Summary
PMMR
Prices · period metrics · 12M
NAV as of 20/07/2026
30/05/2025 → 28/05/2026
Return 6.08% 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: 20/07/2026

Current price: $27.14

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

0.35%

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

1.17%

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

2.73%

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

6.08%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.024%

Best day

0.396%

08/04/2026
Worst day

-0.35%

17/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $27.14 $27.14 $27.14 $27.14 100
17/07/2026 $27.14 $27.14 $27.14 $27.14 100
16/07/2026 $27.13 $27.16 $27.13 $27.16 300
15/07/2026 $27.16 $27.16 $27.16 $27.16 100
14/07/2026 $27.16 $27.16 $27.16 $27.16 100
13/07/2026 $27.11 $27.12 $27.11 $27.12 300
10/07/2026 $27.14 $27.14 $27.14 $27.14 100
09/07/2026 $27.13 $27.13 $27.13 $27.13 100
08/07/2026 $27.09 $27.09 $27.09 $27.09 100
07/07/2026 $27.10 $27.10 $27.10 $27.10 100