Snapshot

28.87%
Annualized
56.51%
Lifetime

Historical Performance

Linear

Chart Period: Click on a point in the chart and drag either to the left or right to zoom in and highlight a specific period within the performance history.

For further details on the Performance Summary, click here.

Please Note: The initial investment value will reset when choosing a new time period to illustrate relative performance.

Performance & Risk Analysis

Metric
PTI Total Market 2024.07.21
Cumulative Return
56.51%
Annualized Return
28.87%
Annualized Sharpe Ratio
2.14
Win Percentage
57.43%
Annualized Alpha
8.63%
YTD Return
1.17%
1 Year Return
29.35%
5 Year Return
N/A
10 Year Return
N/A
Metric
PTI Total Market 2024.07.21
Annualized Volatility
11.31%
Beta
0.84
Maximum Drawdown
-6.17%
Recovery
22.00
Rebound
5.00
Decline
17.00
Value At Risk
2.57%
Metric
PTI Total Market 2024.07.21
Upside Capture Ratio
91.20%
Downside Capture Ratio
86.08%
Tracking Error
4.87%
Correlation Coefficient
0.92
Average Triggers Per Year
18.16

Forward Simulation

To run a PTI Total Market 2024.07.21 forward simulation, select a time horizon (in terms of years) and the number of simulations you'd like to execute.