See what your fund actually adds
PGIM S&P 500 Buffer 12 ETF - May MAYP
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MAYP | Replication |
|---|---|---|
| Annualized growth | 12.4% | 12.6% |
| Annualized volatility | 7.9% | 7.6% |
| Sharpe ratio | 1.52 | 1.60 |
| Maximum drawdown | 9.7% | 9.3% |
| Replication fit (R²) | 0.83 · Tracking error 3.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model MAYP’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 55.7% |
| VUG | Style · Growth | 23.6% |
| SPHQ | Factor · Quality | 12.1% |
| XLE | Sector · Energy | 4.8% |
| WTMF | Alternatives · Mgt Futures | 3.8% |