PARAMETRIC EQUITY PREMIUM INCOME ETF
Symbol: PAPI
Exchange: NYSE
Sector: Technology
Category: Derivative Income
Inception date: 16/10/2023
Latest date: 20/07/2026
Current price: $27.50
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
4.60%
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
4.94%
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
6.89%
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
16.20%
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
18.79%
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
35.39%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.062%
Best day
1.989%
Worst day
-1.743%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $27.62 | $27.62 | $27.47 | $27.50 | 58,600 |
| 17/07/2026 | $27.73 | $27.97 | $27.52 | $27.62 | 25,100 |
| 16/07/2026 | $27.25 | $27.69 | $27.25 | $27.69 | 130,000 |
| 15/07/2026 | $27.09 | $27.56 | $27.09 | $27.15 | 120,400 |
| 14/07/2026 | $27.20 | $27.88 | $27.11 | $27.14 | 92,200 |
| 13/07/2026 | $27.45 | $27.45 | $27.27 | $27.31 | 32,200 |
| 10/07/2026 | $27.05 | $27.23 | $27.05 | $27.14 | 77,100 |
| 09/07/2026 | $26.96 | $27.04 | $26.86 | $26.96 | 49,700 |
| 08/07/2026 | $27.21 | $27.21 | $26.92 | $26.96 | 55,800 |
| 07/07/2026 | $27.19 | $27.35 | $27.07 | $27.13 | 83,800 |