Parametric Commodity Strategy Fund Class A (EAPCX)

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Parametric Commodity Strategy Fund Class A (EAPCX) is up 17.6% since the beginning of the year. EAPCX is currently trading at $8 per share. Investors who bought $1,000 worth of EAPCX shares 5 years ago would now be looking at an investment worth $1,894.

Parametric Commodity Strategy Fund Class A (EAPCX) has returned 17.56% so far this year and 31.01% over the past 12 months. Over the last ten years, EAPCX has returned 10.17% per year, falling short of the S&P 500 Index benchmark, which averaged 13.41% annually.

Based on dividend-adjusted daily data since Jan 3, 2012, EAPCX's average daily return is +0.02%, while the average monthly return is +0.36%. At this rate, an investment would double in approximately 16.1 years.

Historically, 51% of months were positive and 49% were negative. The best month was Mar 2022 with a return of +8.5%, while the worst month was Mar 2020 at -12.7%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 7 months.

On a daily basis, EAPCX closed higher 48% of trading days. The best single day was Mar 1, 2022 with a return of +3.5%, while the worst single day was Mar 16, 2020 at -5.1%.

Parametric Commodity Strategy Fund Class A has an annualized alpha of 1.09%, beta of 0.24, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since January 03, 2012.

• This fund participated in 54.76% of S&P 500 Index downside but only 35.14% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.24 may look defensive, but with R2 of 0.10 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R2 of 0.10 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

EAPCX has an expense ratio of 0.91%, placing it in the medium range.

EAPCX ranks 77 for risk / return — better than 77% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Parametric Commodity Strategy Fund Class A provided a 11.25% dividend yield over the last twelve months, with an annual payout of $0.87 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for Parametric Commodity Strategy Fund Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Parametric Commodity Strategy Fund Class A. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Parametric Commodity Strategy Fund Class A was 52.59%, occurring on Mar 18, 2020. Recovery took 487 trading sessions.

The current Parametric Commodity Strategy Fund Class A drawdown is 7.67%.

The chart below shows the rolling one-month volatility.