PGIM S&P 500 BUFFER 20 ETF - AUGUST

Symbol: PBAU

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception Date: 09/05/2024

Latest Date: 02/04/2026

Current Price: $29.79

Expense Ratio: 0.50%

Assets Under Management
$20.5M
0.18% daily change

Period Performance

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

Adjusted Return
--
--

Performance Metrics

Return

-1.28%

Volatility

8.23%

Sharpe Ratio

-2.044

VaR 95%

-0.76%

CVaR 95%: -0.78%
Max Drawdown: -3.05%
Sortino Ratio: -4.048
Calmar Ratio: -4.32
Return

-0.58%

Volatility

6.36%

Sharpe Ratio

-0.936

VaR 95%

-0.65%

CVaR 95%: -0.75%
Max Drawdown: -3.29%
Sortino Ratio: -1.498
Calmar Ratio: -0.71
Return

1.17%

Volatility

5.60%

Sharpe Ratio

-0.225

VaR 95%

-0.63%

CVaR 95%: -0.76%
Max Drawdown: -3.29%
Sortino Ratio: -0.328
Calmar Ratio: 0.72
Return

12.29%

Volatility

9.06%

Sharpe Ratio

0.961

VaR 95%

-0.63%

CVaR 95%: -1.22%
Max Drawdown: -5.77%
Sortino Ratio: 0.994
Calmar Ratio: 2.14

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.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.048%

Best Day

4.467%

09/04/2025
Worst Day

-4.768%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $29.74 $29.79 $29.74 $29.79 8,200
01/04/2026 $29.82 $29.82 $29.77 $29.77 18,700
31/03/2026 $29.65 $29.65 $29.64 $29.64 2,400
30/03/2026 $29.21 $29.26 $29.21 $29.26 2,000
27/03/2026 $29.30 $29.30 $29.30 $29.30 100
26/03/2026 $29.53 $29.53 $29.53 $29.53 100
25/03/2026 $29.76 $29.76 $29.76 $29.76 100
24/03/2026 $29.68 $29.68 $29.68 $29.68 100
23/03/2026 $29.74 $29.74 $29.74 $29.74 100
20/03/2026 $29.57 $29.57 $29.57 $29.57 100