PARAMETRIC EQUITY PREMIUM INCOME ETF
Symbol: PAPI
Exchange: NYSE
Sector: Technology
Category: Derivative Income
Inception date: 16/10/2023
Latest date: 15/10/2026
Current price: $27.44
Expense ratio: 0.29%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.38%
Ann. -30.29% (Sharpe / Sortino numerator)
Volatility
11.77%
Sharpe ratio
-2.882
VaR 95%
-1.43%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
2.96%
Ann. 31.98% (Sharpe / Sortino numerator)
Volatility
11.37%
Sharpe ratio
2.494
VaR 95%
-0.98%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
6.80%
Ann. 19.19% (Sharpe / Sortino numerator)
Volatility
10.86%
Sharpe ratio
1.433
VaR 95%
-1.12%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
14.92%
Ann. 10.56% (Sharpe / Sortino numerator)
Volatility
14.22%
Sharpe ratio
0.487
VaR 95%
-1.22%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
15.30%
Ann. 8.41% (Sharpe / Sortino numerator)
Volatility
12.49%
Sharpe ratio
0.383
VaR 95%
-1.14%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
36.71%
Ann. 9.82% (Sharpe / Sortino numerator)
Volatility
11.91%
Sharpe ratio
0.524
VaR 95%
-1.10%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.057%
Best day
1.989%
Worst day
-1.567%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $27.40 | $27.62 | $27.17 | $27.44 | 120,800 |
| 14/10/2026 | $27.13 | $27.18 | $26.95 | $27.18 | 42,600 |
| 13/10/2026 | $26.93 | $27.09 | $26.89 | $27.06 | 60,700 |
| 12/10/2026 | $26.81 | $26.93 | $26.74 | $26.93 | 36,700 |
| 09/10/2026 | $26.88 | $26.88 | $26.66 | $26.70 | 186,100 |
| 08/10/2026 | $26.56 | $26.92 | $26.47 | $26.84 | 111,000 |
| 07/10/2026 | $26.61 | $26.61 | $26.42 | $26.45 | 88,200 |
| 06/10/2026 | $26.74 | $26.75 | $26.51 | $26.63 | 101,700 |
| 05/10/2026 | $26.43 | $26.91 | $26.39 | $26.60 | 141,900 |
| 02/10/2026 | $26.61 | $26.61 | $26.46 | $26.53 | 143,400 |