Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EIPCX (PARAMETRIC COMMODITY STRATEGY FUND PARAMETRIC COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) | 7.47% | 7.47% | 5.05% | 16.26% | 6.17% | NA | NA | 1.09% |
Data as of 06/30/2025, AR inception 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 | 06/30/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.36 | 7.47 | 5.05 | 16.26 | 6.17 | NA | NA | 1.09 | 7.47 | 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 | 0.43 | 0.07 | 1.03 | 0.37 | NA | NA | 0.01 | 1.08 | 0.31 | -0.75 | 0.80 | 2.16 | 0.43 | 0.91 | -1.03 | 0.76 | 1.12 | -1.72 | -1.56 | -1.06 | 0.18 | -1.37 |
| Standard Deviation(%) | NA | 12.52 | 13.46 | 14.35 | 13.31 | NA | NA | 13.00 | 13.36 | 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 | 9.15 | 10.46 | 18.00 | 28.53 | NA | NA | 54.14 | 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 | 5.35 | 7.06 | 11.05 | 5.34 | 2.41 | 1.81 | 2.58 | 0.00 | 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 06/30/2025, AR inception 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 |
6.41%
Mar 2015 - Mar 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart