Snapshot

11.97%
Annualized
16,668.90%
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 2024.08.18
Cumulative Return
16,668.90%
Annualized Return
11.97%
Annualized Sharpe Ratio
0.49
Win Percentage
53.61%
Annualized Alpha
3.56%
YTD Return
16.13%
1 Year Return
16.75%
5 Year Return
19.99%
10 Year Return
14.94%
Metric
PTI Total Market 2024.08.18
Annualized Volatility
16.13%
Beta
0.81
Maximum Drawdown
-45.68%
Recovery
1634.00
Rebound
1051.00
Decline
583.00
Value At Risk
-25.57%
Metric
PTI Total Market 2024.08.18
Upside Capture Ratio
88.70%
Downside Capture Ratio
86.80%
Tracking Error
7.71%
Correlation Coefficient
0.90
Average Triggers Per Year
15.62

Forward Simulation

To run a PTI Total Market 2024.08.18 forward simulation, select a time horizon (in terms of years) and the number of simulations you'd like to execute.