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Inception Date
Dec 30, 2020
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

PTCRX Performance Chart

Performance Trust Credit Fund (PTCRX) is up 1.2% since the beginning of the year. PTCRX is currently trading at $9 per share. Investors who bought $1,000 worth of PTCRX shares 5 years ago would now be looking at an investment worth $1,213.


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S&P 500 Index

Returns By Period

Performance Trust Credit Fund (PTCRX) has returned 1.16% so far this year and 6.43% over the past 12 months.


Performance Trust Credit Fund

1D
0.00%
1M
0.42%
YTD
1.16%
6M
1.43%
1Y
6.43%
3Y*
7.92%
5Y*
3.93%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTCRX Monthly Returns History

Based on dividend-adjusted daily data since Jan 11, 2021, PTCRX's average daily return is +0.02%, while the average monthly return is +0.34%. At this rate, an investment would double in approximately 17.0 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +4.3%, while the worst month was Sep 2022 at -4.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PTCRX closed higher 43% of trading days. The best single day was Dec 15, 2021 with a return of +2.8%, while the worst single day was Jun 13, 2022 at -1.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.40%0.84%-1.52%0.81%0.65%0.00%1.16%
20250.67%1.11%-0.77%0.16%0.24%1.53%0.15%0.84%1.18%0.46%0.80%0.05%6.58%
20241.42%-0.34%1.17%-0.93%1.55%1.12%1.69%1.49%1.22%-1.01%1.37%-0.93%8.01%
20232.84%-1.12%-0.19%0.97%-0.70%1.07%1.00%0.26%-1.36%-1.16%4.33%3.93%10.10%
2022-1.83%-0.93%-2.44%-3.09%-0.01%-2.93%2.59%-1.51%-4.07%0.01%2.96%0.23%-10.71%
20210.77%-0.09%-1.00%1.77%0.74%1.47%0.96%0.32%-0.20%-0.10%-0.03%3.40%8.22%

Benchmark Metrics

Performance Trust Credit Fund has an annualized alpha of 3.30%, beta of 0.06, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since January 12, 2021.

  • This fund participated in 27.11% of S&P 500 Index downside but only 22.29% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.06 may look defensive, but with R2 of 0.06 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.06 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.30%
Beta
0.06
0.06
Upside Capture
22.29%
Downside Capture
27.11%

Expense Ratio

PTCRX has a high expense ratio of 0.99%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PTCRX ranks 59 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


PTCRX Risk / Return Rank: 5959
Overall Rank
PTCRX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PTCRX Sortino Ratio Rank: 6969
Sortino Ratio Rank
PTCRX Omega Ratio Rank: 6161
Omega Ratio Rank
PTCRX Calmar Ratio Rank: 5353
Calmar Ratio Rank
PTCRX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Performance Trust Credit Fund (PTCRX) and compare them to S&P 500 Index.


PTCRXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.25

2.39

-0.14

Sortino ratio

Return per unit of downside risk

3.46

3.25

+0.20

Omega ratio

Gain probability vs. loss probability

1.44

1.43

0.00

Calmar ratio

Return relative to maximum drawdown

2.77

3.11

-0.34

Martin ratio

Return relative to average drawdown

10.67

14.38

-3.71

Dividends

Dividend History

Performance Trust Credit Fund provided a 5.36% dividend yield over the last twelve months, with an annual payout of $0.48 per share.


4.00%5.00%6.00%7.00%8.00%$0.00$0.20$0.40$0.60$0.8020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.48$0.40$0.51$0.52$0.40$0.80

Dividend yield

5.36%4.34%5.67%5.95%4.69%8.11%

Monthly Dividends

The table displays the monthly dividend distributions for Performance Trust Credit Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.01$0.04$0.04$0.04$0.05$0.00$0.17
2025$0.00$0.00$0.00$0.04$0.04$0.04$0.04$0.04$0.05$0.04$0.03$0.07$0.40
2024$0.01$0.05$0.04$0.04$0.04$0.04$0.05$0.04$0.04$0.04$0.04$0.07$0.51
2023$0.01$0.04$0.04$0.04$0.05$0.04$0.04$0.04$0.05$0.04$0.04$0.07$0.52
2022$0.01$0.03$0.04$0.02$0.02$0.03$0.03$0.03$0.04$0.04$0.05$0.07$0.40
2021$0.01$0.03$0.03$0.04$0.06$0.05$0.07$0.04$0.02$0.08$0.03$0.35$0.80

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Performance Trust Credit Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Performance Trust Credit Fund was 14.09%, occurring on Oct 20, 2022. Recovery took 345 trading sessions.

The current Performance Trust Credit Fund drawdown is 0.19%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-14.09%Oct 2022
9mo 25d1y 4mo
2y 2moDec 2021 - Mar 2024
2025 selloff2025
-2.86%Apr 2025
1mo 8d2mo 2d
3mo 10dMar 2025 - Jun 2025
2021 pullback2021
-2.37%Mar 2021
1mo 4d1mo 18d
2mo 22dFeb 2021 - May 2021
2026 pullback2026
-2.28%Mar 2026
28d
3mo 6dFeb 2026 - now
2025 pullback2025
-1.81%Jan 2025
1mo 5d1mo 13d
2mo 18dDec 2024 - Feb 2025

Drawdown Indicators


PTCRXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.09%

-56.78%

+42.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.28%

-9.10%

+6.82%

Max Drawdown (3Y)

Largest decline over 3 years

-2.98%

-18.90%

+15.92%

Max Drawdown (5Y)

Largest decline over 5 years

-14.09%

-25.43%

+11.34%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.19%

0.00%

-0.19%

Average Drawdown

Average peak-to-trough decline

-3.41%

-10.72%

+7.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

1.97%

-1.38%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with PTCRX

Add Performance Trust Credit Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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