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Parnassus Endeavor Fund (PARWX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US7017658698

CUSIP

701765869

Issuer

Parnassus

Inception Date

Apr 29, 2005

Min. Investment

$2,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

PARWX features an expense ratio of 0.88%, falling within the medium range.


Expense ratio chart for PARWX: current value at 0.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.88%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
PARWX vs. VOO PARWX vs. SPY PARWX vs. VAFAX PARWX vs. VTI PARWX vs. IVV PARWX vs. QQQ PARWX vs. DIA PARWX vs. BPTRX PARWX vs. PRWAX PARWX vs. VGT
Popular comparisons:
PARWX vs. VOO PARWX vs. SPY PARWX vs. VAFAX PARWX vs. VTI PARWX vs. IVV PARWX vs. QQQ PARWX vs. DIA PARWX vs. BPTRX PARWX vs. PRWAX PARWX vs. VGT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Parnassus Endeavor Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


340.00%360.00%380.00%400.00%420.00%JulyAugustSeptemberOctoberNovemberDecember
366.08%
412.67%
PARWX (Parnassus Endeavor Fund)
Benchmark (^GSPC)

Returns By Period

Parnassus Endeavor Fund had a return of 4.12% year-to-date (YTD) and 5.07% in the last 12 months. Over the past 10 years, Parnassus Endeavor Fund had an annualized return of 7.19%, while the S&P 500 had an annualized return of 11.06%, indicating that Parnassus Endeavor Fund did not perform as well as the benchmark.


PARWX

YTD

4.12%

1M

-8.80%

6M

-1.66%

1Y

5.07%

5Y*

7.49%

10Y*

7.19%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of PARWX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.01%2.59%6.32%-6.02%2.01%0.34%3.53%1.10%2.50%-1.98%6.21%4.12%
20237.33%-3.64%-1.92%0.83%-3.87%6.45%3.61%-2.08%-5.18%-3.07%8.87%6.34%12.98%
2022-2.70%-3.35%0.30%-7.04%1.67%-8.02%5.94%-4.11%-8.96%11.47%5.15%-4.60%-15.21%
20211.47%9.24%5.42%4.61%1.47%1.75%-0.57%1.50%-5.40%3.92%-15.41%7.54%13.90%
2020-1.26%-5.84%-19.38%11.60%4.67%5.38%4.94%4.71%-0.21%0.75%17.83%6.08%27.42%
201912.92%4.72%0.15%3.54%-10.65%8.00%3.51%-5.54%4.76%3.17%3.41%3.08%33.29%
20186.51%-5.15%-3.46%-1.88%2.19%1.35%4.72%1.27%-0.67%-8.55%-3.89%-13.84%-20.93%
20171.00%3.27%-0.17%0.93%1.62%3.04%1.07%-0.03%2.45%0.43%1.83%-1.25%15.03%
2016-7.41%3.08%5.56%-1.52%4.78%-1.92%4.16%5.27%1.18%-1.73%4.65%2.02%18.66%
2015-2.67%6.28%-0.48%0.65%2.03%-1.04%1.44%-5.57%-3.20%7.71%-6.39%-1.24%-3.41%
2014-2.33%4.33%0.87%1.01%2.18%2.65%-0.58%2.74%-0.77%1.44%0.17%0.62%12.85%
20135.37%-0.64%3.45%1.33%3.45%-0.08%5.41%-3.02%3.73%2.66%-2.89%3.40%24.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PARWX is 35, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of PARWX is 3535
Overall Rank
The Sharpe Ratio Rank of PARWX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of PARWX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of PARWX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of PARWX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of PARWX is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Parnassus Endeavor Fund (PARWX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for PARWX, currently valued at 0.50, compared to the broader market-1.000.001.002.003.004.000.502.10
The chart of Sortino ratio for PARWX, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.0010.000.712.80
The chart of Omega ratio for PARWX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.39
The chart of Calmar ratio for PARWX, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.0014.000.403.09
The chart of Martin ratio for PARWX, currently valued at 2.14, compared to the broader market0.0020.0040.0060.002.1413.49
PARWX
^GSPC

The current Parnassus Endeavor Fund Sharpe ratio is 0.50. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Parnassus Endeavor Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.50
2.10
PARWX (Parnassus Endeavor Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Parnassus Endeavor Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.60$0.54$0.97$0.34$0.30$0.52$0.77$0.32$0.87$0.51$0.50

Dividend yield

0.00%1.20%1.19%1.80%0.70%0.79%1.80%2.08%0.98%3.11%1.71%1.85%

Monthly Dividends

The table displays the monthly dividend distributions for Parnassus Endeavor Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$0.60$0.60
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.97$0.97
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.52
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.77$0.77
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.87$0.87
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.51$0.51
2013$0.50$0.50

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.04%
-2.62%
PARWX (Parnassus Endeavor Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Parnassus Endeavor 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 Parnassus Endeavor Fund was 48.96%, occurring on Mar 9, 2009. Recovery took 176 trading sessions.

The current Parnassus Endeavor Fund drawdown is 12.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.96%Oct 15, 2007351Mar 9, 2009176Nov 16, 2009527
-37.21%Feb 13, 202027Mar 23, 2020138Oct 7, 2020165
-32.98%Nov 15, 2021221Sep 30, 2022544Nov 29, 2024765
-31.91%Jan 29, 2018229Dec 24, 2018267Jan 16, 2020496
-23.53%Feb 22, 2011156Oct 3, 2011120Mar 26, 2012276

Volatility

Volatility Chart

The current Parnassus Endeavor Fund volatility is 7.20%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
7.20%
3.79%
PARWX (Parnassus Endeavor Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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