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Morningstar

Parametric Volatil Risk Prm-Defensv I EIVPX

Morningstar Medalist Rating
Medalist Rating as of | See Eaton Vance Investment Hub
  • NAV / 1-Day Return 14.47  /  +0.21 %
  • Total Assets 887.5 Mil
  • Adj. Expense Ratio
    0.490%
  • Expense Ratio 0.490%
  • 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 2.11%
  • Turnover 13%

USD | NAV as of May 09, 2024 | 1-Day Return as of May 09, 2024, 10:11 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.

  • 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 unique approach to managing risk.

Analyst Zachary Evens

Zachary Evens

Analyst

Summary

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.

by Zachary Evens
Rated on Published on

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Portfolio Holdings EIVPX

More EIVPX Holdings
  • Current Portfolio Date
  • Equity Holdings —
  • Bond Holdings —
  • Other Holdings —
  • % Assets in Top 10 Holdings 18.3
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector

United States Treasury Bills 0%

6.14 54.6 Mil
Government

United States Treasury Bills 0%

6.03 53.7 Mil
Government

United States Treasury Bills 0%

5.28 46.9 Mil
Government

Msilf Government Portfolio Msilf Government Portfolio

4.14 36.9 Mil
Cash and Equivalents

Microsoft Corp

3.90 34.7 Mil
Technology

Apple Inc

3.13 27.8 Mil
Technology

NVIDIA Corp

2.93 26.0 Mil
Technology

United States Treasury Bills 0%

2.47 21.9 Mil
Government

United States Treasury Bills 0%

2.15 19.1 Mil
Government

United States Treasury Notes 1.25%

2.01 17.9 Mil
Government