PAPI Performance — Parametric Equity Premium Income ETF
Data updated: 2026-08-21
PAPI returned +7.43% year to date and +13.85% over one year to Jun 2026. Over one year the fund trailed its US Large Value category average: $100 grew to $114, against $121 for the category. Volatility over the past 12 months was 10.07% a year. In the 12 months to Jun 2026 the fund took in a net $170.0M, and assets reached $399.84M.
PAPI Growth of $100
What $100 invested in Parametric Equity Premium Income ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Value category average over the same months.
| Period | PAPI | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $114 | $121 |
| Since data start (Oct 2023 – Jun 2026) | $130 | $162 |
PAPI Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +7.43% |
| 1 year | +13.85% |
| 3 years (annualised) | +10.06% |
PAPI Annual Returns
Calendar-year total returns of Parametric Equity Premium Income ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +7.43% |
| 2025 | +6.65% |
| 2024 | +8.88% |
| 2023 (Oct–Dec) | +4.33% |
PAPI 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 | +6.0% | +4.6% | −2.5% | −1.4% | −1.0% | +1.8% | — | — | — | — | — | — |
| 2025 | +2.5% | +1.1% | −0.4% | −3.7% | +0.2% | +1.1% | +0.1% | +4.8% | −0.2% | −2.1% | +3.4% | +0.1% |
| 2024 | −0.6% | +2.1% | +5.4% | −2.9% | +2.4% | −1.9% | +5.6% | +0.5% | +0.8% | −1.0% | +5.4% | −6.4% |
| 2023 | — | — | — | — | — | — | — | — | — | −2.4% | +2.6% | +4.2% |
PAPI Risk
Risk measures from monthly returns over Jul 2025 – Jun 2026.
- 1-year volatility (annualised): 10.07%
- Best month: +6.01% (Jan 2026)
- Worst month: −2.48% (Mar 2026)
PAPI Fund Flows
Monthly money in and out of Parametric Equity Premium Income ETF, from SEC Form N-PORT.
- 12-month net flow: $170.0M
- 12-month gross sales (incl. reinvestments): $183.3M
- Sales ÷ redemptions: 13.74×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $10.6M | $0 | $10.6M |
| May 2026 | $25.1M | $1.3M | $23.8M |
| Apr 2026 | $29.8M | $1.3M | $28.5M |
| Mar 2026 | $35.8M | $4.2M | $31.7M |
| Feb 2026 | $18.2M | $1.4M | $16.8M |
| Jan 2026 | $10.8M | $0 | $10.8M |
| Dec 2025 | $9.1M | $0 | $9.1M |
| Nov 2025 | $3.9M | $2.5M | $1.3M |
| Oct 2025 | $11.5M | $0 | $11.5M |
| Sep 2025 | $3.9M | $0 | $3.9M |
| Aug 2025 | $9.0M | $1.3M | $7.7M |
| Jul 2025 | $15.4M | $1.3M | $14.2M |
PAPI Assets Under Management
Net assets of Parametric Equity Premium Income ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $399.84M |
| 2026-03-31 | $345.98M |
| 2025-12-31 | $271.07M |
| 2025-09-30 | $250.65M |
| 2025-06-30 | $218.68M |
| 2025-03-31 | $166.79M |
| 2024-12-31 | $113.57M |
| 2024-09-30 | $76.17M |
| 2024-06-30 | $40.05M |
| 2024-03-31 | $36.52M |
| 2023-12-31 | $23.13M |
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.