PARAMETRIC EQUITY PLUS ETF
Symbol: PEPS
Exchange: NASDAQ
Sector: Technology
Category: Derivative Income
Inception date: 07/11/2024
Latest date: 15/10/2026
Current price: $33.38
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
3.00%
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
2.77%
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
12.57%
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
18.44%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.071%
Best day
3.158%
Worst day
-3.031%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $33.30 | $33.38 | $33.26 | $33.38 | 800 |
| 14/10/2026 | $33.24 | $33.24 | $33.24 | $33.24 | 100 |
| 13/10/2026 | $33.75 | $33.75 | $33.70 | $33.70 | 200 |
| 12/10/2026 | $33.74 | $33.74 | $33.69 | $33.69 | 1,000 |
| 09/10/2026 | $33.70 | $33.70 | $33.70 | $33.70 | 100 |
| 08/10/2026 | $33.46 | $33.46 | $33.46 | $33.46 | 100 |
| 07/10/2026 | $33.63 | $33.63 | $33.60 | $33.60 | 200 |
| 06/10/2026 | $33.61 | $33.61 | $33.61 | $33.61 | 100 |
| 05/10/2026 | $33.32 | $33.47 | $33.32 | $33.47 | 400 |
| 02/10/2026 | $33.21 | $33.21 | $33.21 | $33.21 | 100 |