One Post Office Square,
Boston , MA, 02109
Boston , MA, 02109
Summary
The fund seeks to appreciate capital using a market defensive strategy with the aim of approximating equity market index total returns but with less volatility than the market.
The rules-based systematic investing process works on the premise that the S&P 500 index options trade with positive volatility risk premium meaning that the volatility is generally prices higher than the actual volatility experienced on the securities und More
Link
Directors
Apr 2, 2024- Cynthia E. Frost
- Anchal Pachnanda
- Scott E. Wennerholm
- George J. Gorman
- Alan C. Bowser
- Mark R. Fetting
- Nancy A. Wiser
- Keith Quinton
- Valerie A. Mosley
- Susan J. Sutherland
- Marcus L. Smith
Chief Compliance Officer
- Laura T. Donovan
Fund Manager(s)
- Thomas Seto
- Thomas Lee
- Alex Zweber
Price
- 52-Week High/Low
- $16.09 - $14
- Turnover
- 21%
- Expense Ratio
- 0.49%
Company Name |
Holding |
| Honeywell International Inc | 0.26 % |
| Discover Financial Services | 0.18 % |
| Options Clearing Corp. | -0.01 % |
| More | -0.01 % |
Documents
Performance
YTD
-
3 Year
8.4%
5 Year
59.9%
Best
16.52%
2021
Worst
-15.42%
2022
| 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Q1 | - | 6.4% | 5.5% | -1.9% | 5.1% | -16.1% | 7.6% | - | - | - |
| Q2 | - | -1.9% | 6.1% | -9% | 6.1% | 10.6% | 1.4% | - | - | - |
| Q3 | - | - | -1.1% | -3.6% | -0.2% | 4.6% | 1.2% | 0.4% | - | - |
| Q4 | - | - | 0.3% | -1.9% | 6.1% | 5.8% | 3.5% | -9.8% | - | - |
| J | F | M | A | M | J | J | A | S | O | N | D | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2024 | 1.3% | 2.8% | 2.1% | -2.4% | - | - | - | - | - | - | - | - |
| 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0% | 4% | 11% | -15% | 17% | 4% | 15% | 0% | 0% | 0% |
Alpha
| 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
| EIVPX | - | 4% | 11% | -15% | 17% | 4% | 15% | - | - | - |
| S&P 500 | - | - | - | -21% | 27% | 16% | 29% | -6% | 19% | 10% |
| Alpha | - | 4% | 11% | 6% | -10% | -12% | -14% | - | - | - |