Snapshot

20.86%
Annualized
47.06%
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
47.06%
Annualized Return
20.86%
Annualized Sharpe Ratio
1.08
Win Percentage
57.23%
Annualized Alpha
6.14%
YTD Return
-4.94%
1 Year Return
11.54%
5 Year Return
N/A
10 Year Return
N/A
Metric
PTI Total Market 2024.07.21
Annualized Volatility
15.26%
Beta
0.92
Maximum Drawdown
-18.11%
Recovery
47.00
Rebound
12.00
Decline
35.00
Value At Risk
-14.65%
Metric
PTI Total Market 2024.07.21
Upside Capture Ratio
92.31%
Downside Capture Ratio
87.17%
Tracking Error
4.56%
Correlation Coefficient
0.96
Average Triggers Per Year
16.73

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.