PGIM S&P 500 BUFFER 12 ETF - SEPTEMBER
Symbol: SEPP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception Date: 14/05/2024
Latest Date: 02/04/2026
Current Price: $30.19
Expense Ratio: 0.50%
Assets Under Management
$16.6M
0.57% 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
-2.10%
Volatility
11.26%
Sharpe Ratio
-2.161
VaR 95%
-1.03%
CVaR 95%:
-1.06%
Max Drawdown:
-4.36%
Sortino Ratio:
-4.339
Calmar Ratio:
-4.75
Return
-1.47%
Volatility
8.93%
Sharpe Ratio
-1.061
VaR 95%
-1.03%
CVaR 95%:
-1.16%
Max Drawdown:
-4.74%
Sortino Ratio:
-1.596
Calmar Ratio:
-1.23
Return
0.58%
Volatility
7.87%
Sharpe Ratio
-0.312
VaR 95%
-0.89%
CVaR 95%:
-1.13%
Max Drawdown:
-4.74%
Sortino Ratio:
-0.428
Calmar Ratio:
0.25
Return
14.50%
Volatility
11.16%
Sharpe Ratio
0.979
VaR 95%
-0.90%
CVaR 95%:
-1.59%
Max Drawdown:
-5.10%
Sortino Ratio:
1.185
Calmar Ratio:
2.86
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
0.056%
Best Day
5.997%
09/04/2025
Worst Day
-3.82%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $30.02 | $30.19 | $30.02 | $30.19 | 3,700 |
| 01/04/2026 | $30.17 | $30.17 | $30.17 | $30.17 | 300 |
| 31/03/2026 | $30.01 | $30.01 | $30.01 | $30.01 | 100 |
| 30/03/2026 | $29.49 | $29.49 | $29.49 | $29.49 | 200 |
| 27/03/2026 | $29.55 | $29.55 | $29.55 | $29.55 | 200 |
| 26/03/2026 | $29.99 | $29.99 | $29.86 | $29.86 | 4,500 |
| 25/03/2026 | $30.21 | $30.21 | $30.18 | $30.18 | 2,000 |
| 24/03/2026 | $30.17 | $30.17 | $30.07 | $30.07 | 9,600 |
| 23/03/2026 | $30.21 | $30.21 | $30.15 | $30.15 | 3,100 |
| 20/03/2026 | $29.92 | $29.92 | $29.92 | $29.92 | 100 |