ECTTX Performance — Parametric TABS 10-to-20 Year Laddered Municipal Bond Fund, Class C
Data updated: 2022-12-30
ECTTX returned −16.32% over one year to Oct 2022. The annualised 3-year return is −3.47%. The fund trailed its Municipal Bond category average: $100 invested three years ago grew to $90, against $90 for the category, and to $84 over one year, against $87. Volatility over the past three years was 7.12% a year. In the 12 months to Oct 2022 the fund lost a net $6.8M, and assets reached $10.37M.
ECTTX Growth of $100
What $100 invested in Parametric TABS 10-to-20 Year Laddered Municipal Bond Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Municipal Bond category average over the same months.
| Period | ECTTX | Category average |
|---|---|---|
| 1 year (Nov 2021 – Oct 2022) | $84 | $87 |
| 3 years (Nov 2019 – Oct 2022) | $90 | $90 |
| Since data start (Aug 2019 – Oct 2022) | $91 | $91 |
ECTTX Trailing Returns
Total returns to Oct 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −16.32% |
| 3 years (annualised) | −3.47% |
ECTTX Annual Returns
Calendar-year total returns of Parametric TABS 10-to-20 Year Laddered Municipal Bond Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Oct) | −17.33% |
| 2021 | +1.73% |
| 2020 | +6.59% |
| 2019 (Aug–Dec) | +1.49% |
ECTTX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −3.1% | −0.8% | −4.1% | −3.7% | +0.9% | −2.9% | +2.7% | −2.7% | −4.0% | −1.0% | — | — |
| 2021 | +1.0% | −2.2% | +0.5% | +1.4% | +0.7% | +0.3% | +1.1% | −0.7% | −1.1% | −0.4% | +1.2% | 0.0% |
| 2020 | +2.0% | +1.7% | −3.9% | −2.5% | +4.0% | +1.4% | +2.2% | −0.4% | −0.3% | −0.4% | +2.1% | +0.8% |
| 2019 | — | — | — | — | — | — | — | +2.1% | −0.7% | −0.2% | +0.1% | +0.2% |
ECTTX Risk
Risk measures from monthly returns over Nov 2019 – Oct 2022.
- 3-year volatility (annualised): 7.12%
- 3-year Sharpe ratio: -1.12 (vs 4.5% risk-free rate)
- Best month: +3.99% (May 2020)
- Worst month: −4.13% (Mar 2022)
ECTTX Fund Flows
Monthly money in and out of Parametric TABS 10-to-20 Year Laddered Municipal Bond Fund, from SEC Form N-PORT.
- 12-month net flow: −$6.8M
- 12-month gross sales (incl. reinvestments): $5.6M
- Sales ÷ redemptions: 0.45×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Oct 2022 | $122K | $314K | −$192K |
| Sep 2022 | $119K | $174K | −$55K |
| Aug 2022 | $283K | $522K | −$239K |
| Jul 2022 | $287K | $537K | −$250K |
| Jun 2022 | $52K | $1.4M | −$1.4M |
| May 2022 | $54K | $2.5M | −$2.4M |
| Apr 2022 | $439K | $1.5M | −$1.1M |
| Mar 2022 | $518K | $889K | −$371K |
| Feb 2022 | $149K | $1.4M | −$1.2M |
| Jan 2022 | $644K | $680K | −$35K |
| Dec 2021 | $1.4M | $1.2M | $224K |
| Nov 2021 | $1.6M | $1.3M | $242K |
ECTTX Assets Under Management
Net assets of Parametric TABS 10-to-20 Year Laddered Municipal Bond Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-10-31 | $10.37M |
| 2022-07-31 | $11.77M |
| 2022-04-30 | $15.82M |
| 2022-01-31 | $20.11M |
| 2021-10-31 | $20.33M |
| 2021-07-31 | $21.51M |
| 2021-04-30 | $20.36M |
| 2021-01-31 | $22.55M |
| 2020-10-31 | $21.25M |
| 2020-07-31 | $18.85M |
| 2020-04-30 | $14.27M |
| 2020-01-31 | $14.17M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.