Parametric Volatility Risk Premium Defensive Fund’s systematic approach to options selling offers a compelling way for investors to realize some of the equity market’s upside while experiencing a fraction of its volatility.
Parametric Volatil Risk Prm-Defensv I EIVPX
- NAV / 1-Day Return 15.40 / +0.46 %
- Total Assets 1.1 Bil
-
Adj. Expense Ratio
- Expense Ratio 0.470%
- Distribution Fee Level Low
- Share Class Type Institutional
- Category Options Trading
- Alt Style Correlation / Relative Volatility High/Medium
- Min. Initial Investment 0
- Status Open
- TTM Yield 1.95%
- Turnover 13%
USD | NAV as of Oct 04, 2024 | 1-Day Return as of Oct 04, 2024, 10:28 PM GMT+0
Morningstar’s Analysis EIVPX
Will EIVPX outperform in future?
Get our overall rating based on a fundamental assessment of the pillars below.
People Pillar
Parent Pillar
- Current Portfolio Date
- Equity Holdings —
- Bond Holdings —
- Other Holdings —
- % Assets in Top 10 Holdings 18.2
Top 10 Holdings
|
% Portfolio Weight
|
Market Value USD
|
Sector
|
---|---|---|---|
United States Treasury Bills 0% | 5.46 | 55.6 Mil | Government |
United States Treasury Notes 2.75% | 4.82 | 49.1 Mil | Government |
Apple Inc | 3.55 | 36.1 Mil | Technology |
Microsoft Corp | 3.44 | 35.0 Mil | Technology |
United States Treasury Notes 2.75% | 3.23 | 32.9 Mil | Government |
NVIDIA Corp | 3.19 | 32.5 Mil | Technology |
Msilf Government Portfolio Msilf Government Portfolio | 3.14 | 32.0 Mil | Cash and Equivalents |
United States Treasury Bills 0% | 2.77 | 28.2 Mil | Government |
United States Treasury Bills 0% | 2.64 | 26.8 Mil | Government |
United States Treasury Bills 0% | 2.48 | 25.2 Mil | Government |