Summary
PMMR
Prices · period metrics · 12M
NAV as of 03/06/2026
30/05/2025 → 28/05/2026
Return 7.31% Volatility 1.73% Sharpe 2.28
Official loaded data — not a live quote.

PGIM S&P 500 MAX BUFFER ETF - MARCH

Symbol: PMMR

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/02/2025

Latest date: 03/06/2026

Current price: $27.05

Expense ratio: 0.50%

Assets under management
$5.4M
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

0.65%

Ann. 8.41% (Sharpe / Sortino numerator)

Volatility

1.15%

Sharpe ratio

4.156

VaR 95%

-0.07%

CVaR 95%: -0.10%
Max drawdown: -0.13%
Sortino ratio: 7.401
Calmar ratio: 64.69

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

1.65%

Ann. 5.52% (Sharpe / Sortino numerator)

Volatility

2.07%

Sharpe ratio

0.911

VaR 95%

-0.23%

CVaR 95%: -0.26%
Max drawdown: -1.27%
Sortino ratio: 1.354
Calmar ratio: 4.33

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

3.17%

Ann. 6.54% (Sharpe / Sortino numerator)

Volatility

1.69%

Sharpe ratio

1.724

VaR 95%

-0.17%

CVaR 95%: -0.23%
Max drawdown: -1.27%
Sortino ratio: 2.340
Calmar ratio: 5.13

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

7.31%

Ann. 7.58% (Sharpe / Sortino numerator)

Volatility

1.73%

Sharpe ratio

2.280

VaR 95%

-0.16%

CVaR 95%: -0.23%
Max drawdown: -1.27%
Sortino ratio: 3.282
Calmar ratio: 5.95

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

0.028%

Best day

0.396%

08/04/2026
Worst day

-0.317%

05/06/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $27.05 $27.05 $27.05 $27.05 0
02/06/2026 $27.06 $27.06 $27.06 $27.06 0
01/06/2026 $27.03 $27.07 $27.03 $27.05 17,500
29/05/2026 $27.05 $27.05 $27.05 $27.05 0
28/05/2026 $27.04 $27.04 $27.04 $27.04 0
27/05/2026 $27.02 $27.02 $27.02 $27.02 0
26/05/2026 $27.00 $27.04 $27.00 $27.02 600
22/05/2026 $27.00 $27.00 $27.00 $27.00 0
21/05/2026 $26.98 $26.98 $26.98 $26.98 0
20/05/2026 $26.99 $26.99 $26.98 $26.98 100