PARAMETRIC EQUITY PREMIUM INCOME ETF
Symbol: PAPI
Exchange: NYSE
Sector: Technology
Category: Derivative Income
Inception date: 16/10/2023
Latest date: 03/06/2026
Current price: $26.42
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
0.28%
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
-4.31%
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
5.78%
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
12.40%
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
13.69%
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
26.49%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.049%
Best day
2.177%
Worst day
-1.743%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $26.42 | $26.63 | $26.42 | $26.42 | 53,000 |
| 02/06/2026 | $26.40 | $26.53 | $26.31 | $26.49 | 125,000 |
| 01/06/2026 | $26.34 | $26.42 | $26.31 | $26.38 | 36,700 |
| 29/05/2026 | $26.50 | $26.59 | $26.40 | $26.43 | 40,300 |
| 28/05/2026 | $26.65 | $26.75 | $26.62 | $26.69 | 46,700 |
| 27/05/2026 | $26.81 | $26.81 | $26.65 | $26.67 | 53,700 |
| 26/05/2026 | $26.86 | $26.86 | $26.66 | $26.70 | 45,800 |
| 22/05/2026 | $26.68 | $26.74 | $26.52 | $26.72 | 132,100 |
| 21/05/2026 | $26.40 | $26.45 | $26.10 | $26.45 | 28,600 |
| 20/05/2026 | $26.21 | $26.40 | $26.21 | $26.40 | 46,200 |