PGIM S&P 500 BUFFER 20 ETF - MAY

Symbol: PBMY

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception Date: 30/04/2024

Latest Date: 02/04/2026

Current Price: $30.33

Expense Ratio: 0.50%

Assets Under Management
$15.7M
0.40% 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

0.25%

Volatility

5.07%

Sharpe Ratio

-0.159

VaR 95%

-0.44%

CVaR 95%: -0.51%
Max Drawdown: -1.11%
Sortino Ratio: -0.292
Calmar Ratio: 2.55
Return

0.94%

Volatility

3.84%

Sharpe Ratio

0.062

VaR 95%

-0.39%

CVaR 95%: -0.50%
Max Drawdown: -1.13%
Sortino Ratio: 0.095
Calmar Ratio: 3.44
Return

2.88%

Volatility

3.29%

Sharpe Ratio

0.689

VaR 95%

-0.32%

CVaR 95%: -0.46%
Max Drawdown: -1.13%
Sortino Ratio: 0.953
Calmar Ratio: 5.24
Return

10.21%

Volatility

9.00%

Sharpe Ratio

0.736

VaR 95%

-0.37%

CVaR 95%: -1.27%
Max Drawdown: -4.34%
Sortino Ratio: 0.770
Calmar Ratio: 2.36

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

0.04%

Best Day

5.301%

09/04/2025
Worst Day

-3.255%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $30.21 $30.33 $30.21 $30.33 7,400
01/04/2026 $30.33 $30.34 $30.33 $30.34 12,100
31/03/2026 $30.26 $30.26 $30.26 $30.26 3,300
30/03/2026 $29.97 $29.98 $29.97 $29.98 200
27/03/2026 $30.06 $30.06 $29.95 $29.95 500
26/03/2026 $30.12 $30.12 $30.12 $30.12 100
25/03/2026 $30.27 $30.27 $30.25 $30.25 200
24/03/2026 $30.23 $30.23 $30.20 $30.20 200
23/03/2026 $30.22 $30.22 $30.22 $30.22 100
20/03/2026 $30.16 $30.16 $30.09 $30.09 200