Summary
PMJN
Prices · period metrics · 12M
NAV as of 02/06/2026
02/06/2025 → 28/05/2026
Return 6.77% Volatility 1.75% Sharpe 1.78
Official loaded data — not a live quote.

PGIM S&P 500 MAX BUFFER ETF - JUNE

Symbol: PMJN

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/05/2025

Latest date: 02/06/2026

Current price: $26.75

Expense ratio: 0.50%

Assets under management
$3.2M
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

0.39%

Ann. 5.29% (Sharpe / Sortino numerator)

Volatility

0.52%

Sharpe ratio

3.183

VaR 95%

-0.01%

CVaR 95%: -0.03%
Max drawdown: -0.04%
Sortino ratio: 7.692
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

1.63%

Ann. 6.31% (Sharpe / Sortino numerator)

Volatility

2.57%

Sharpe ratio

1.042

VaR 95%

-0.24%

CVaR 95%: -0.32%
Max drawdown: -1.11%
Sortino ratio: 1.361
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

3.06%

Ann. 6.08% (Sharpe / Sortino numerator)

Volatility

2.02%

Sharpe ratio

1.213

VaR 95%

-0.18%

CVaR 95%: -0.27%
Max drawdown: -1.15%
Sortino ratio: 1.570
Calmar ratio: 5.29

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

6.77%

Ann. 6.76% (Sharpe / Sortino numerator)

Volatility

1.75%

Sharpe ratio

1.783

VaR 95%

-0.14%

CVaR 95%: -0.23%
Max drawdown: -1.15%
Sortino ratio: 2.418
Calmar ratio: 5.87

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.026%

Best day

0.645%

31/03/2026
Worst day

-0.402%

27/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $26.72 $26.76 $26.72 $26.75 15,400
01/06/2026 $26.72 $26.77 $26.71 $26.73 48,000
29/05/2026 $26.73 $26.73 $26.71 $26.71 10,000
28/05/2026 $26.72 $26.72 $26.71 $26.71 200
27/05/2026 $26.70 $26.70 $26.70 $26.70 100
26/05/2026 $26.71 $26.71 $26.71 $26.71 0
22/05/2026 $26.70 $26.70 $26.70 $26.70 100
21/05/2026 $26.68 $26.68 $26.68 $26.68 0
20/05/2026 $26.68 $26.68 $26.68 $26.68 0
19/05/2026 $26.68 $26.68 $26.68 $26.68 100