Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EIPCX (PARAMETRIC COMMODITY STRATEGY FUND PARAMETRIC COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) | 20.66% | 39.61% | 18.01% | 14.27% | 10.86% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 06/08/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EIPCX (PARAMETRIC COMMODITY STRATEGY FUND PARAMETRIC COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) | 06/08/2011 | 06/04/2026 |
| 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 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.74 | 39.61 | 18.01 | 14.27 | 10.86 | NA | NA | … | … | 20.66 | 22.28 | 9.97 | -4.55 | 17.59 | 30.13 | 7.73 | 9.59 | -9.44 | 7.07 | 14.04 | -22.22 | -14.62 | -10.39 | 2.29 | -15.10 |
| Sharpe Ratio | NA | 2.81 | 1.20 | 0.82 | 0.71 | NA | NA | … | … | 3.30 | 1.60 | 0.58 | -0.69 | 0.80 | 2.16 | 0.43 | 0.90 | -1.04 | 0.75 | 1.12 | -1.72 | -1.56 | -1.06 | 0.18 | -1.37 |
| Standard Deviation(%) | NA | 13.99 | 12.45 | 14.68 | 13.31 | NA | NA | … | … | 17.05 | 12.21 | 11.01 | 11.91 | 20.41 | 13.96 | 17.18 | 9.03 | 10.44 | 8.55 | 12.31 | 12.92 | 9.37 | 9.81 | 12.60 | 18.32 |
| Draw Down(%) | NA | 7.26 | 10.46 | 18.00 | 28.53 | NA | NA | … | … | 7.26 | 9.15 | 10.46 | 10.17 | 18.00 | 8.04 | 26.03 | 6.94 | 12.68 | 10.09 | 6.55 | 24.50 | 21.45 | 14.82 | 14.75 | 18.66 |
| Yield(%) | 0.00 | 13.58 | 7.98 | 9.74 | 7.58 | 2.99 | 2.24 | … | … | 0.00 | 14.28 | 5.91 | 3.45 | 15.25 | 15.62 | 3.14 | 1.67 | 0.78 | 5.25 | 7.10 | 0.00 | 0.00 | 0.00 | 3.72 | 0.00 |
Data as of 06/04/2026, Common starting date is 06/08/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EIPCX (PARAMETRIC COMMODITY STRATEGY FUND PARAMETRIC COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) |
-17.31%
Jan 2013 – Jan 2016 |
-11.00%
Aug 2011 – Aug 2016 |
-1.84%
Aug 2011 – Aug 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EIPCX (PARAMETRIC COMMODITY STRATEGY FUND PARAMETRIC COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) |
27.28%
Mar 2020 – Mar 2023 |
18.87%
Mar 2020 – Mar 2025 |
11.32%
Mar 2016 – Mar 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart