See what your fund actually adds
PGIM S&P 500 Buffer 20 ETF - May PBMY
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PBMY | Replication |
|---|---|---|
| Annualized growth | 10.4% | 10.9% |
| Annualized volatility | 6.2% | 6.1% |
| Sharpe ratio | 1.63 | 1.73 |
| Maximum drawdown | 7.1% | 7.4% |
| Replication fit (R²) | 0.70 · Tracking error 3.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model PBMY’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 65.3% |
| VUG | Style · Growth | 15.3% |
| SPHQ | Factor · Quality | 9.9% |
| WTMF | Alternatives · Mgt Futures | 5.6% |
| XLE | Sector · Energy | 4.0% |