- ISIN
- US70472Q7245
- CUSIP
- 70472Q724
- Issuer
- Pear Tree Funds
- Inception Date
- Sep 1, 2017
- Category
- Mid Cap Growth Equities
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
EEOFX Performance Chart
Essex Environmental Opportunities Fund (EEOFX) is up 25.3% since the beginning of the year. EEOFX is currently trading at $20 per share. Investors who bought $1,000 worth of EEOFX shares 5 years ago would now be looking at an investment worth $1,172.
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Returns By Period
Essex Environmental Opportunities Fund (EEOFX) has returned 25.33% so far this year and 50.80% over the past 12 months.
Essex Environmental Opportunities Fund
- 1D
- 2.90%
- 1M
- 0.05%
- YTD
- 25.33%
- 6M
- 21.49%
- 1Y
- 50.80%
- 3Y*
- 11.71%
- 5Y*
- 3.22%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
EEOFX Monthly Returns History
Based on dividend-adjusted daily data since Sep 1, 2017, EEOFX's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, an investment would double in approximately 5.7 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +22.1%, while the worst month was Mar 2020 at -20.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, EEOFX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.2%, while the worst single day was Mar 16, 2020 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.27% | 3.68% | -7.16% | 16.10% | 11.48% | -3.53% | 25.33% | ||||||
| 2025 | 3.90% | -6.40% | -5.35% | 1.08% | 8.96% | 5.96% | 7.97% | 2.11% | 3.55% | 4.49% | -3.46% | -0.12% | 23.55% |
| 2024 | -8.83% | 5.18% | 2.75% | -3.22% | 13.16% | -5.31% | 4.02% | -0.95% | 4.12% | -3.04% | 4.30% | -8.60% | 1.32% |
| 2023 | 9.61% | -2.44% | -1.07% | -5.19% | 1.44% | 9.07% | 2.27% | -11.36% | -9.55% | -11.48% | 12.22% | 8.95% | -1.53% |
| 2022 | -16.06% | 2.88% | 2.74% | -15.56% | 2.72% | -10.15% | 14.80% | -0.28% | -9.73% | 4.39% | 5.46% | -8.32% | -27.88% |
| 2021 | 2.12% | 6.34% | -3.01% | -1.03% | 0.16% | 8.78% | 1.31% | 0.20% | -6.11% | 13.50% | -4.38% | -5.66% | 10.83% |
Benchmark Metrics
Essex Environmental Opportunities Fund has an annualized alpha of -2.27%, beta of 1.04, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since September 01, 2017.
- This fund participated in 125.15% of S&P 500 Index downside but only 113.97% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.27% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 1.04 and R2 of 0.63, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -2.27%
- Beta
- 1.04
- R²
- 0.63
- Upside Capture
- 113.97%
- Downside Capture
- 125.15%
Expense Ratio
EEOFX has a high expense ratio of 2.11%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
EEOFX ranks 63 for risk / return — better than 63% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Essex Environmental Opportunities Fund (EEOFX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EEOFX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 2.78 | +0.99 |
| Martin ratioReturn relative to average drawdown | 11.68 | 12.44 | -0.76 |
Dividends
Dividend History
Essex Environmental Opportunities Fund provided a 0.05% dividend yield over the last twelve months, with an annual payout of $0.01 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.01 | $0.01 | $0.00 | $0.00 | $0.00 | $1.21 | $0.28 |
Dividend yield | 0.05% | 0.06% | 0.00% | 0.00% | 0.01% | 6.63% | 1.62% |
Monthly Dividends
The table displays the monthly dividend distributions for Essex Environmental Opportunities Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.01 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.21 | $1.21 |
Drawdowns
Drawdowns Chart
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Essex Environmental Opportunities Fund. 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 Essex Environmental Opportunities Fund was 50.17%, occurring on Oct 27, 2023. Recovery took 642 trading sessions.
The current Essex Environmental Opportunities Fund drawdown is 4.80%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 bear market2023 | -50.17%Oct 2023 | 1y 11mo | 2y 7mo | 4y 6moNov 2021 - May 2026 |
COVID crash2020 | -37.27%Mar 2020 | 26d | 4mo 7d | 5mo 3dFeb 2020 - Jul 2020 |
Rate-hike selloffLate 2018 | -25.09%Dec 2018 | 10mo 29d | 1y 9d | 1y 11moJan 2018 - Jan 2020 |
2021 correction2021 | -16.98%May 2021 | 2mo 19d | 1mo 20d | 4mo 9dFeb 2021 - Jul 2021 |
2026 correction2026 | -12.23%Jun 2026 | 7d | — | 20d 3hJun 2026 - now |
Drawdown Indicators
| EEOFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.17% | -56.78% | +6.61% |
Max Drawdown (1Y)Largest decline over 1 year | -13.49% | -9.10% | -4.39% |
Max Drawdown (3Y)Largest decline over 3 years | -31.32% | -18.90% | -12.42% |
Max Drawdown (5Y)Largest decline over 5 years | -50.17% | -25.43% | -24.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -4.80% | -1.80% | -3.00% |
Average DrawdownAverage peak-to-trough decline | -19.58% | -10.71% | -8.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 2.03% | +2.31% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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