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PGIM S&P 500 Buffer 12 ETF - October OCTP

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

Fund and replication metrics

OCTP compared with its replication portfolio
MeasureOCTPReplication
Annualized growth13.6%12.7%
Annualized volatility8.4%8.8%
Sharpe ratio1.561.40
Maximum drawdown10.5%10.4%
Replication fit (R²)0.94 · Tracking error 2.1%

Replication portfolio

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

OCTP replication basket weights
TickerBuilding blockWeight
SPHYFI · High Yield44.7%
VOOUS Large Cap22.9%
VUGStyle · Growth18.5%
WTMFAlternatives · Mgt Futures8.9%
XLFSector · Financials4.9%