Summary
PTIR
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return -21.52% 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: 03/06/2026

Current price: $14.38

Expense ratio: 1.04%

Assets under management
$408.1M
-10.10% 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

-8.99%

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

-15.61%

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

-46.23%

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

-21.52%

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

808.29%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.119%

Best day

18.464%

29/05/2026
Worst day

-23.283%

04/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $15.99 $16.41 $14.16 $14.38 5,956,100
02/06/2026 $17.59 $18.21 $16.00 $16.53 7,354,800
01/06/2026 $18.32 $19.17 $17.43 $18.49 9,564,900
29/05/2026 $15.78 $17.83 $15.36 $17.58 15,936,700
28/05/2026 $12.88 $14.86 $12.87 $14.84 7,876,700
27/05/2026 $12.95 $13.40 $12.60 $12.76 4,969,100
26/05/2026 $13.48 $14.00 $12.93 $13.58 3,741,200
22/05/2026 $13.78 $14.07 $13.13 $13.64 2,780,400
21/05/2026 $13.50 $13.99 $13.38 $13.77 2,982,900
20/05/2026 $13.16 $13.73 $12.79 $13.72 3,776,100