See what your fund actually adds

PGIM S&P 500 Max Buffer ETF - May PMMY

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

Fund and replication metrics

PMMY compared with its replication portfolio
MeasurePMMYReplication
Annualized growth6.1%5.0%
Annualized volatility1.3%0.9%
Sharpe ratio4.685.19
Maximum drawdown0.3%0.4%
Replication fit (R²)0.70 · Tracking error 0.7%

Replication portfolio

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

PMMY replication basket weights
TickerBuilding blockWeight
BILFI · Ultra-Short68.8%
VCSHFI · Short Corp14.9%
BKLNFI · Senior Bank Loans11.1%
VUGStyle · Growth3.1%
SPHQFactor · Quality2.1%