Nasdaq - Delayed Quote • USD
Parametric Commodity Strategy I (EIPCX)
At close: 8:00 PM EDT
Fund Summary
The fund invests primarily in commodity-linked derivative instruments backed by a portfolio of fixed-income securities. The fund's portfolio of fixed-income securities is generally comprised of U.S. Treasury securities and money market instruments. The average portfolio duration of the fund's fixed-income portfolio will vary and under normal market conditions is not expected to exceed one year. Commodity-linked derivative instruments include commodity index-linked swap agreements, futures, and commodity linked notes.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 29.80% |
| Worst 1Y Total Return | -- |
| Number of Years Up | 7 |
| Number of Years Down | 5 |
Performance & Risk
| YTD Return | 10.98% |
| 5y Average Return | 12.44% |
| Rank in Category (ytd) | 35 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.86 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| EIPCX | Category Average | EIPCX | Category Average | EIPCX | Category Average | |
| Alpha | 3.99 | -0 | 4.89 | 0.01 | 3.61 | 0.01 |
| BETA | 0.86 | 0.01 | 0.92 | 0.01 | 0.9 | 0.01 |
| Mean Annual Return | 1.08 | 0 | 0.99 | 0 | 0.27 | -0 |
| R-squared | 90.57 | 0.85 | 91.81 | 0.82 | 90.96 | 0.88 |
| Standard Deviation | 14.21 | 0.17 | 15.21 | 0.15 | 13.33 | 0.16 |
| Sharpe Ratio | 0.7 | 0 | 0.64 | 0 | 0.13 | -0 |
| Treynor Ratio | 11.27 | 0.05 | 9.96 | 0.05 | 1.02 | -0.04 |
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