ESATX Performance — Parametric Research Affiliates Systematic Alternative Risk Premia Fund, Institutional Class
Data updated: 2020-06-26
In the 12 months to Apr 2020 the fund took in a net $2.9M, and assets reached $15.84M.
ESATX Growth of $100
What $100 invested in Parametric Research Affiliates Systematic Alternative Risk Premia Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Moderate Allocation category average over the same months.
| Period | ESATX | Category average |
|---|---|---|
| Since data start (Aug 2019 – Apr 2020) | $63 | $96 |
ESATX Annual Returns
Calendar-year total returns of Parametric Research Affiliates Systematic Alternative Risk Premia Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Apr) | −39.96% |
| 2019 (Aug–Dec) | +5.71% |
ESATX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | −4.6% | −7.4% | −29.9% | −3.1% | — | — | — | — | — | — | — | — |
| 2019 | — | — | — | — | — | — | — | +2.4% | −0.8% | +1.5% | +0.9% | +1.6% |
ESATX Risk
Risk measures from monthly returns over Aug 2019 – Apr 2020.
- Best month: +2.37% (Aug 2019)
- Worst month: −29.88% (Mar 2020)
ESATX Fund Flows
Monthly money in and out of Parametric Research Affiliates Systematic Alternative Risk Premia Fund, from SEC Form N-PORT.
- 12-month net flow: $2.9M
- 12-month gross sales (incl. reinvestments): $5.9M
- Sales ÷ redemptions: 1.97×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Apr 2020 | $139K | $9K | $130K |
| Mar 2020 | $533K | $1.1M | −$550K |
| Feb 2020 | $275K | $358K | −$83K |
| Jan 2020 | $717K | $214K | $503K |
| Dec 2019 | $2.7M | $740K | $1.9M |
| Nov 2019 | $870K | $51K | $819K |
| Oct 2019 | $184K | $289K | −$105K |
| Sep 2019 | $70K | $41K | $29K |
| Aug 2019 | $464K | $207K | $257K |
ESATX Assets Under Management
Net assets of Parametric Research Affiliates Systematic Alternative Risk Premia Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-04-30 | $15.84M |
| 2020-01-31 | $25.82M |
| 2019-10-31 | $25.11M |
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 Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date.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.