PGIM S&P 500 BUFFER 20 ETF - JANUARY

Symbol: PBJA

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception Date: 29/12/2023

Latest Date: 02/04/2026

Current Price: $30.59

Expense Ratio: 0.50%

Assets Under Management
$53.4M
0.44% 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

-1.32%

Volatility

8.43%

Sharpe Ratio

-2.036

VaR 95%

-0.75%

CVaR 95%: -0.78%
Max Drawdown: -3.22%
Sortino Ratio: -3.878
Calmar Ratio: -4.21
Return

-0.99%

Volatility

6.65%

Sharpe Ratio

-1.140

VaR 95%

-0.69%

CVaR 95%: -0.77%
Max Drawdown: -3.58%
Sortino Ratio: -1.808
Calmar Ratio: -1.10
Return

1.51%

Volatility

5.31%

Sharpe Ratio

-0.104

VaR 95%

-0.65%

CVaR 95%: -0.73%
Max Drawdown: -3.58%
Sortino Ratio: -0.142
Calmar Ratio: 0.86
Return

9.97%

Volatility

8.29%

Sharpe Ratio

0.770

VaR 95%

-0.66%

CVaR 95%: -1.20%
Max Drawdown: -3.90%
Sortino Ratio: 0.880
Calmar Ratio: 2.57
Return

17.86%

Volatility

6.74%

Sharpe Ratio

0.737

VaR 95%

-0.61%

CVaR 95%: -0.99%
Max Drawdown: -8.50%
Sortino Ratio: 0.825
Calmar Ratio: 1.01

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

0.039%

Best Day

4.456%

09/04/2025
Worst Day

-2.846%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $30.45 $30.59 $30.45 $30.59 7,700
01/04/2026 $30.54 $30.56 $30.54 $30.55 12,000
31/03/2026 $30.24 $30.44 $30.22 $30.43 9,100
30/03/2026 $30.10 $30.15 $29.98 $30.02 2,800
27/03/2026 $30.16 $30.21 $30.06 $30.06 1,100
26/03/2026 $30.37 $30.38 $30.28 $30.28 4,600
25/03/2026 $30.50 $30.60 $30.50 $30.53 4,200
24/03/2026 $30.48 $30.48 $30.43 $30.44 2,200
23/03/2026 $30.59 $30.66 $30.47 $30.50 900
20/03/2026 $30.48 $30.48 $30.32 $30.32 200