Snapshot

22.12%
Annualized
76.60%
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
76.60%
Annualized Return
22.12%
Annualized Sharpe Ratio
1.28
Win Percentage
56.70%
Annualized Alpha
3.65%
YTD Return
-2.07%
1 Year Return
9.30%
5 Year Return
N/A
10 Year Return
N/A
Metric
PTI Total Market 2024.07.21
Annualized Volatility
14.16%
Beta
0.91
Maximum Drawdown
-18.11%
Recovery
90.00
Rebound
55.00
Decline
35.00
Value At Risk
-10.82%
Metric
PTI Total Market 2024.07.21
Upside Capture Ratio
91.87%
Downside Capture Ratio
89.35%
Tracking Error
4.39%
Correlation Coefficient
0.95
Average Triggers Per Year
15.13

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.