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Trending ETFs

Name

As of

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

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Vitals

YTD Return

-40.6%

1 yr return

-40.3%

3 Yr Avg Return

N/A

5 Yr Avg Return

N/A

Net Assets

$10.3 M

Holdings in Top 10

N/A

52 WEEK LOW AND HIGH

N/A
N/A
N/A

Expenses

OPERATING FEES

Expense Ratio 2.28%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover 0.00%

Redemption Fee N/A


Min Investment

Standard (Taxable)

$50,000

IRA

N/A


Fund Classification

Fund Type

Open End Mutual Fund


Name

As of

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

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ESATX - Profile

Distributions

  • YTD Total Return -40.6%
  • 3 Yr Annualized Total Return N/A
  • 5 Yr Annualized Total Return N/A
  • Capital Gain Distribution Frequency N/A
  • Net Income Ratio 1.50%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Annually

Fund Details

  • Legal Name
    Parametric Research Affiliates Systematic Alternative Risk Premia Fund
  • Fund Family Name
    Eaton Vance
  • Inception Date
    Aug 01, 2018
  • Shares Outstanding
    1847007
  • Share Class
    Inst
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    Christopher Haskamp

Fund Description


ESATX - Performance

Return Ranking - Trailing

Period ESATX Return Category Return Low Category Return High Rank in Category (%)
YTD -40.6% -47.2% 16.8% 97.30%
1 Yr -40.3% -53.8% 9.9% 94.52%
3 Yr N/A* -30.7% 5.4% N/A
5 Yr N/A* -34.1% 5.7% N/A
10 Yr N/A* -14.6% 10.7% N/A

* Annualized

Return Ranking - Calendar

Period ESATX Return Category Return Low Category Return High Rank in Category (%)
2023 6.4% -39.6% 40.4% 26.03%
2022 N/A -32.1% 18.9% N/A
2021 N/A -24.8% 48.2% N/A
2020 N/A -51.7% 12.8% N/A
2019 N/A -24.6% 18.1% N/A

Total Return Ranking - Trailing

Period ESATX Return Category Return Low Category Return High Rank in Category (%)
YTD -40.6% -47.2% 16.8% 97.30%
1 Yr -40.3% -53.8% 9.9% 94.52%
3 Yr N/A* -30.7% 5.4% N/A
5 Yr N/A* -34.1% 5.7% N/A
10 Yr N/A* -14.6% 10.7% N/A

* Annualized

Total Return Ranking - Calendar

Period ESATX Return Category Return Low Category Return High Rank in Category (%)
2023 6.4% -39.6% 40.4% 26.03%
2022 N/A -32.1% 18.9% N/A
2021 N/A -19.4% 48.2% N/A
2020 N/A -51.7% 12.8% N/A
2019 N/A -24.6% 18.1% N/A

ESATX - Holdings

Concentration Analysis

ESATX Category Low Category High ESATX % Rank
Net Assets 10.3 M 850 K 2 B 67.53%
Number of Holdings N/A 3 2789 N/A
Net Assets in Top 10 N/A -950 M 911 M N/A
Weighting of Top 10 N/A 0.0% 96.5% N/A

Top 10 Holdings

Asset Allocation

Weighting Return Low Return High ESATX % Rank
Stocks
0.00% -12.15% 79.73% N/A
Preferred Stocks
0.00% 0.00% 2.62% N/A
Other
0.00% -202.38% 94.35% N/A
Convertible Bonds
0.00% 0.00% 20.60% N/A
Cash
0.00% 5.65% 527.15% N/A
Bonds
0.00% -448.46% 60.50% N/A

ESATX - Expenses

Operational Fees

ESATX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 2.28% 0.76% 17.48% 60.27%
Management Fee 0.80% 0.50% 1.75% 52.38%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee N/A 0.04% 0.30% N/A

Sales Fees

ESATX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 4.75% 5.75% N/A
Deferred Load N/A 1.00% 1.00% N/A

Trading Fees

ESATX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 0.25% 2.00% N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

ESATX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 0.00% 0.00% 326.00% 3.85%

ESATX - Distributions

Dividend Yield Analysis

ESATX Category Low Category High ESATX % Rank
Dividend Yield 0.00% 0.00% 1.58% 44.05%

Dividend Distribution Analysis

ESATX Category Low Category High Category Mod
Dividend Distribution Frequency Annually Annually Annually Annually

Net Income Ratio Analysis

ESATX Category Low Category High ESATX % Rank
Net Income Ratio 1.50% -1.60% 3.37% 15.07%

Capital Gain Distribution Analysis

ESATX Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Annually

Distributions History

View More +

ESATX - Fund Manager Analysis

Managers

Christopher Haskamp


Start Date

Tenure

Tenure Rank

Jul 31, 2018

1.92

1.9%

Mr. Haskamp joined Parametric in 2007. Chris is dedicated to portfolio management and leading research projects in the area of risk management. Chris manages portfolios for the risk parity program as well as for the enhanced index programs. Chris functions as part of the team that developed and launched Parametric's risk parity strategy, Global Balanced Risk, and continues to manage and enhance the strategy. Prior to joining Parametric, he spent three years as a scientist at the medical device firm Beckman Coulter Inc. Chris earned a BS in Biochemistry from the University of Minnesota and a MS in chemistry from the University of California, San Diego. Chris earned an MBA in finance from the University of Minnesota, Carlson School of Management in May of 2007 and started full time at Parametric in June of 2007. He is a CFA charterholder and a member of the CFA Society of Minnesota.

Thomas Lee


Start Date

Tenure

Tenure Rank

Jul 31, 2018

1.92

1.9%

Mr. Lee joined Parametric in 1994. Tom is currently responsible for managing a team that oversees all investment strategies at the Parametric Minneapolis Investment Center. In his current role, he serves as Chairman of the Investment Committee, which is responsible for all investment strategies in the Minneapolis Investment Center and leads research that supports all existing and new strategies. He played an important role in the creation and development of company implementation services. Tom is the first to develop custom solutions for many of the company's customers. The scope of the solution ranges from custom responsibility-driven tasks to creating a fund-wide risk-balanced distribution. Tom has co-authored articles on topics ranging from debt-driven investment to risk equality. Before joining Parametric, he worked for the Federal Reserve in Washington, DC for two years. In this role, he gained experience in modeling and predicting interest rates and related currency variables. Tom holds a BA in Economics and an MBA in Finance from the University of Minnesota. He is a Chartered Holder of the CFA and a member of the Minnesota CFA Association.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.01 20.16 4.05 0.01