See what your fund actually adds
PGIM S&P 500 Max Buffer ETF - October PMOC
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PMOC | Replication |
|---|---|---|
| Annualized growth | 6.5% | 4.5% |
| Annualized volatility | 2.1% | 1.5% |
| Sharpe ratio | 3.00 | 3.04 |
| Maximum drawdown | 1.3% | 0.7% |
| Replication fit (R²) | 0.79 · Tracking error 1.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model PMOC’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BIL | FI · Ultra-Short | 75.6% |
| VCSH | FI · Short Corp | 10.7% |
| VUG | Style · Growth | 6.5% |
| BKLN | FI · Senior Bank Loans | 4.9% |
| SPHQ | Factor · Quality | 2.4% |