Snapshot

20.10%
Annualized
72.49%
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
72.49%
Annualized Return
20.10%
Annualized Sharpe Ratio
1.11
Win Percentage
56.48%
Annualized Alpha
3.87%
YTD Return
-4.34%
1 Year Return
28.15%
5 Year Return
N/A
10 Year Return
N/A
Metric
PTI Total Market 2024.07.21
Annualized Volatility
14.22%
Beta
0.91
Maximum Drawdown
-18.11%
Recovery
90.00
Rebound
55.00
Decline
35.00
Value At Risk
-12.98%
Metric
PTI Total Market 2024.07.21
Upside Capture Ratio
91.69%
Downside Capture Ratio
88.72%
Tracking Error
4.37%
Correlation Coefficient
0.95
Average Triggers Per Year
15.48

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.