Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EAPCX (PARAMETRIC COMMODITY STRATEGY FUND PARAMETRIC COMMODITY STRATEGY FUND INVESTOR CLASS) | 21.53% | 40.50% | 18.06% | 14.47% | 10.77% | NA | NA | … | … |
Data as of 06/03/2026, Common starting date is 01/06/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EAPCX (PARAMETRIC COMMODITY STRATEGY FUND PARAMETRIC COMMODITY STRATEGY FUND INVESTOR CLASS) | 01/06/2012 | 06/03/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.02 | 40.50 | 18.06 | 14.47 | 10.77 | NA | NA | … | … | 21.53 | 22.07 | 9.64 | -4.72 | 17.08 | 29.92 | 7.67 | 9.19 | -9.60 | 6.71 | 13.79 | -22.36 | -13.55 | -10.64 | 0.99 |
| Sharpe Ratio | NA | 2.76 | 1.18 | 0.80 | 0.69 | NA | NA | … | … | 3.31 | 1.56 | 0.55 | -0.71 | 0.77 | 2.12 | 0.43 | 0.89 | -1.08 | 0.70 | 1.09 | -1.73 | -1.46 | -1.10 | 0.08 |
| Standard Deviation(%) | NA | 14.13 | 12.48 | 14.68 | 13.30 | NA | NA | … | … | 16.95 | 12.35 | 10.90 | 11.92 | 20.34 | 14.09 | 17.26 | 8.64 | 10.24 | 8.73 | 12.44 | 12.96 | 9.31 | 9.72 | 12.39 |
| Draw Down(%) | NA | 7.22 | 10.57 | 18.05 | 28.80 | NA | NA | … | … | 7.22 | 9.09 | 10.57 | 10.12 | 18.05 | 8.12 | 26.04 | 6.82 | 12.70 | 10.36 | 6.60 | 24.65 | 20.39 | 15.07 | 14.75 |
| Yield(%) | 0.00 | 13.48 | 7.80 | 9.69 | 7.42 | 3.43 | 2.57 | … | … | 0.00 | 14.14 | 5.71 | 3.20 | 15.09 | 15.50 | 3.04 | 1.21 | 0.37 | 5.08 | 7.00 | 0.00 | 1.30 | 0.00 | 3.64 |
Data as of 06/03/2026, Common starting date is 01/06/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EAPCX (PARAMETRIC COMMODITY STRATEGY FUND PARAMETRIC COMMODITY STRATEGY FUND INVESTOR CLASS) |
-17.10%
Jan 2013 – Jan 2016 |
-7.84%
Sep 2012 – Sep 2017 |
0.42%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EAPCX (PARAMETRIC COMMODITY STRATEGY FUND PARAMETRIC COMMODITY STRATEGY FUND INVESTOR CLASS) |
26.94%
Mar 2020 – Mar 2023 |
18.52%
Mar 2020 – Mar 2025 |
11.06%
Mar 2016 – Mar 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart