Snapshot

25.11%
Annualized
76.00%
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
76.00%
Annualized Return
25.11%
Annualized Sharpe Ratio
1.45
Win Percentage
57.32%
Annualized Alpha
4.91%
YTD Return
13.78%
1 Year Return
14.19%
5 Year Return
N/A
10 Year Return
N/A
Metric
PTI Total Market 2024.07.21
Annualized Volatility
14.53%
Beta
0.92
Maximum Drawdown
-18.11%
Recovery
90.00
Rebound
55.00
Decline
35.00
Value At Risk
-8.70%
Metric
PTI Total Market 2024.07.21
Upside Capture Ratio
92.50%
Downside Capture Ratio
88.73%
Tracking Error
4.29%
Correlation Coefficient
0.96
Average Triggers Per Year
14.29

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.