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Equity PLUS
Parametric’s Equity PLUS (Premium Liquid Upside Strategy) is a systematic investment solution that combines large-cap equity with beta-neutral call writing and seeks to capture a more reliable source of alpha than traditional stock selection.
Equity PLUS seeks to outperform the S&P 500® and consistently produce top-quartile performance relative to US large-cap managers. Equity PLUS is best suited for investors who are looking to capture US large-cap equity exposure and are dissatisfied with high fees and low realized alpha from traditional equity portfolios.
Investing in an options strategy involves risk. All investments are subject to loss. Learn more.
Explore our suite of VRP solutions
An enhanced equity portfolio
Using a model-driven approach, PLUS is designed to remove emotions and guesswork from the investment decision-making process.
Equity PLUS augments a passive S&P 500® portfolio with a unique source of value-add: beta-neutral call overwriting. This combines systematic equity index call options selling with incremental long equity exposure via futures to access the options-based volatility risk premium. A rules-based tail risk management overlay enhances its downside risk profile.
Intended benefits of Equity PLUS
Alpha
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Transparency
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Experience
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How Equity PLUS works
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Strategy overview
Want to know more about Parametric Equity PLUS?
Download our strategy overview.
Why choose Parametric?
More to explore
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