Snapshot

11.68%
Annualized
14,036.73%
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
14,036.73%
Annualized Return
11.68%
Annualized Sharpe Ratio
0.46
Win Percentage
53.58%
Annualized Alpha
3.52%
YTD Return
-2.10%
1 Year Return
11.02%
5 Year Return
20.16%
10 Year Return
12.53%
Metric
PTI Total Market 2024.08.18
Annualized Volatility
16.19%
Beta
0.81
Maximum Drawdown
-45.68%
Recovery
1634.00
Rebound
1051.00
Decline
583.00
Value At Risk
-25.98%
Metric
PTI Total Market 2024.08.18
Upside Capture Ratio
88.74%
Downside Capture Ratio
86.79%
Tracking Error
7.74%
Correlation Coefficient
0.90
Average Triggers Per Year
15.73

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.