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Parametric Volatil Risk Prm-Defensv I (EIVPX)
At close: 8:00:23 PM EST
Fund Summary
The fund pursues its objective by investing in a base portfolio that is generally comprised of an approximately equal mix of equity securities and money market instruments. It writes (sells) call options on the S&P 500® Index, a broad-based U.S. stock market index, and/or a substitute for the S&P 500® Index on substantially the full value of the fund's equity securities. The fund's equity investments consist of a diversified portfolio of common stocks that seeks to approximate the pretax total return performance of the S&P 500® Index.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 17.97% |
| Worst 1Y Total Return | -- |
| Number of Years Up | 4 |
| Number of Years Down | 2 |
Performance & Risk
| YTD Return | 18.18% |
| 5y Average Return | 9.38% |
| Rank in Category (ytd) | 41 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.54 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| EIVPX | Category Average | EIVPX | Category Average | EIVPX | Category Average | |
| Alpha | 2.32 | 0 | 1.38 | -0 | -- | 0 |
| BETA | 0.54 | 0 | 0.58 | 0 | -- | 0 |
| Mean Annual Return | 0.74 | 0.01 | 0.8 | 0.01 | -- | 0 |
| R-squared | 91.83 | 0.66 | 92.67 | 0.64 | -- | 0.59 |
| Standard Deviation | 9.41 | 0.1 | 10.57 | 0.08 | -- | 0.07 |
| Sharpe Ratio | 0.53 | 0.01 | 0.67 | 0.01 | -- | 0.01 |
| Treynor Ratio | 8.63 | -0.35 | 11.8 | 0.18 | -- | 0.1 |
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