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PGIM S&P 500 Buffer 12 ETF - May (MAYP)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US69367H8674
Issuer
PGIM
Inception Date
May 1, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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PGIM S&P 500 Buffer 12 ETF - May

Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

PGIM S&P 500 Buffer 12 ETF - May (MAYP) has returned 0.85% so far this year and 11.57% over the past 12 months.


PGIM S&P 500 Buffer 12 ETF - May

1D
0.09%
1M
0.14%
YTD
0.85%
6M
3.01%
1Y
11.57%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.11%
1M
-3.43%
YTD
-3.84%
6M
-1.98%
1Y
16.08%
3Y*
16.86%
5Y*
10.37%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 1, 2024, MAYP's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.

Historically, 83% of months were positive and 17% were negative. The best month was May 2025 with a return of +3.7%, while the worst month was Mar 2025 at -2.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, MAYP closed higher 61% of trading days. The best single day was Apr 9, 2025 with a return of +6.6%, while the worst single day was Apr 4, 2025 at -4.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.52%0.34%-0.44%0.42%0.85%
20251.52%0.19%-2.24%-0.75%3.72%2.66%1.11%1.06%1.15%0.54%0.55%1.08%10.99%
20243.36%2.08%0.79%1.64%1.09%0.01%2.52%-0.44%11.55%

Benchmark Metrics

PGIM S&P 500 Buffer 12 ETF - May has an annualized alpha of 3.66%, beta of 0.55, and R² of 0.88 versus S&P 500 Index. Calculated based on daily prices since May 02, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (50.27%) than losses (14.28%) — typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 3.66% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.55 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
3.66%
Beta
0.55
0.88
Upside Capture
50.27%
Downside Capture
14.28%

Expense Ratio

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


Return for Risk

Risk / Return Rank

MAYP ranks 59 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


MAYP Risk / Return Rank: 5959
Overall Rank
MAYP Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
MAYP Sortino Ratio Rank: 5656
Sortino Ratio Rank
MAYP Omega Ratio Rank: 8181
Omega Ratio Rank
MAYP Calmar Ratio Rank: 4040
Calmar Ratio Rank
MAYP Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for PGIM S&P 500 Buffer 12 ETF - May (MAYP) and compare them to a chosen benchmark (S&P 500 Index).


MAYPBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.88

+0.14

Sortino ratio

Return per unit of downside risk

1.53

1.37

+0.17

Omega ratio

Gain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratio

Return relative to maximum drawdown

1.35

1.39

-0.03

Martin ratio

Return relative to average drawdown

8.14

6.43

+1.71

Explore MAYP risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


PGIM S&P 500 Buffer 12 ETF - May 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 S&P 500 Buffer 12 ETF - May. 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 S&P 500 Buffer 12 ETF - May was 11.06%, occurring on Apr 8, 2025. Recovery took 27 trading sessions.

The current PGIM S&P 500 Buffer 12 ETF - May drawdown is 0.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.06%Feb 20, 202534Apr 8, 202527May 16, 202561
-4.46%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-2.16%Sep 3, 20244Sep 6, 20246Sep 16, 202410
-2.11%Feb 26, 202622Mar 27, 2026
-1.37%May 20, 20254May 23, 20255Jun 2, 20259

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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