Summary
PQJL
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 20.06% Volatility 12.77% Sharpe 1.03
Official loaded data — not a live quote.

PGIM Nasdaq-100 Buffer 12 ETF - July

Symbol: PQJL

Exchange: NASDAQ

Sector: Technology

Category: Defined Outcome

Inception date: 27/12/2024

Latest date: 03/06/2026

Current price: $31.05

Expense ratio: 0.50%

Assets under management
$16.8M
-0.08% 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

1.55%

Ann. -17.08% (Sharpe / Sortino numerator)

Volatility

14.55%

Sharpe ratio

-1.424

VaR 95%

-1.23%

CVaR 95%: -1.38%
Max drawdown: -5.00%
Sortino ratio: -2.784
Calmar ratio: -3.42

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. -5.25% (Sharpe / Sortino numerator)

Volatility

10.96%

Sharpe ratio

-0.810

VaR 95%

-1.16%

CVaR 95%: -1.29%
Max drawdown: -5.84%
Sortino ratio: -1.287
Calmar ratio: -0.90

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

7.50%

Ann. 1.36% (Sharpe / Sortino numerator)

Volatility

9.62%

Sharpe ratio

-0.236

VaR 95%

-1.04%

CVaR 95%: -1.29%
Max drawdown: -5.84%
Sortino ratio: -0.343
Calmar ratio: 0.23

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

20.06%

Ann. 16.73% (Sharpe / Sortino numerator)

Volatility

12.77%

Sharpe ratio

1.026

VaR 95%

-1.03%

CVaR 95%: -1.75%
Max drawdown: -5.84%
Sortino ratio: 1.354
Calmar ratio: 2.87

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

0.074%

Best day

2.277%

31/03/2026
Worst day

-1.663%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $31.07 $31.07 $31.04 $31.05 1,400
02/06/2026 $31.07 $31.07 $31.07 $31.07 0
01/06/2026 $31.09 $31.09 $31.05 $31.05 8,400
29/05/2026 $31.08 $31.08 $31.06 $31.06 14,900
28/05/2026 $31.06 $31.06 $31.05 $31.05 15,100
27/05/2026 $31.02 $31.03 $31.00 $31.00 2,300
26/05/2026 $31.04 $31.04 $31.01 $31.01 6,800
22/05/2026 $31.02 $31.03 $30.96 $30.96 5,600
21/05/2026 $30.94 $30.94 $30.94 $30.94 100
20/05/2026 $30.93 $30.93 $30.85 $30.85 4,500