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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.14%
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
5.07%
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
6.72%
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
18.56%
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
28.86%
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: 02/06/2025 - 02/06/2026.
Average daily return
0.069%
Best day
1.774%
Worst day
-1.502%
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 |