Snapshot

23.49%
Annualized
57.97%
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
57.97%
Annualized Return
23.49%
Annualized Sharpe Ratio
1.26
Win Percentage
57.25%
Annualized Alpha
5.30%
YTD Return
2.12%
1 Year Return
13.18%
5 Year Return
N/A
10 Year Return
N/A
Metric
PTI Total Market 2024.07.21
Annualized Volatility
15.13%
Beta
0.91
Maximum Drawdown
-18.11%
Recovery
80.00
Rebound
45.00
Decline
35.00
Value At Risk
-11.69%
Metric
PTI Total Market 2024.07.21
Upside Capture Ratio
91.23%
Downside Capture Ratio
86.92%
Tracking Error
4.63%
Correlation Coefficient
0.95
Average Triggers Per Year
16.65

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.