PGIM S&P 500 BUFFER 12 ETF - MARCH
Symbol: MRCP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception Date: 29/02/2024
Latest Date: 02/04/2026
Current Price: $31.90
Expense Ratio: 0.50%
Assets Under Management
$15.0M
0.59% 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
-2.40%
Volatility
11.73%
Sharpe Ratio
-2.301
VaR 95%
-1.04%
CVaR 95%:
-1.09%
Max Drawdown:
-4.68%
Sortino Ratio:
-4.590
Calmar Ratio:
-4.99
Return
-0.54%
Volatility
8.26%
Sharpe Ratio
-0.704
VaR 95%
-0.97%
CVaR 95%:
-1.03%
Max Drawdown:
-4.81%
Sortino Ratio:
-0.973
Calmar Ratio:
-0.45
Return
2.21%
Volatility
6.91%
Sharpe Ratio
0.128
VaR 95%
-0.89%
CVaR 95%:
-1.03%
Max Drawdown:
-4.81%
Sortino Ratio:
0.164
Calmar Ratio:
0.94
Return
13.41%
Volatility
11.25%
Sharpe Ratio
0.874
VaR 95%
-0.91%
CVaR 95%:
-1.63%
Max Drawdown:
-5.45%
Sortino Ratio:
0.997
Calmar Ratio:
2.47
Return
25.72%
Volatility
9.57%
Sharpe Ratio
0.893
VaR 95%
-0.89%
CVaR 95%:
-1.42%
Max Drawdown:
-10.73%
Sortino Ratio:
1.045
Calmar Ratio:
1.14
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.
Average Daily Return
0.053%
Best Day
6.332%
09/04/2025
Worst Day
-4.014%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $31.71 | $31.90 | $31.68 | $31.90 | 6,300 |
| 01/04/2026 | $31.83 | $31.98 | $31.83 | $31.86 | 5,900 |
| 31/03/2026 | $31.39 | $31.69 | $31.39 | $31.69 | 200 |
| 30/03/2026 | $31.24 | $31.24 | $31.05 | $31.11 | 2,400 |
| 27/03/2026 | $31.32 | $31.32 | $31.16 | $31.16 | 1,500 |
| 26/03/2026 | $31.74 | $31.75 | $31.51 | $31.52 | 10,000 |
| 25/03/2026 | $31.90 | $31.90 | $31.85 | $31.85 | 1,900 |
| 24/03/2026 | $31.80 | $31.85 | $31.72 | $31.72 | 6,600 |
| 23/03/2026 | $32.01 | $32.01 | $31.82 | $31.82 | 2,800 |
| 20/03/2026 | $31.76 | $31.76 | $31.52 | $31.57 | 3,100 |