See what your fund actually adds
Parametric TABS Intermediate-Term Municipal Bond Fund Class A EITAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | EITAX | Replication |
|---|---|---|
| Annualized growth | 0.3% | -0.4% |
| Annualized volatility | 5.5% | 5.1% |
| Sharpe ratio | 0.08 | -0.05 |
| Maximum drawdown | 11.8% | 12.7% |
| Replication fit (R²) | 0.97 · Tracking error 0.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model EITAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MUB | FI · Municipal | 94.4% |
| SPTL | FI · Long Gov | 5.6% |