Summary
PTIR
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -18.63% Volatility 115.96% Sharpe 0.72
Official loaded data — not a live quote.

GRANITESHARES 2X LONG PLTR DAILY ETF

Symbol: PTIR

Exchange: NASDAQ

Sector: Technology

Category: Trading--Leveraged Equity

Inception date: 04/09/2024

Latest date: 15/10/2026

Current price: $23.96

Expense ratio: 1.04%

Assets under management
$338.8M
4.02% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

32.89%

Ann. 19.37% (Sharpe / Sortino numerator)

Volatility

96.93%

Sharpe ratio

0.162

VaR 95%

-8.14%

CVaR 95%: -9.16%
Max drawdown: -27.42%
Sortino ratio: 0.308
Calmar ratio: 0.71

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

96.72%

Ann. -75.28% (Sharpe / Sortino numerator)

Volatility

110.21%

Sharpe ratio

-0.716

VaR 95%

-10.12%

CVaR 95%: -15.50%
Max drawdown: -52.54%
Sortino ratio: -0.948
Calmar ratio: -1.43

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

57.84%

Ann. -73.27% (Sharpe / Sortino numerator)

Volatility

107.93%

Sharpe ratio

-0.713

VaR 95%

-12.35%

CVaR 95%: -16.59%
Max drawdown: -66.10%
Sortino ratio: -0.920
Calmar ratio: -1.11

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-18.63%

Ann. 87.19% (Sharpe / Sortino numerator)

Volatility

115.96%

Sharpe ratio

0.721

VaR 95%

-11.96%

CVaR 95%: -18.56%
Max drawdown: -66.10%
Sortino ratio: 0.912
Calmar ratio: 1.32

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

715.77%

Ann. 258.16% (Sharpe / Sortino numerator)

Volatility

129.54%

Sharpe ratio

1.965

VaR 95%

-14.05%

CVaR 95%: -19.92%
Max drawdown: -75.55%
Sortino ratio: 2.613
Calmar ratio: 3.42

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.185%

Best day

58.034%

04/08/2026
Worst day

-23.283%

04/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $23.04 $24.06 $22.09 $23.96 4,085,700
14/10/2026 $25.62 $26.15 $23.80 $24.10 2,851,100
13/10/2026 $25.86 $26.55 $25.36 $26.00 2,125,400
12/10/2026 $26.20 $27.07 $25.37 $26.10 3,258,000
09/10/2026 $24.30 $26.17 $23.57 $26.10 5,652,400
08/10/2026 $23.72 $25.00 $22.98 $23.68 9,205,100
07/10/2026 $22.27 $22.74 $21.69 $22.60 2,264,600
06/10/2026 $21.96 $22.72 $21.78 $22.14 2,550,300
05/10/2026 $21.62 $22.29 $21.15 $21.55 2,319,800
02/10/2026 $22.44 $22.77 $21.30 $21.40 2,198,500