PGIM S&P 500 BUFFER 12 ETF - JANUARY

Symbol: JANP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception Date: 29/12/2023

Latest Date: 02/04/2026

Current Price: $32.14

Expense Ratio: 0.50%

Assets Under Management
$44.1M
0.73% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

-2.15%

Volatility

11.70%

Sharpe Ratio

-2.124

VaR 95%

-1.05%

CVaR 95%: -1.08%
Max Drawdown: -4.58%
Sortino Ratio: -3.924
Calmar Ratio: -4.63
Return

-1.73%

Volatility

9.52%

Sharpe Ratio

-1.102

VaR 95%

-1.05%

CVaR 95%: -1.21%
Max Drawdown: -5.32%
Sortino Ratio: -1.638
Calmar Ratio: -1.29
Return

1.38%

Volatility

7.74%

Sharpe Ratio

-0.107

VaR 95%

-0.97%

CVaR 95%: -1.15%
Max Drawdown: -5.32%
Sortino Ratio: -0.139
Calmar Ratio: 0.53
Return

13.10%

Volatility

11.52%

Sharpe Ratio

0.827

VaR 95%

-0.96%

CVaR 95%: -1.69%
Max Drawdown: -5.44%
Sortino Ratio: 0.944
Calmar Ratio: 2.42
Return

22.12%

Volatility

9.52%

Sharpe Ratio

0.727

VaR 95%

-0.91%

CVaR 95%: -1.40%
Max Drawdown: -12.18%
Sortino Ratio: 0.831
Calmar Ratio: 0.87

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.052%

Best Day

6.336%

09/04/2025
Worst Day

-4.015%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $31.91 $32.14 $31.91 $32.14 5,700
01/04/2026 $32.07 $32.15 $32.04 $32.07 3,100
31/03/2026 $31.59 $31.96 $31.59 $31.91 9,900
30/03/2026 $31.44 $31.51 $31.34 $31.34 4,600
27/03/2026 $31.55 $31.60 $31.38 $31.39 6,900
26/03/2026 $31.97 $32.01 $31.74 $31.74 8,600
25/03/2026 $32.16 $32.16 $32.06 $32.07 7,900
24/03/2026 $31.92 $32.03 $31.90 $31.94 5,200
23/03/2026 $32.12 $32.21 $32.03 $32.03 4,400
20/03/2026 $31.95 $31.95 $31.70 $31.80 5,900