Summary
PMMY
Prices · period metrics · 12M
NAV as of 03/06/2026
30/05/2025 → 28/05/2026
Return 5.98% Volatility 1.13% Sharpe 2.24
Official loaded data — not a live quote.

PGIM S&P 500 MAX BUFFER ETF - MAY

Symbol: PMMY

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/04/2025

Latest date: 03/06/2026

Current price: $26.78

Expense ratio: 0.50%

Assets under management
$2.7M
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. 8.03% (Sharpe / Sortino numerator)

Volatility

1.61%

Sharpe ratio

2.743

VaR 95%

-0.11%

CVaR 95%: -0.19%
Max drawdown: -0.26%
Sortino ratio: 2.999
Calmar ratio: 30.57

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.

Period total return

1.54%

Ann. 6.13% (Sharpe / Sortino numerator)

Volatility

1.48%

Sharpe ratio

1.690

VaR 95%

-0.11%

CVaR 95%: -0.18%
Max drawdown: -0.36%
Sortino ratio: 2.294
Calmar ratio: 17.22

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

2.74%

Ann. 5.74% (Sharpe / Sortino numerator)

Volatility

1.23%

Sharpe ratio

1.709

VaR 95%

-0.09%

CVaR 95%: -0.17%
Max drawdown: -0.36%
Sortino ratio: 2.094
Calmar ratio: 16.12

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

5.98%

Ann. 6.17% (Sharpe / Sortino numerator)

Volatility

1.13%

Sharpe ratio

2.244

VaR 95%

-0.08%

CVaR 95%: -0.14%
Max drawdown: -0.36%
Sortino ratio: 3.020
Calmar ratio: 17.33

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.

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

0.023%

Best day

0.262%

31/03/2026
Worst day

-0.263%

04/05/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $26.78 $26.78 $26.78 $26.78 0
02/06/2026 $26.79 $26.79 $26.79 $26.79 0
01/06/2026 $26.80 $26.80 $26.79 $26.79 100
29/05/2026 $26.80 $26.80 $26.78 $26.78 7,500
28/05/2026 $26.79 $26.79 $26.77 $26.77 700
27/05/2026 $26.76 $26.76 $26.75 $26.75 200
26/05/2026 $26.76 $26.77 $26.75 $26.75 3,100
22/05/2026 $26.71 $26.75 $26.71 $26.72 7,000
21/05/2026 $26.70 $26.72 $26.70 $26.70 7,900
20/05/2026 $26.70 $26.70 $26.69 $26.69 400