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PGIM S&P 500 Buffer 12 ETF - August AUGP

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

AUGP compared with its replication portfolio
MeasureAUGPReplication
Annualized growth14.0%12.5%
Annualized volatility8.5%8.6%
Sharpe ratio1.601.41
Maximum drawdown10.6%10.1%
Replication fit (R²)0.93 · Tracking error 2.3%

Replication portfolio

The published portfolio below is the investable basket used to model AUGP’s historical return behavior.

AUGP replication basket weights
TickerBuilding blockWeight
SPHYFI · High Yield53.3%
VUGStyle · Growth19.2%
VOOUS Large Cap14.2%
XLISector · Industrials9.2%
XLFSector · Financials4.2%