PARAMETRIC HEDGED EQUITY ETF
Symbol: PHEQ
Exchange: NYSE
Sector: Technology
Category: Equity Hedged
Inception date: 16/10/2023
Latest date: 15/10/2026
Current price: $35.71
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
3.18%
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
7.25%
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
12.90%
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
26.51%
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
51.54%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.049%
Best day
1.451%
Worst day
-1.006%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $35.54 | $35.72 | $35.54 | $35.71 | 53,200 |
| 14/10/2026 | $35.71 | $35.76 | $35.60 | $35.63 | 2,800 |
| 13/10/2026 | $35.87 | $35.88 | $35.85 | $35.85 | 2,000 |
| 12/10/2026 | $35.77 | $35.87 | $35.77 | $35.83 | 2,400 |
| 09/10/2026 | $35.53 | $35.86 | $35.53 | $35.84 | 5,300 |
| 08/10/2026 | $35.77 | $35.77 | $35.69 | $35.69 | 4,600 |
| 07/10/2026 | $35.78 | $35.79 | $35.64 | $35.76 | 56,100 |
| 06/10/2026 | $35.97 | $35.97 | $35.72 | $35.77 | 12,900 |
| 05/10/2026 | $35.60 | $35.77 | $35.60 | $35.67 | 41,000 |
| 02/10/2026 | $35.57 | $35.68 | $35.55 | $35.61 | 8,900 |