Morningstar

Parametric Volatility Risk Premium Defense Fund Class I EIVPX

Morningstar Medalist Rating
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Medalist Rating as of See Eaton Vance Investment Hub
  • NAV / 1-Day Return $18.35  /  +0.38 %
  • Fund Size $1.5B
  • Adjusted Expense Ratio 0.460%
  • Net Expense Ratio 0.460%
  • Fee Level: Distribution Low
  • Share Class Type Institutional
  • Morningstar Category Equity Hedged
  • Equity Style Box (Funds) Large Blend
  • Minimum Initial Investment $1M
  • Investment Status Open
  • TTM Yield 1.92%
  • Turnover Ratio 25%
NAV and 1-Day Return as of

Morningstar’s Analysis EIVPX

Will EIVPX outperform in the future?

Get our overall rating based on a fundamental assessment of the pillars below.

  • Process Pillar

    The Process Pillar is our assessment of how sensible, clearly defined, and repeatable EIVPX’s performance objective and investment process is for both security selection and portfolio construction.

  • People Pillar

    The People Pillar is our evaluation of the EIVPX management team’s experience and ability. We find that high-quality management teams deliver superior performance relative to their benchmarks and/or peers.

  • Parent Pillar

    The Parent Pillar is our rating of EIVPX’s parent organization’s priorities and whether they’re in line with investors’ interests.

A compelling approach to managing risk.

Analyst Zachary Evens

Zachary Evens

Analyst

Summary

Parametric Volatility Risk Premium Defensive’s systematic approach to options-selling offers a compelling way for investors to realize some of the stock market’s upside while experiencing a fraction of its volatility.

by Zachary Evens
Rated on Published on

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Portfolio Holdings EIVPX

More EIVPX Holdings
  • Current Portfolio Date
  • Equity Holdings —
  • Bond Holdings —
  • Other Holdings —
  • % Assets in Top 10 Holdings 20.2
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector

Morgan Stanley Inst Lqudty Gov Sec Ins

9.04 130M
Cash and Equivalents

United States Treasury Notes 2.625%

4.49 64M
Government

United States Treasury Notes 2.375%

4.48 64M
Government

NVIDIA Corp

4.23 61M
Technology

United States Treasury Notes 3.75%

4.17 60M
Government

Apple Inc

3.65 52M
Technology

United States Treasury Bills 0%

3.37 48M
Government

Microsoft Corp

2.97 43M
Technology

United States Treasury Notes 3.25%

2.77 40M
Government

United States Treasury Notes 1.625%

2.29 33M
Cash and Equivalents

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