Parametric RsrchAftsSysmcAltRskPre Instl
Name
As ofPrice
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
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
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 ofPrice
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
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%
- Dividend Yield 0.0%
- Dividend Distribution Frequency Annually
Fund Details
-
Legal NameParametric Research Affiliates Systematic Alternative Risk Premia Fund
-
Fund Family NameEaton Vance
-
Inception DateAug 01, 2018
-
Shares Outstanding1847007
-
Share ClassInst
-
CurrencyUSD
-
Domiciled CountryUnited States
-
ManagerChristopher 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 |
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 |