EIVPX Performance — Parametric Volatility Risk Premium - Defensive Fund, Class I
Data updated: 2026-09-24
EIVPX returned +6.65% year to date and +14.31% over one year to Jul 2026. Annualised returns are +12.85% over 3 years and +9.62% over 5 years. The fund beat its Moderate Allocation category average: $100 invested three years ago grew to $144, against $134 for the category, and to $114 over one year, against $112. Volatility over the past three years was 6.00% a year. In the 12 months to Jul 2026 the fund took in a net $149.8M, and assets reached $1.43B.
EIVPX Growth of $100
What $100 invested in Parametric Volatility Risk Premium - Defensive Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Moderate Allocation category average over the same months.
| Period | EIVPX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $114 | $112 |
| 3 years (Aug 2023 – Jul 2026) | $144 | $134 |
| 5 years (Aug 2021 – Jul 2026) | $158 | $129 |
| Since data start (Aug 2019 – Jul 2026) | $195 | $154 |
EIVPX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +6.65% |
| 1 year | +14.31% |
| 3 years (annualised) | +12.85% |
| 5 years (annualised) | +9.62% |
EIVPX Annual Returns
Calendar-year total returns of Parametric Volatility Risk Premium - Defensive Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +6.65% |
| 2025 | +12.88% |
| 2024 | +16.50% |
| 2023 | +16.79% |
| 2022 | −8.64% |
| 2021 | +17.96% |
| 2020 | +4.75% |
| 2019 (Aug–Dec) | +5.68% |
EIVPX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.1% | +0.4% | −1.8% | +4.1% | +2.4% | −0.1% | +0.4% | — | — | — | — | — |
| 2025 | +1.8% | −0.3% | −3.1% | −0.4% | +3.0% | +2.7% | +1.6% | +1.8% | +1.9% | +1.6% | +1.0% | +0.7% |
| 2024 | +1.3% | +2.8% | +2.1% | −1.9% | +2.9% | +2.1% | +0.8% | +0.9% | +1.4% | +0.1% | +3.6% | −0.7% |
| 2023 | +3.6% | −0.6% | +2.5% | +1.8% | +1.0% | +3.2% | +1.8% | −0.2% | −2.7% | −0.4% | +3.6% | +2.2% |
| 2022 | −3.2% | −1.0% | +2.4% | −4.8% | +0.2% | −4.6% | +4.7% | −2.5% | −5.5% | +4.8% | +3.5% | −2.2% |
| 2021 | 0.0% | +1.8% | +3.2% | +2.4% | +0.8% | +1.5% | +1.3% | +1.9% | −2.2% | +3.4% | −0.4% | +2.9% |
| 2020 | 0.0% | −6.5% | −10.2% | +5.9% | +2.8% | +1.6% | +3.6% | +3.3% | −1.5% | −1.5% | +5.9% | +2.7% |
| 2019 | — | — | — | — | — | — | — | −0.5% | +1.4% | +1.7% | +1.5% | +1.5% |
EIVPX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 6.00%
- 3-year Sharpe ratio: 1.39 (vs 4.5% risk-free rate)
- Best month: +4.08% (Apr 2026)
- Worst month: −3.07% (Mar 2025)
EIVPX Fund Flows
Monthly money in and out of Parametric Volatility Risk Premium - Defensive Fund, from SEC Form N-PORT.
- 12-month net flow: $149.8M
- 12-month gross sales (incl. reinvestments): $278.1M
- Sales ÷ redemptions: 2.17×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $15.0M | $5.7M | $9.3M |
| Jun 2026 | $19.2M | $6.9M | $12.3M |
| May 2026 | $27.0M | $6.5M | $20.4M |
| Apr 2026 | $16.8M | $19.7M | −$3.0M |
| Mar 2026 | $11.0M | $15.5M | −$4.5M |
| Feb 2026 | $19.1M | $4.2M | $14.9M |
| Jan 2026 | $59.4M | $9.1M | $50.3M |
| Dec 2025 | $62.4M | $26.1M | $36.2M |
| Nov 2025 | $5.7M | $7.1M | −$1.4M |
| Oct 2025 | $12.0M | $6.0M | $6.0M |
| Sep 2025 | $14.6M | $10.7M | $3.9M |
| Aug 2025 | $16.0M | $10.8M | $5.3M |
EIVPX Assets Under Management
Net assets of Parametric Volatility Risk Premium - Defensive Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $1.43B |
| 2026-04-30 | $1.35B |
| 2026-01-31 | $1.31B |
| 2025-10-31 | $1.24B |
| 2025-07-31 | $1.16B |
| 2025-04-30 | $1.09B |
| 2025-01-31 | $1.13B |
| 2024-10-31 | $1.08B |
| 2024-07-31 | $1.02B |
| 2024-04-30 | $887.49M |
| 2024-01-31 | $843.94M |
| 2023-10-31 | $762.43M |
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.