PARAMETRIC HEDGED EQUITY ETF
Symbol: PHEQ
Exchange: NYSE ARCA
Sector: Technology
Category: Equity Hedged
Inception Date: 16/10/2023
Latest Date: 17/04/2026
Current Price: $33.52
Expense Ratio: 0.29%
Assets Under Management
$121.8M
0.15% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
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Performance Metrics
Return
4.50%
Volatility
9.76%
Sharpe Ratio
-1.561
VaR 95%
-0.86%
CVaR 95%:
-0.86%
Max Drawdown:
-3.29%
Sortino Ratio:
-3.779
Calmar Ratio:
-3.53
Return
3.36%
Volatility
7.52%
Sharpe Ratio
-1.266
VaR 95%
-0.86%
CVaR 95%:
-0.92%
Max Drawdown:
-4.35%
Sortino Ratio:
-2.057
Calmar Ratio:
-1.36
Return
4.71%
Volatility
6.89%
Sharpe Ratio
-0.266
VaR 95%
-0.83%
CVaR 95%:
-0.96%
Max Drawdown:
-4.35%
Sortino Ratio:
-0.399
Calmar Ratio:
0.41
Return
22.95%
Volatility
10.63%
Sharpe Ratio
0.851
VaR 95%
-0.83%
CVaR 95%:
-1.51%
Max Drawdown:
-4.39%
Sortino Ratio:
1.001
Calmar Ratio:
2.89
Return
28.56%
Volatility
9.30%
Sharpe Ratio
0.755
VaR 95%
-0.86%
CVaR 95%:
-1.40%
Max Drawdown:
-12.55%
Sortino Ratio:
0.869
Calmar Ratio:
0.85
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.085%
Best Day
1.989%
12/05/2025
Worst Day
-1.301%
10/10/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $33.47 | $33.56 | $33.45 | $33.52 | 16,500 |
| 16/04/2026 | $33.46 | $33.46 | $33.30 | $33.31 | 6,900 |
| 15/04/2026 | $33.31 | $33.39 | $33.21 | $33.39 | 9,500 |
| 14/04/2026 | $32.77 | $33.28 | $32.77 | $33.19 | 18,200 |
| 13/04/2026 | $32.79 | $33.03 | $32.76 | $33.02 | 5,900 |
| 10/04/2026 | $32.87 | $32.88 | $32.80 | $32.84 | 3,100 |
| 02/04/2026 | $31.96 | $32.20 | $31.96 | $32.20 | 14,600 |
| 01/04/2026 | $32.16 | $32.25 | $32.11 | $32.13 | 32,500 |
| 31/03/2026 | $31.75 | $32.06 | $31.75 | $31.96 | 21,000 |
| 30/03/2026 | $31.64 | $31.68 | $31.37 | $31.50 | 32,800 |