EITTX Performance — Parametric TABS 10-to-20 Year Laddered Municipal Bond Fund, Class I
Data updated: 2022-12-30
EITTX returned −15.47% over one year to Oct 2022. The annualised 3-year return is −2.49%. Against its Municipal Bond category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $93, against $90 for the category, and to $85 over one year, against $87. Volatility over the past three years was 7.14% a year. In the 12 months to Oct 2022 the fund lost a net $6.8M, and assets reached $10.37M.
EITTX 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 | EITTX | Category average |
|---|---|---|
| 1 year (Nov 2021 – Oct 2022) | $85 | $87 |
| 3 years (Nov 2019 – Oct 2022) | $93 | $90 |
| Since data start (Aug 2019 – Oct 2022) | $94 | $91 |
EITTX Trailing Returns
Total returns to Oct 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −15.47% |
| 3 years (annualised) | −2.49% |
EITTX 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) | −16.62% |
| 2021 | +2.75% |
| 2020 | +7.66% |
| 2019 (Aug–Dec) | +2.02% |
EITTX 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 | −3.0% | −0.7% | −4.0% | −3.6% | +0.9% | −2.8% | +2.9% | −2.7% | −3.8% | −1.0% | — | — |
| 2021 | +1.1% | −2.2% | +0.7% | +1.5% | +0.8% | +0.4% | +1.1% | −0.5% | −1.0% | −0.4% | +1.3% | +0.1% |
| 2020 | +2.1% | +1.8% | −3.8% | −2.4% | +4.1% | +1.4% | +2.3% | −0.4% | −0.3% | −0.3% | +2.2% | +0.9% |
| 2019 | — | — | — | — | — | — | — | +2.3% | −0.7% | 0.0% | +0.2% | +0.3% |
EITTX Risk
Risk measures from monthly returns over Nov 2019 – Oct 2022.
- 3-year volatility (annualised): 7.14%
- 3-year Sharpe ratio: -0.98 (vs 4.5% risk-free rate)
- Best month: +4.08% (May 2020)
- Worst month: −4.05% (Mar 2022)
EITTX 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 |
EITTX 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.