Summary
PTIR
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return -45.40% 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: 20/07/2026

Current price: $12.35

Expense ratio: 1.04%

Assets under management
$296.8M
4.40% 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

23.87%

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

-22.57%

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

-47.98%

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

-45.40%

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

680.07%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.029%

Best day

18.464%

29/05/2026
Worst day

-23.283%

04/02/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $11.83 $12.67 $11.83 $12.35 3,507,200
17/07/2026 $11.79 $12.34 $11.31 $11.89 3,068,100
16/07/2026 $12.08 $12.37 $11.26 $12.30 3,077,500
15/07/2026 $12.26 $12.74 $12.02 $12.18 3,133,100
14/07/2026 $10.40 $12.54 $10.23 $12.17 5,659,300
13/07/2026 $11.05 $11.63 $10.87 $11.52 6,509,400
10/07/2026 $11.92 $11.93 $10.80 $10.96 3,629,000
09/07/2026 $11.10 $11.39 $10.61 $11.37 5,281,300
08/07/2026 $11.50 $11.98 $10.95 $11.95 4,808,500
07/07/2026 $12.25 $13.16 $11.82 $12.34 9,653,700