Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EIVPX (Parametric Volatility Risk Premium Defen) | 4.78% | 16.87% | 13.67% | 9.78% | NA | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 09/11/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EIVPX (Parametric Volatility Risk Premium Defen) | 09/11/2018 | 06/05/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.41 | 16.87 | 13.67 | 9.78 | NA | NA | NA | … | … | 4.78 | 12.91 | 16.52 | 16.83 | -8.64 | 17.96 | 4.74 | 15.80 | -7.24 |
| Sharpe Ratio | NA | 2.16 | 1.17 | 0.74 | NA | NA | NA | … | … | 1.22 | 0.84 | 1.79 | 1.96 | -0.74 | 2.42 | 0.18 | 1.98 | -1.52 |
| Standard Deviation(%) | NA | 6.58 | 8.91 | 9.80 | NA | NA | NA | … | … | 7.37 | 12.01 | 7.21 | 6.78 | 13.65 | 7.40 | 24.42 | 7.25 | 15.62 |
| Draw Down(%) | NA | 3.81 | 12.77 | 14.07 | NA | NA | NA | … | … | 3.81 | 12.77 | 5.13 | 4.52 | 14.07 | 2.56 | 26.67 | 3.90 | 12.97 |
| Yield(%) | 0.00 | 4.30 | 4.42 | 4.33 | 2.89 | 1.93 | 1.45 | … | … | 0.00 | 4.36 | 3.04 | 5.68 | 6.70 | 1.44 | 0.78 | 1.41 | 1.14 |
Data as of 06/05/2026, Common starting date is 09/11/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EIVPX (Parametric Volatility Risk Premium Defen) |
3.70%
Sep 2019 – Sep 2022 |
6.82%
Oct 2018 – Oct 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EIVPX (Parametric Volatility Risk Premium Defen) |
16.40%
Sep 2022 – Sep 2025 |
12.49%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart