See what your fund actually adds
PGIM Laddered S&P 500 Buffer 20 ETF PBFR
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PBFR | Replication |
|---|---|---|
| Annualized growth | 10.3% | 9.6% |
| Annualized volatility | 5.9% | 5.8% |
| Sharpe ratio | 1.69 | 1.60 |
| Maximum drawdown | 7.4% | 6.7% |
| Replication fit (R²) | 0.86 · Tracking error 2.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model PBFR’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 71.5% |
| VUG | Style · Growth | 17.6% |
| WTMF | Alternatives · Mgt Futures | 4.6% |
| SPHQ | Factor · Quality | 3.3% |
| BCI | Alternatives · Commodities | 3.0% |