PGIM Laddered Fund of Buffer 12 ETF

10-Year Study

BUFP.US · · US · ETF

Executive Summary: PGIM Laddered Fund of Buffer 12 ETF has compounded at 12.0% annually over the last 10 years, with a maximum drawdown of 3.9% and an annualized volatility of 18.2%.

1Y CAGR
+15.8%
3Y CAGR
+12.0%
5Y CAGR
+12.0%
10Y CAGR
+12.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
3.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +12.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 3.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.9-0.2-2.04.4————————3.0%
20251.8-0.2-3.4-0.33.93.41.61.21.80.90.70.912.9%
2024——————0.81.61.20.12.8-0.85.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 18.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 76.0% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-06-0110000
2024-07-0110080.836988819141
2024-08-0110242.114069301117
2024-09-0110367.332476136275
2024-10-0110372.879208395047
2024-11-0110661.356913509984
2024-12-0110574.155962287361
2025-01-0110764.791336423032
2025-02-0110741.407667962341
2025-03-0110371.232652192293
2025-04-0110344.282957281468
2025-05-0110749.334271169815
2025-06-0111111.582683732388
2025-07-0111294.29221065517
2025-08-0111430.630541818295
2025-09-0111641.08280196994
2025-10-0111751.659105712839
2025-11-0111830.92664977674
2025-12-0111939.915364894394
2026-01-0112049.310049103362
2026-02-0112025.528667012206
2026-03-0111779.786156348147
2026-04-0112299.016299848015
Annual Return Matrix
YearAnnual Return
20250.12916013414952476
20260.03007566837612985
Total Factor Risk
0.18235349738578374
VTI.US Exposure
0.2274044412614026
VEA.US Exposure
-0.0017592356484789728
VWO.US Exposure
0.005114555249562456
QQQ.US Exposure
-0.03343422497152331
VTV.US Exposure
-0.02266604008433833
IJR.US Exposure
-0.008208560008554069
QUAL.US Exposure
0.0036567296653660275
SHV.US Exposure
0.76047053064708
TLT.US Exposure
0.021267412468001283
LQD.US Exposure
-0.019335585623676963
HYG.US Exposure
0.07854939152500962
GLD.US Exposure
-0.0004629480522051591
USO.US Exposure
0.0004589080331312051
VNQ.US Exposure
-0.008603665928154551
BTC-USD.CC Exposure
-0.005944576397632328
CPER.US Exposure
0.0013329049195043982
VIX.INDX Exposure
0.0004684038432627525
UUP.US Exposure
-0.0002943110210546777
TIP.US Exposure
0.0008907681707987866
Idiosyncratic Exposure
0.0010951019524990148
Value Score
41.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →20.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.01%
Market Cap$405.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is PGIM Laddered Fund of Buffer 12 ETF a high-risk investment?

PGIM Laddered Fund of Buffer 12 ETF (BUFP.US) has an annualized volatility of 18.2% and experienced a maximum drawdown of 3.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BUFP.US?

Over the past 10 years, BUFP.US has generated a Compound Annual Growth Rate (CAGR) of 12.0%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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