 12M
NAV as of 03/06/2026
01/07/2025 → 28/05/2026
Return 6.11% Volatility 2.07% Sharpe 1.49
Official loaded data — not a live quote.

PGIM S&P 500 MAX BUFFER ETF - JULY

Symbol: PMJL

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/06/2025

Latest date: 03/06/2026

Current price: $26.52

Expense ratio: 0.50%

Assets under management
$2.9M
-0.09% 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

0.61%

Ann. 8.45% (Sharpe / Sortino numerator)

Volatility

0.75%

Sharpe ratio

6.461

VaR 95%

-0.02%

CVaR 95%: -0.05%
Max drawdown: -0.08%
Sortino ratio: 10.133
Calmar ratio: N/A

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

2.08%

Ann. 8.00% (Sharpe / Sortino numerator)

Volatility

2.78%

Sharpe ratio

1.570

VaR 95%

-0.25%

CVaR 95%: -0.33%
Max drawdown: -1.41%
Sortino ratio: 2.341
Calmar ratio: 5.67

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

3.15%

Ann. 6.52% (Sharpe / Sortino numerator)

Volatility

2.29%

Sharpe ratio

1.262

VaR 95%

-0.24%

CVaR 95%: -0.30%
Max drawdown: -1.49%
Sortino ratio: 1.822
Calmar ratio: 4.37

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

6.11%

Ann. 6.72% (Sharpe / Sortino numerator)

Volatility

2.07%

Sharpe ratio

1.492

VaR 95%

-0.17%

CVaR 95%: -0.26%
Max drawdown: -1.49%
Sortino ratio: 2.322
Calmar ratio: 4.51

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: 01/07/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.026%

Best day

0.717%

31/03/2026
Worst day

-0.407%

27/03/2026
Days with data

232

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $26.55 $26.55 $26.52 $26.52 900
02/06/2026 $26.53 $26.53 $26.53 $26.53 0
01/06/2026 $26.52 $26.52 $26.52 $26.52 0
29/05/2026 $26.52 $26.52 $26.52 $26.52 0
28/05/2026 $26.51 $26.51 $26.51 $26.51 0
27/05/2026 $26.50 $26.50 $26.50 $26.50 0
26/05/2026 $26.50 $26.50 $26.50 $26.50 0
22/05/2026 $26.49 $26.49 $26.49 $26.49 0
21/05/2026 $26.48 $26.48 $26.48 $26.48 0
20/05/2026 $26.48 $26.48 $26.48 $26.48 0