Performance analysis of PHEQ (PARAMETRIC HEDGED EQUITY ETF)
Annual Return
Since Oct 19, 2023, PHEQ has had an average annual return of +14.85%, underperforming the benchmark SPY, which returned +24.14% annual.
| 2026 | 2025 | 2024 | 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +6.38% | +11.76% | +14.94% | +7.19% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.11% | +0.29% | -1.97% | +5.86% | +1.81% | +0.51% | +0% | +6.38% | |||||
| 2025 | +2.07% | -0.60% | -4.23% | -0.62% | +4.33% | +3.66% | +1.38% | +1.63% | +1.59% | +1.40% | +0.19% | +0.64% | +11.76% |
| 2024 | +1.65% | +1.43% | +0.93% | -0.35% | +1.71% | +1.91% | +0.82% | +1.19% | +1.30% | +0.27% | +3.17% | +0.02% | +14.94% |
| 2023 | -1.51% | +6.26% | +2.42% | +7.19% |
Drawdown analysis of PHEQ (PARAMETRIC HEDGED EQUITY ETF)
The maximum drawdown for the PHEQ was -12.55%, occurring on Apr 8, 2025. Recovery took 54 trading sessions.
The current PHEQ drawdown is -0.26%.
Since Oct 19, 2023 PHEQ has experienced the following drawdowns:
- 10% or more: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.55% | Feb 19, 2025 | 34 | Apr 8, 2025 | 54 | Jun 26, 2025 | 88 |
| -4.26% | Jan 12, 2026 | 52 | Mar 27, 2026 | 10 | Apr 13, 2026 | 62 |
| -4.11% | Jul 10, 2024 | 18 | Aug 5, 2024 | 10 | Aug 19, 2024 | 28 |
| -2.60% | Oct 19, 2023 | 6 | Oct 27, 2023 | 4 | Nov 2, 2023 | 10 |
| -2.14% | Nov 11, 2025 | 7 | Nov 20, 2025 | 7 | Dec 2, 2025 | 14 |
| -1.74% | Mar 28, 2024 | 16 | Apr 22, 2024 | 10 | May 6, 2024 | 26 |
| -1.71% | Dec 26, 2024 | 9 | Jan 10, 2025 | 5 | Jan 17, 2025 | 14 |
| -1.70% | Aug 29, 2024 | 5 | Sep 6, 2024 | 4 | Sep 12, 2024 | 9 |
| -1.42% | Oct 8, 2025 | 2 | Oct 10, 2025 | 6 | Oct 20, 2025 | 8 |
| -1.37% | Dec 6, 2024 | 9 | Dec 19, 2024 | 3 | Dec 24, 2024 | 12 |
| -1.30% | Jul 28, 2025 | 4 | Aug 1, 2025 | 7 | Aug 12, 2025 | 11 |
| -1.25% | Jun 4, 2026 | 4 | Jun 10, 2026 | 12 | Jun 29, 2026 | 16 |
| -1.01% | Nov 11, 2024 | 4 | Nov 15, 2024 | 5 | Nov 22, 2024 | 9 |
| -0.95% | Oct 29, 2024 | 4 | Nov 4, 2024 | 2 | Nov 6, 2024 | 6 |
| -0.92% | Dec 28, 2023 | 4 | Jan 4, 2024 | 3 | Jan 9, 2024 | 7 |
| -0.85% | Oct 28, 2025 | 7 | Nov 6, 2025 | 3 | Nov 11, 2025 | 10 |
| -0.71% | Aug 15, 2025 | 4 | Aug 21, 2025 | 1 | Aug 22, 2025 | 5 |
| -0.68% | Mar 4, 2024 | 6 | Mar 12, 2024 | 7 | Mar 21, 2024 | 13 |
| -0.68% | Jan 23, 2025 | 2 | Jan 27, 2025 | 3 | Jan 30, 2025 | 5 |
| -0.65% | Aug 20, 2024 | 2 | Aug 22, 2024 | 5 | Aug 29, 2024 | 7 |
| -0.65% | Jul 15, 2026 | 3 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -0.58% | Dec 10, 2025 | 5 | Dec 17, 2025 | 2 | Dec 19, 2025 | 7 |
| -0.58% | Dec 1, 2023 | 3 | Dec 6, 2023 | 3 | Dec 11, 2023 | 6 |
| -0.55% | Dec 23, 2025 | 5 | Dec 31, 2025 | 2 | Jan 5, 2026 | 7 |
| -0.54% | May 14, 2026 | 3 | May 19, 2026 | 2 | May 21, 2026 | 5 |