Performance analysis of PAPI (PARAMETRIC EQUITY PREMIUM INCOME ETF)
Annual Return
Since Oct 19, 2023, PAPI has had an average annual return of +11.61%, underperforming the benchmark SPY, which returned +23.80% annual.
| 2026 | 2025 | 2024 | 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +10.94% | +6.33% | +8.89% | +5.35% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +6.26% | +4.65% | -2.62% | -1.30% | -0.98% | +1.79% | +2.99% | +10.94% | |||||
| 2025 | +2.14% | +1.37% | -0.25% | -3.46% | -0.44% | +1.13% | +0.38% | +4.67% | -0.02% | -2.26% | +3.48% | -0.30% | +6.33% |
| 2024 | -0.78% | +2.25% | +5.45% | -2.91% | +2.22% | -1.88% | +5.73% | +0.57% | +0.69% | -0.93% | +4.89% | -6.05% | +8.89% |
| 2023 | -1.70% | +2.78% | +4.28% | +5.35% |
Drawdown analysis of PAPI (PARAMETRIC EQUITY PREMIUM INCOME ETF)
The maximum drawdown for the PAPI was -14.27%, occurring on Apr 8, 2025. Recovery took 170 trading sessions.
The current PAPI drawdown is -0.69%.
Since Oct 19, 2023 PAPI has experienced the following drawdowns:
- 10% or more: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.27% | Nov 25, 2024 | 90 | Apr 8, 2025 | 170 | Dec 10, 2025 | 260 |
| -6.87% | Mar 2, 2026 | 51 | May 13, 2026 | 43 | Jul 16, 2026 | 94 |
| -4.39% | Mar 28, 2024 | 12 | Apr 16, 2024 | 23 | May 17, 2024 | 35 |
| -4.17% | Jul 30, 2024 | 4 | Aug 5, 2024 | 18 | Aug 29, 2024 | 22 |
| -3.89% | May 17, 2024 | 32 | Jul 5, 2024 | 7 | Jul 16, 2024 | 39 |
| -3.04% | Oct 18, 2024 | 11 | Nov 4, 2024 | 13 | Nov 21, 2024 | 24 |
| -2.96% | Oct 19, 2023 | 6 | Oct 27, 2023 | 5 | Nov 3, 2023 | 11 |
| -2.56% | Jan 2, 2024 | 10 | Jan 17, 2024 | 24 | Feb 21, 2024 | 34 |
| -2.46% | Aug 30, 2024 | 7 | Sep 11, 2024 | 9 | Sep 24, 2024 | 16 |
| -2.36% | Nov 3, 2023 | 6 | Nov 13, 2023 | 12 | Nov 30, 2023 | 18 |
| -1.66% | Jul 17, 2024 | 5 | Jul 24, 2024 | 2 | Jul 26, 2024 | 7 |
| -1.51% | Dec 15, 2025 | 11 | Dec 31, 2025 | 3 | Jan 6, 2026 | 14 |
| -1.30% | Feb 11, 2026 | 7 | Feb 23, 2026 | 4 | Feb 27, 2026 | 11 |
| -1.18% | Jan 15, 2026 | 2 | Jan 20, 2026 | 1 | Jan 21, 2026 | 3 |
| -1.01% | Dec 14, 2023 | 1 | Dec 15, 2023 | 5 | Dec 22, 2023 | 6 |
| -1.00% | Dec 4, 2023 | 2 | Dec 6, 2023 | 3 | Dec 11, 2023 | 5 |
| -0.91% | Oct 4, 2024 | 2 | Oct 8, 2024 | 3 | Oct 11, 2024 | 5 |
| -0.86% | Mar 13, 2024 | 1 | Mar 14, 2024 | 4 | Mar 20, 2024 | 5 |
| -0.69% | Jan 6, 2026 | 1 | Jan 7, 2026 | 1 | Jan 8, 2026 | 2 |
| -0.69% | Jul 16, 2026 | 2 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -0.68% | Sep 24, 2024 | 1 | Sep 25, 2024 | 1 | Sep 26, 2024 | 2 |
| -0.55% | Jan 22, 2026 | 4 | Jan 28, 2026 | 2 | Jan 30, 2026 | 6 |
| -0.51% | Mar 21, 2024 | 3 | Mar 26, 2024 | 1 | Mar 27, 2024 | 4 |
| -0.51% | Feb 29, 2024 | 1 | Mar 1, 2024 | 1 | Mar 4, 2024 | 2 |
| -0.34% | Dec 11, 2025 | 1 | Dec 12, 2025 | 1 | Dec 15, 2025 | 2 |