Summary
PMSE
Prices · period metrics · 12M
NAV as of 20/07/2026
02/09/2025 → 22/06/2026
Return 5.71% Volatility 2.28% Sharpe 1.33
Official loaded data — not a live quote.

PGIM S&P 500 MAX BUFFER ETF - SEPTEMBER

Symbol: PMSE

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/08/2025

Latest date: 20/07/2026

Current price: $26.40

Expense ratio: 0.50%

Assets under management
$3.9M
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

0.42%

Ann. 11.60% (Sharpe / Sortino numerator)

Volatility

1.35%

Sharpe ratio

5.890

VaR 95%

-0.06%

CVaR 95%: -0.11%
Max drawdown: -0.15%
Sortino ratio: 10.894
Calmar ratio: 75.57

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

1.77%

Ann. 8.91% (Sharpe / Sortino numerator)

Volatility

2.73%

Sharpe ratio

1.937

VaR 95%

-0.29%

CVaR 95%: -0.33%
Max drawdown: -1.39%
Sortino ratio: 3.048
Calmar ratio: 6.43

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

3.39%

Ann. 6.59% (Sharpe / Sortino numerator)

Volatility

2.32%

Sharpe ratio

1.273

VaR 95%

-0.23%

CVaR 95%: -0.30%
Max drawdown: -1.44%
Sortino ratio: 1.933
Calmar ratio: 4.56

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

5.71%

Ann. 6.64% (Sharpe / Sortino numerator)

Volatility

2.28%

Sharpe ratio

1.334

VaR 95%

-0.23%

CVaR 95%: -0.29%
Max drawdown: -1.44%
Sortino ratio: 2.063
Calmar ratio: 4.60

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: 02/09/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.025%

Best day

0.592%

31/03/2026
Worst day

-0.356%

10/10/2025
Days with data

220

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $26.40 $26.40 $26.40 $26.40 100
17/07/2026 $26.39 $26.39 $26.39 $26.39 100
16/07/2026 $26.41 $26.41 $26.41 $26.41 100
15/07/2026 $26.42 $26.42 $26.41 $26.41 100
14/07/2026 $26.41 $26.41 $26.41 $26.41 100
13/07/2026 $26.39 $26.39 $26.39 $26.39 100
10/07/2026 $26.39 $26.39 $26.39 $26.39 100
09/07/2026 $26.40 $26.40 $26.38 $26.38 100
08/07/2026 $26.35 $26.35 $26.35 $26.35 100
07/07/2026 $26.36 $26.36 $26.36 $26.36 100