PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PGIM US Large-Cap Buffer 12 ETF - January (JANP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

PGIM

Inception Date

Dec 29, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Alternatives

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

JANP features an expense ratio of 0.50%, falling within the medium range.


Expense ratio chart for JANP: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
JANP vs. SMH
Popular comparisons:
JANP vs. SMH

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PGIM US Large-Cap Buffer 12 ETF - January, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
6.48%
8.57%
JANP (PGIM US Large-Cap Buffer 12 ETF - January)
Benchmark (^GSPC)

Returns By Period

PGIM US Large-Cap Buffer 12 ETF - January had a return of 2.66% year-to-date (YTD) and 15.30% in the last 12 months.


JANP

YTD

2.66%

1M

-0.11%

6M

6.99%

1Y

15.30%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of JANP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.76%2.66%
20241.46%2.89%1.60%-1.57%3.04%1.82%0.70%1.45%0.79%0.34%1.71%0.56%15.74%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 94, JANP is among the top 6% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JANP is 9494
Overall Rank
The Sharpe Ratio Rank of JANP is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of JANP is 9494
Sortino Ratio Rank
The Omega Ratio Rank of JANP is 9696
Omega Ratio Rank
The Calmar Ratio Rank of JANP is 9090
Calmar Ratio Rank
The Martin Ratio Rank of JANP is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for PGIM US Large-Cap Buffer 12 ETF - January (JANP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for JANP, currently valued at 2.59, compared to the broader market0.002.004.002.591.74
The chart of Sortino ratio for JANP, currently valued at 3.75, compared to the broader market-2.000.002.004.006.008.0010.0012.003.752.36
The chart of Omega ratio for JANP, currently valued at 1.58, compared to the broader market0.501.001.502.002.503.001.581.32
The chart of Calmar ratio for JANP, currently valued at 3.83, compared to the broader market0.005.0010.0015.003.832.62
The chart of Martin ratio for JANP, currently valued at 20.46, compared to the broader market0.0020.0040.0060.0080.00100.0020.4610.69
JANP
^GSPC

The current PGIM US Large-Cap Buffer 12 ETF - January Sharpe ratio is 2.59. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of PGIM US Large-Cap Buffer 12 ETF - January with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
2.59
1.74
JANP (PGIM US Large-Cap Buffer 12 ETF - January)
Benchmark (^GSPC)

Dividends

Dividend History


PGIM US Large-Cap Buffer 12 ETF - January doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.25%
-0.43%
JANP (PGIM US Large-Cap Buffer 12 ETF - January)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the PGIM US Large-Cap Buffer 12 ETF - January. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the PGIM US Large-Cap Buffer 12 ETF - January was 3.92%, occurring on Aug 5, 2024. Recovery took 9 trading sessions.

The current PGIM US Large-Cap Buffer 12 ETF - January drawdown is 0.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-3.92%Jul 17, 202414Aug 5, 20249Aug 16, 202423
-2.61%Apr 1, 202415Apr 19, 202412May 7, 202427
-1.69%Sep 3, 20244Sep 6, 20246Sep 16, 202410
-1.48%Jan 7, 20253Jan 10, 20255Jan 17, 20258
-1.35%Jan 22, 20254Jan 27, 202516Feb 19, 202520

Volatility

Volatility Chart

The current PGIM US Large-Cap Buffer 12 ETF - January volatility is 1.80%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
1.80%
3.01%
JANP (PGIM US Large-Cap Buffer 12 ETF - January)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab