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PGIM S&P 500 Buffer 12 ETF - April APRP
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | APRP | Replication |
|---|---|---|
| Annualized growth | 12.7% | 12.9% |
| Annualized volatility | 8.1% | 8.5% |
| Sharpe ratio | 1.52 | 1.47 |
| Maximum drawdown | 12.3% | 10.3% |
| Replication fit (R²) | 0.88 · Tracking error 2.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model APRP’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 56.3% |
| VUG | Style · Growth | 27.3% |
| MTUM | Factor · Momentum | 5.7% |
| SPHQ | Factor · Quality | 5.6% |
| XLE | Sector · Energy | 5.1% |