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Morningstar

Parametric Volatil Risk Prm-Defensv I EIVPX

Morningstar Analyst Rating
Analyst rating as of
  • NAV / 1-Day Return 12.63  /  0.40 %
  • Total Assets 690.2 Mil
  • Adj. Expense Ratio
    0.470%
  • 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 —
  • Status Open
  • TTM Yield 0.88%
  • Turnover 12%

USD | NAV as of Jan 26, 2023 | 1-Day Return as of Jan 26, 2023, 11:10 PM GMT+00:00

Morningstar’s Analysis EIVPX

Will EIVPX outperform in future?

Get our overall rating based on a fundamental assessment of the pillars below.

Process Pillar

The Process Pillar is our assessment of how sensible, clearly defined, and repeatable EIVPX’s performance objective and investment process is for both security selection and portfolio construction.

People Pillar

The People Pillar is our evaluation of the EIVPX management team’s experience and ability. We find that high-quality management teams deliver superior performance relative to their benchmarks and/or peers.

Parent Pillar

The Parent Pillar is our rating of EIVPX’s parent organization’s priorities and whether they’re in line with investors’ interests.

A considered approach that has struggled in recent times.

Director

Summary

| by Simon Scott

The Parametric Volatility Risk Premium Fund uses a thoughtful, systematic approach to options trading avoiding both leverage and forecasting. The strategy earns a Morningstar Analyst Rating of Bronze for its only share class thanks to fee advantage and constant evolution.

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