PARAMETRIC EQUITY PLUS ETF
Symbol: PEPS
Exchange: NASDAQ
Sector: Technology
Category: Derivative Income
Inception date: 07/11/2024
Latest date: 20/07/2026
Current price: $31.98
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
-0.08%
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
7.02%
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
10.01%
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
22.19%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.084%
Best day
3.158%
Worst day
-3.112%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $31.98 | $31.98 | $31.98 | $31.98 | 200 |
| 17/07/2026 | $31.98 | $32.06 | $31.98 | $32.06 | 100 |
| 16/07/2026 | $32.37 | $32.37 | $32.35 | $32.35 | 200 |
| 15/07/2026 | $32.56 | $32.56 | $32.56 | $32.56 | 100 |
| 14/07/2026 | $32.48 | $32.48 | $32.47 | $32.47 | 200 |
| 13/07/2026 | $32.30 | $32.30 | $32.30 | $32.30 | 100 |
| 10/07/2026 | $32.48 | $32.54 | $32.48 | $32.54 | 200 |
| 09/07/2026 | $32.42 | $32.42 | $32.42 | $32.42 | 100 |
| 08/07/2026 | $32.20 | $32.20 | $32.20 | $32.20 | 200 |
| 07/07/2026 | $32.28 | $32.28 | $32.28 | $32.28 | 100 |