Summary
SEPP
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 18.56% Volatility 11.16% Sharpe 0.98
Official loaded data — not a live quote.

PGIM S&P 500 BUFFER 12 ETF - SEPTEMBER

Symbol: SEPP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 14/05/2024

Latest date: 02/06/2026

Current price: $32.40

Expense ratio: 0.50%

Assets under management
$20.0M
0.06% 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

2.14%

Ann. -20.70% (Sharpe / Sortino numerator)

Volatility

11.26%

Sharpe ratio

-2.161

VaR 95%

-1.03%

CVaR 95%: -1.06%
Max drawdown: -4.36%
Sortino ratio: -4.339
Calmar ratio: -4.75

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

5.07%

Ann. -5.84% (Sharpe / Sortino numerator)

Volatility

8.93%

Sharpe ratio

-1.061

VaR 95%

-1.03%

CVaR 95%: -1.16%
Max drawdown: -4.74%
Sortino ratio: -1.596
Calmar ratio: -1.23

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

6.72%

Ann. 1.17% (Sharpe / Sortino numerator)

Volatility

7.87%

Sharpe ratio

-0.312

VaR 95%

-0.89%

CVaR 95%: -1.13%
Max drawdown: -4.74%
Sortino ratio: -0.428
Calmar ratio: 0.25

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

18.56%

Ann. 14.56% (Sharpe / Sortino numerator)

Volatility

11.16%

Sharpe ratio

0.979

VaR 95%

-0.90%

CVaR 95%: -1.59%
Max drawdown: -5.10%
Sortino ratio: 1.185
Calmar ratio: 2.86

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

28.86%

Ann. 13.08% (Sharpe / Sortino numerator)

Volatility

9.40%

Sharpe ratio

1.009

VaR 95%

-0.84%

CVaR 95%: -1.39%
Max drawdown: -11.75%
Sortino ratio: 1.077
Calmar ratio: 1.11

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.069%

Best day

1.774%

31/03/2026
Worst day

-1.502%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $32.38 $32.40 $32.38 $32.40 11,600
01/06/2026 $32.40 $32.40 $32.39 $32.39 1,000
29/05/2026 $32.33 $32.40 $32.33 $32.38 2,700
28/05/2026 $32.35 $32.35 $32.34 $32.34 700
27/05/2026 $32.24 $32.28 $32.24 $32.28 1,500
26/05/2026 $32.27 $32.30 $32.24 $32.27 3,200
22/05/2026 $32.24 $32.24 $32.04 $32.04 27,500
21/05/2026 $32.08 $32.17 $31.99 $31.99 3,800
20/05/2026 $32.06 $32.13 $32.06 $32.13 2,700
19/05/2026 $32.01 $32.01 $32.01 $32.01 100