PARAMETRIC HEDGED EQUITY ETF
Symbol: PHEQ
Exchange: NYSE
Sector: Technology
Category: Equity Hedged
Inception date: 16/10/2023
Latest date: 03/06/2026
Current price: $34.38
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
1.64%
Ann. -11.62% (Sharpe / Sortino numerator)
Volatility
9.76%
Sharpe ratio
-1.561
VaR 95%
-0.86%
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
6.13%
Ann. -5.89% (Sharpe / Sortino numerator)
Volatility
7.52%
Sharpe ratio
-1.266
VaR 95%
-0.86%
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
6.13%
Ann. 1.80% (Sharpe / Sortino numerator)
Volatility
6.89%
Sharpe ratio
-0.266
VaR 95%
-0.83%
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
15.96%
Ann. 12.68% (Sharpe / Sortino numerator)
Volatility
10.63%
Sharpe ratio
0.851
VaR 95%
-0.83%
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
28.38%
Ann. 10.65% (Sharpe / Sortino numerator)
Volatility
9.30%
Sharpe ratio
0.755
VaR 95%
-0.86%
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
45.37%
Ann. 15.29% (Sharpe / Sortino numerator)
Volatility
8.80%
Sharpe ratio
1.330
VaR 95%
-0.83%
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
0.06%
Best day
1.451%
Worst day
-1.301%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $34.34 | $34.43 | $34.33 | $34.38 | 8,200 |
| 02/06/2026 | $34.45 | $34.46 | $34.39 | $34.45 | 1,600 |
| 01/06/2026 | $34.38 | $34.45 | $34.34 | $34.43 | 32,500 |
| 29/05/2026 | $34.14 | $34.49 | $34.14 | $34.44 | 46,300 |
| 28/05/2026 | $34.40 | $34.46 | $34.29 | $34.41 | 6,100 |
| 27/05/2026 | $34.34 | $34.37 | $34.27 | $34.34 | 14,600 |
| 26/05/2026 | $34.32 | $34.41 | $34.30 | $34.38 | 15,200 |
| 22/05/2026 | $34.34 | $34.39 | $34.29 | $34.35 | 8,900 |
| 21/05/2026 | $34.29 | $34.29 | $34.09 | $34.27 | 4,400 |
| 20/05/2026 | $34.24 | $34.24 | $34.06 | $34.17 | 6,400 |