PGIM S&P 500 BUFFER 12 ETF - SEPTEMBER
Symbol: SEPP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 14/05/2024
Latest date: 16/07/2026
Current price: $32.67
Expense ratio: 0.50%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.72%
Ann. -20.70% (Sharpe / Sortino numerator)
Volatility
11.26%
Sharpe ratio
-2.161
VaR 95%
-1.03%
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
4.12%
Ann. -5.84% (Sharpe / Sortino numerator)
Volatility
8.93%
Sharpe ratio
-1.061
VaR 95%
-1.03%
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
5.92%
Ann. 1.17% (Sharpe / Sortino numerator)
Volatility
7.87%
Sharpe ratio
-0.312
VaR 95%
-0.89%
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
14.74%
Ann. 14.56% (Sharpe / Sortino numerator)
Volatility
11.16%
Sharpe ratio
0.979
VaR 95%
-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
27.05%
Ann. 13.08% (Sharpe / Sortino numerator)
Volatility
9.40%
Sharpe ratio
1.009
VaR 95%
-0.84%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.056%
Best day
2.989%
Worst day
-2.385%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $32.71 | $32.71 | $32.64 | $32.67 | 7,700 |
| 15/07/2026 | $32.72 | $32.73 | $32.72 | $32.73 | 1,900 |
| 14/07/2026 | $32.67 | $32.69 | $32.66 | $32.69 | 3,500 |
| 13/07/2026 | $32.69 | $32.69 | $32.61 | $32.63 | 2,900 |
| 10/07/2026 | $32.69 | $32.70 | $32.68 | $32.68 | 3,300 |
| 09/07/2026 | $32.58 | $32.65 | $32.58 | $32.65 | 100 |
| 08/07/2026 | $32.50 | $32.55 | $32.50 | $32.55 | 400 |
| 07/07/2026 | $32.57 | $32.59 | $32.57 | $32.59 | 300 |
| 06/07/2026 | $32.62 | $32.62 | $32.60 | $32.60 | 4,100 |
| 02/07/2026 | $32.53 | $32.53 | $32.46 | $32.50 | 6,700 |