Snapshot

23.59%
Annualized
81.30%
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
81.30%
Annualized Return
23.59%
Annualized Sharpe Ratio
1.36
Win Percentage
57.14%
Annualized Alpha
4.75%
YTD Return
0.54%
1 Year Return
13.91%
5 Year Return
N/A
10 Year Return
N/A
Metric
PTI Total Market 2024.07.21
Annualized Volatility
14.19%
Beta
0.92
Maximum Drawdown
-18.11%
Recovery
90.00
Rebound
55.00
Decline
35.00
Value At Risk
-9.43%
Metric
PTI Total Market 2024.07.21
Upside Capture Ratio
92.52%
Downside Capture Ratio
89.22%
Tracking Error
4.24%
Correlation Coefficient
0.96
Average Triggers Per Year
14.26

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.