PARAMETRIC EQUITY PLUS ETF
Symbol: PEPS
Exchange: NASDAQ
Sector: Technology
Category: Derivative Income
Inception date: 07/11/2024
Latest date: 03/06/2026
Current price: $32.47
Expense ratio: 0.10%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
6.44%
Ann. 123.56% (Sharpe / Sortino numerator)
Volatility
10.26%
Sharpe ratio
11.695
VaR 95%
-0.71%
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
10.83%
Ann. 42.25% (Sharpe / Sortino numerator)
Volatility
15.19%
Sharpe ratio
2.544
VaR 95%
-1.67%
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
10.79%
Ann. 22.58% (Sharpe / Sortino numerator)
Volatility
13.99%
Sharpe ratio
1.354
VaR 95%
-1.55%
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
31.83%
Ann. 33.12% (Sharpe / Sortino numerator)
Volatility
13.13%
Sharpe ratio
2.246
VaR 95%
-1.50%
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
0.114%
Best day
3.158%
Worst day
-3.111%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $32.47 | $32.47 | $32.47 | $32.47 | 100 |
| 02/06/2026 | $32.60 | $32.63 | $32.60 | $32.63 | 100 |
| 01/06/2026 | $32.59 | $32.59 | $32.59 | $32.59 | 100 |
| 29/05/2026 | $32.47 | $32.47 | $32.47 | $32.47 | 100 |
| 28/05/2026 | $32.33 | $32.33 | $32.33 | $32.33 | 100 |
| 27/05/2026 | $32.11 | $32.11 | $32.11 | $32.11 | 100 |
| 26/05/2026 | $32.08 | $32.08 | $32.08 | $32.08 | 100 |
| 22/05/2026 | $31.82 | $31.82 | $31.82 | $31.82 | 100 |
| 21/05/2026 | $31.64 | $31.64 | $31.64 | $31.64 | 100 |
| 20/05/2026 | $31.50 | $31.50 | $31.50 | $31.50 | 100 |