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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 has an expense ratio of 0.50%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

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JANP vs. SMH
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Performance

Performance Chart


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S&P 500

Returns By Period

PGIM US Large-Cap Buffer 12 ETF - January (JANP) returned 1.51% year-to-date (YTD) and 9.65% over the past 12 months.


JANP

YTD

1.51%

1M

4.06%

6M

2.08%

1Y

9.65%

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*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%-0.59%-3.31%-0.26%4.06%1.51%
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%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JANP is 71, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JANP is 7171
Overall Rank
The Sharpe Ratio Rank of JANP is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of JANP is 6868
Sortino Ratio Rank
The Omega Ratio Rank of JANP is 8080
Omega Ratio Rank
The Calmar Ratio Rank of JANP is 6969
Calmar Ratio Rank
The Martin Ratio Rank of JANP is 7272
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

PGIM US Large-Cap Buffer 12 ETF - January Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.83
  • All Time: 1.17

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of PGIM US Large-Cap Buffer 12 ETF - January compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.


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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 12.18%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current PGIM US Large-Cap Buffer 12 ETF - January drawdown is 1.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.18%Feb 20, 202534Apr 8, 2025
-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
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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