Summary
PMSE
Prices · period metrics · 1M
NAV as of 03/06/2026
28/04/2026 → 28/05/2026
Return 0.94% Volatility 1.35% Sharpe 5.89
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: 03/06/2026

Current price: $26.26

Expense ratio: 0.50%

Assets under management
$4.2M
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

0.94%

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

2.40%

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

3.28%

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.

Daily returns for period 1M

Daily simple returns from the same adjusted closes used by the performance chart: 04/05/2026 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.045%

Best day

0.169%

08/05/2026
Worst day

-0.057%

18/05/2026
Days with data

21

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $26.26 $26.26 $26.26 $26.26 0
02/06/2026 $26.26 $26.26 $26.26 $26.26 0
01/06/2026 $26.26 $26.26 $26.26 $26.26 0
29/05/2026 $26.25 $26.25 $26.25 $26.25 0
28/05/2026 $26.23 $26.23 $26.21 $26.21 500
27/05/2026 $26.23 $26.23 $26.23 $26.23 100
26/05/2026 $26.22 $26.22 $26.22 $26.22 0
22/05/2026 $26.20 $26.20 $26.20 $26.20 0
21/05/2026 $26.17 $26.17 $26.17 $26.17 0
20/05/2026 $26.16 $26.16 $26.14 $26.14 1,100