Snapshot

11.83%
Annualized
14,476.86%
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
14,476.86%
Annualized Return
11.83%
Annualized Sharpe Ratio
0.45
Win Percentage
53.57%
Annualized Alpha
3.43%
YTD Return
0.95%
1 Year Return
21.11%
5 Year Return
20.40%
10 Year Return
13.42%
Metric
PTI Total Market 2024.08.18
Annualized Volatility
16.07%
Beta
0.81
Maximum Drawdown
-45.68%
Recovery
1634.00
Rebound
1051.00
Decline
583.00
Value At Risk
-25.56%
Metric
PTI Total Market 2024.08.18
Upside Capture Ratio
88.72%
Downside Capture Ratio
86.79%
Tracking Error
7.74%
Correlation Coefficient
0.90
Average Triggers Per Year
15.75

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.