See what your fund actually adds
PGIM S&P 500 Max Buffer ETF - September PMSE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PMSE | Replication |
|---|---|---|
| Annualized growth | 6.1% | 3.5% |
| Annualized volatility | 2.0% | 1.5% |
| Sharpe ratio | 2.92 | 2.40 |
| Maximum drawdown | 1.4% | 1.1% |
| Replication fit (R²) | 0.66 · Tracking error 1.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model PMSE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGSH | FI · Short Gov | 54.9% |
| BKLN | FI · Senior Bank Loans | 35.4% |
| IGF | Sector · Infrastructure | 3.5% |
| VUG | Style · Growth | 3.3% |
| XLF | Sector · Financials | 2.8% |