Performance analysis of PEPS (PARAMETRIC EQUITY PLUS ETF)
Annual Return
Since Nov 8, 2024, PEPS has had an average annual return of +17.22%, outperforming the benchmark SPY, which returned +15.46% annual.
| 2026 | 2025 | 2024 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +10.48% | +20.32% | -1.46% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.79% | -0.89% | -5.42% | +8.93% | +6.48% | -0.86% | +0.70% | +10.48% | |||||
| 2025 | +3.23% | -1.29% | -6.74% | -0.87% | +6.11% | +5.40% | +2.98% | +2.72% | +4.23% | +3.55% | -0.27% | +0.30% | +20.32% |
| 2024 | +1.10% | -2.53% | -1.46% |
Drawdown analysis of PEPS (PARAMETRIC EQUITY PLUS ETF)
The maximum drawdown for the PEPS was -21.27%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.
The current PEPS drawdown is -0.70%.
Since Nov 8, 2024 PEPS has experienced the following drawdowns:
- 20% or more: 1 time
- 10% or more: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.27% | Feb 19, 2025 | 34 | Apr 8, 2025 | 59 | Jul 3, 2025 | 93 |
| -9.81% | Feb 2, 2026 | 39 | Mar 30, 2026 | 16 | Apr 22, 2026 | 55 |
| -5.37% | Nov 12, 2025 | 6 | Nov 20, 2025 | 13 | Dec 10, 2025 | 19 |
| -4.87% | Jun 2, 2026 | 6 | Jun 10, 2026 | 23 | Jul 15, 2026 | 29 |
| -4.66% | Dec 6, 2024 | 22 | Jan 10, 2025 | 18 | Feb 6, 2025 | 40 |
| -3.41% | Oct 8, 2025 | 2 | Oct 10, 2025 | 7 | Oct 21, 2025 | 9 |
| -3.04% | Dec 11, 2025 | 4 | Dec 17, 2025 | 5 | Dec 24, 2025 | 9 |
| -2.91% | Jan 12, 2026 | 5 | Jan 20, 2026 | 6 | Jan 28, 2026 | 11 |
| -2.30% | Nov 11, 2024 | 4 | Nov 15, 2024 | 6 | Nov 25, 2024 | 10 |
| -2.27% | Jul 28, 2025 | 4 | Aug 1, 2025 | 5 | Aug 8, 2025 | 9 |
| -2.05% | Nov 3, 2025 | 3 | Nov 6, 2025 | 4 | Nov 12, 2025 | 7 |
| -1.82% | May 14, 2026 | 3 | May 19, 2026 | 3 | May 22, 2026 | 6 |
| -1.79% | Jul 15, 2026 | 3 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -1.56% | Aug 14, 2025 | 5 | Aug 21, 2025 | 1 | Aug 22, 2025 | 6 |
| -1.52% | Aug 28, 2025 | 2 | Sep 2, 2025 | 4 | Sep 8, 2025 | 6 |
| -1.37% | Sep 22, 2025 | 3 | Sep 25, 2025 | 3 | Sep 30, 2025 | 6 |
| -1.06% | Dec 26, 2025 | 3 | Dec 31, 2025 | 3 | Jan 6, 2026 | 6 |
| -0.98% | Feb 6, 2025 | 1 | Feb 7, 2025 | 4 | Feb 13, 2025 | 5 |
| -0.69% | Oct 21, 2025 | 1 | Oct 22, 2025 | 1 | Oct 23, 2025 | 2 |
| -0.61% | Oct 29, 2025 | 1 | Oct 30, 2025 | 2 | Nov 3, 2025 | 3 |
| -0.58% | Jan 28, 2026 | 2 | Jan 30, 2026 | 1 | Feb 2, 2026 | 3 |
| -0.57% | Jul 3, 2025 | 1 | Jul 7, 2025 | 2 | Jul 9, 2025 | 3 |
| -0.53% | Oct 6, 2025 | 1 | Oct 7, 2025 | 1 | Oct 8, 2025 | 2 |
| -0.52% | Apr 27, 2026 | 2 | Apr 29, 2026 | 1 | Apr 30, 2026 | 3 |
| -0.47% | May 1, 2026 | 1 | May 4, 2026 | 1 | May 5, 2026 | 2 |