Parametric Volatility Risk Prem - Def Fd I (EIVPX)
15.69
+0.08
(+0.51%)
USD |
Jun 06 2025
Key Stats
Customize
| Net Expense Ratio | Total Assets Under Management | Weighted Average Dividend Yield | Turnover Ratio (Generic) |
|---|---|---|---|
| 0.47% | 1.129B | -- | 14.00% |
| 1 Year Fund Level Flows | 1 Year Total Returns (Daily) | Annualized Total Returns Since Inception (Daily) | Max Drawdown (Since Inception) |
| 99.34M | 9.53% | Upgrade | Upgrade |
Basic Info
| Investment Strategy | |
| The Fund seeks total return by investing in a base portfolio generally comprised of an approximately equal mix of equity securities and cash equivalents. The Fund will write call options on the S&P 500 Index and/or a substitute for the S&P 500 Index on substantially the full value of the Funds equity securities. |
| General | |
| Security Type | Mutual Fund |
| Broad Asset Class | Alternative |
| Broad Category | Alternative |
| Global Peer Group | Alternative Long/Short Equity US |
| Peer Group | Alternative Long/Short Equity Funds |
| Global Macro | Alternative Equity |
| US Macro | Alternative Equity Funds |
| YCharts Categorization | -- |
| YCharts Benchmark | -- |
| Prospectus Objective | Alternative Long/Short Equity Funds |
| Fund Owner Firm Name | Eaton Vance |
| Broad Asset Class Benchmark Index | |
| ^MSACWINTR | 100.0% |
Net Fund Flows Versus Peer Group
1 Month
% Rank:
18
-67.37M
Peer Group Low
516.71M
Peer Group High
1 Year
% Rank:
12
99.34M
-210.03M
Peer Group Low
2.801B
Peer Group High
3 Months
% Rank:
21
-168.83M
Peer Group Low
1.445B
Peer Group High
3 Years
% Rank:
23
-613.37M
Peer Group Low
3.878B
Peer Group High
6 Months
% Rank:
30
-103.33M
Peer Group Low
2.271B
Peer Group High
5 Years
% Rank:
94
-1.415B
Peer Group Low
3.962B
Peer Group High
YTD
% Rank:
24
-65.90M
Peer Group Low
1.970B
Peer Group High
10 Years
% Rank:
12
-6.591B
Peer Group Low
6.458B
Peer Group High
Date Unavailable
Risk
Performance Versus Peer Group
Annual Total Returns Versus Peers
As of June 07, 2025.
Asset Allocation
As of March 31, 2025.
| Type | % Net |
|---|---|
| Cash | 0.58% |
| Stock | 49.12% |
| Bond | 50.30% |
| Convertible | 0.00% |
| Preferred | 0.00% |
| Other | 0.00% |
Top 10 Holdings
| Name | % Weight | Price | % Change |
|---|---|---|---|
|
United States of America (Government) .25% 31-JUL-2025
|
5.19% | -- | -- |
|
United States of America (Government) 2.75% 30-JUN-2025
|
4.57% | -- | -- |
| Apple Inc | 3.61% | 203.92 | 1.64% |
|
United States of America (Government) 0% 19-FEB-2026
|
3.25% | -- | -- |
|
United States of America (Government) 2.75% 15-MAY-2025
|
3.06% | -- | -- |
| Microsoft Corp | 2.94% | 470.38 | 0.58% |
| NVIDIA Corp | 2.85% | 141.72 | 1.24% |
|
United States of America (Government) 4.875% 30-NOV-2025
|
2.67% | -- | -- |
|
United States of America (Government) 5% 31-OCT-2025
|
2.60% | -- | -- |
|
United States of America (Government) 5% 30-SEP-2025
|
2.58% | -- | -- |
Fees & Availability
| Fees | |
| Actual 12B-1 Fee | -- |
| Actual Management Fee | 0.40% |
| Administration Fee | -- |
| Maximum Front Load | -- |
| Maximum Deferred Load | -- |
| Maximum Redemption Fee | -- |
| General Availability | |
| Available for Insurance Product | -- |
| Available for RRSP | -- |
| Purchase Details | |
| Open to New Investors |
|
| Minimum Initial Investment | 1.00M None |
| Minimum Subsequent Investment | 0.00 None |
Basic Info
| Investment Strategy | |
| The Fund seeks total return by investing in a base portfolio generally comprised of an approximately equal mix of equity securities and cash equivalents. The Fund will write call options on the S&P 500 Index and/or a substitute for the S&P 500 Index on substantially the full value of the Funds equity securities. |
| General | |
| Security Type | Mutual Fund |
| Broad Asset Class | Alternative |
| Broad Category | Alternative |
| Global Peer Group | Alternative Long/Short Equity US |
| Peer Group | Alternative Long/Short Equity Funds |
| Global Macro | Alternative Equity |
| US Macro | Alternative Equity Funds |
| YCharts Categorization | -- |
| YCharts Benchmark | -- |
| Prospectus Objective | Alternative Long/Short Equity Funds |
| Fund Owner Firm Name | Eaton Vance |
| Broad Asset Class Benchmark Index | |
| ^MSACWINTR | 100.0% |
Fundamentals
| General | |
| Distribution Yield | -- |
| Dividend Yield TTM (6-6-25) | 2.30% |
| 30-Day SEC Yield (12-31-24) | 1.10B% |
| 7-Day SEC Yield | -- |
| Stock | |
| Weighted Average PE Ratio | 30.70 |
| Weighted Average Price to Sales Ratio | 7.187 |
| Weighted Average Price to Book Ratio | 10.63 |
| Weighted Median ROE | 50.43% |
| Weighted Median ROA | 16.42% |
| ROI (TTM) | 23.66% |
| Return on Investment (TTM) | 23.66% |
| Earning Yield | 0.0406 |
| LT Debt / Shareholders Equity | 1.237 |
| Bond | |
| Yield to Maturity (3-31-25) | 4.26% |
| Average Coupon | 2.98% |
| Calculated Average Quality | 1.00 |
| Effective Maturity | 0.4339 |
| Nominal Maturity | 0.4339 |
As of March 31, 2025
Growth Metrics
| EPS Growth (1Y) | 24.73% |
| EPS Growth (3Y) | 13.70% |
| EPS Growth (5Y) | 19.54% |
| Sales Growth (1Y) | 13.77% |
| Sales Growth (3Y) | 12.56% |
| Sales Growth (5Y) | 13.41% |
| Sales per Share Growth (1Y) | 16.56% |
| Sales per Share Growth (3Y) | 13.62% |
| Operating Cash Flow - Growth Ratge (3Y) | 14.79% |
As of March 31, 2025
Fund Details
| Key Dates | |
| Inception Date | 2/9/2017 |
| Last Annual Report Date | 1/31/2025 |
| Last Prospectus Date | 6/1/2024 |
| Attributes | |
| Index Fund | -- |
| Inverse Fund | -- |
| Leveraged Fund | -- |
| Fund of Funds | No |
| Currency Hedged Fund | -- |
| Synthetic Replication Fund | No |
Top Portfolio Holders
| Name | % Weight |
|---|---|
| Portfolio A | 5.00% |
| Portfolio B | 3.50% |
| Portfolio C | 2.25% |
Excel Add-In Codes
| Name: =YCI("M:EIVPX", "name") |
| Broad Asset Class: =YCI("M:EIVPX", "broad_asset_class") |
| Broad Category: =YCI("M:EIVPX", "broad_category_group") |
| Prospectus Objective: =YCI("M:EIVPX", "prospectus_objective") |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |