Morningstar

Parametric Volatil Risk Prm-Defensv I EIVPX

Morningstar Medalist Rating
Medalist Rating as of | See Eaton Vance Investment Hub
  • NAV / 1-Day Return 15.35  /  +0.13 %
  • Total Assets 1.0 Bil
  • 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 0
  • Status Open
  • TTM Yield 1.98%
  • Turnover 13%

USD | NAV as of Sep 26, 2024 | 1-Day Return as of Sep 26, 2024, 10:13 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 18.2
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

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