PARAMETRIC HEDGED EQUITY ETF
Symbol: PHEQ
Exchange: NYSE
Sector: Technology
Category: Equity Hedged
Inception date: 16/10/2023
Latest date: 20/07/2026
Current price: $34.43
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
0.26%
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
2.82%
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
6.42%
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
12.12%
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
26.09%
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
45.91%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.047%
Best day
1.451%
Worst day
-1.301%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $34.60 | $34.60 | $34.40 | $34.43 | 13,400 |
| 17/07/2026 | $34.07 | $34.52 | $34.07 | $34.48 | 17,400 |
| 16/07/2026 | $34.56 | $34.68 | $34.53 | $34.58 | 29,600 |
| 15/07/2026 | $34.59 | $34.71 | $34.59 | $34.66 | 16,600 |
| 14/07/2026 | $34.62 | $34.65 | $34.56 | $34.63 | 9,700 |
| 13/07/2026 | $34.63 | $34.63 | $34.53 | $34.59 | 13,700 |
| 10/07/2026 | $34.61 | $34.69 | $34.58 | $34.60 | 55,000 |
| 09/07/2026 | $34.48 | $34.62 | $34.48 | $34.59 | 1,600 |
| 08/07/2026 | $34.40 | $34.49 | $34.33 | $34.44 | 15,600 |
| 07/07/2026 | $34.57 | $34.62 | $34.44 | $34.53 | 4,000 |