See what your fund actually adds
PGIM S&P 500 Buffer 20 ETF - March PBMR
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PBMR | Replication |
|---|---|---|
| Annualized growth | 11.0% | 10.2% |
| Annualized volatility | 5.8% | 6.0% |
| Sharpe ratio | 1.84 | 1.65 |
| Maximum drawdown | 6.7% | 7.2% |
| Replication fit (R²) | 0.86 · Tracking error 2.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model PBMR’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 67.2% |
| VUG | Style · Growth | 17.0% |
| WTMF | Alternatives · Mgt Futures | 6.5% |
| SPHQ | Factor · Quality | 6.0% |
| XLE | Sector · Energy | 3.3% |