EIVPX
Parametric Voltily Risk Prm-Defensv-Inst
$15.08
0.00 (0.00%)
Currency in USD / Last Updated: 7/9/2024
| Category | Options Trading |
|---|---|
| Market Cap | 947.252M |
| 52 Week High | 15.08 |
| 52 Week Low | 12.662 |
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Key Data
| Symbol | EIVPX |
|---|---|
| Type | Mutual Fund |
| Category | Options Trading |
| Price | 15.08 |
| Price Yesterday | 15.08 |
| Market Cap | 947.25 |
| YTD Return | 10.96% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0047 |
Overview
| 52 Week High | 15.08 |
|---|---|
| 52 Week Low | 12.66 |
| Market Cap | 947.25M |
| Shares Outstanding | 62.82M |
| Income Dividend Yield | 2.04% |
| Long Term Dividend Yield | 2.01% |
| Short Term Dividend Yield | 0.54% |
| 52 Week Yield (All) | 4.59% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | 60.09% |
| One Months | 36.80% |
| Three Months | 19.63% |
| Six Months | 23.20% |
| Nine Months | 22.34% |
| One Year | 16.23% |
| Three Years | 8.04% |
| Five Years | 9.15% |
| Ten Years | -999 |
| YTD | 22.37% |
| Since Inception | 8.28% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | 0.94% |
| One Month | 2.52% |
| Three Months | 4.50% |
| Six Months | 10.80% |
| Nine Months | 16.13% |
| One Year | 16.21% |
| Three Years | 25.97% |
| Five Years | 54.71% |
| Ten Years | -999 |
| YTD | 10.96% |
| Since Inception | 79.91% |
Yearly Returns
| 2024 | 10.96% |
|---|---|
| 2023 | 16.80% |
| 2022 | -8.65% |
| 2021 | 17.97% |
| 2020 | 4.73% |
| 2019 | 15.79% |
| 2018 | -3.08% |
| 2017 | 9.59% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -1.21% |
|---|---|
| Beta | 0.52 |
| Correlation | 98.57% |
| Downside Deviation | 1.48% |
| Coefficient of determination | 97.15% |
| Standard Deviation | 1.69% |
| Sharpe Ratio | -2.14 |
| Sortino | -8.41 |
| Treynor | 20.99 |
| Ulcer Index | 1.21 |
| Ulcer Performance Index | -10.34 |