PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Pacer Trendpilot International ETF (PTIN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS69374H6835
CUSIP69374H683
IssuerPacer Advisors
Inception DateMay 2, 2019
RegionGlobal ex-U.S. (Broad)
CategoryDiversified Portfolio
Index TrackedPacer Trendpilot International Index
Home Pagewww.paceretfs.com
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

PTIN has a high expense ratio of 0.66%, indicating higher-than-average management fees.


Expense ratio chart for PTIN: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Pacer Trendpilot International ETF

Popular comparisons: PTIN vs. LVMUY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Pacer Trendpilot International ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%December2024FebruaryMarchAprilMay
19.98%
71.92%
PTIN (Pacer Trendpilot International ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Pacer Trendpilot International ETF had a return of 3.23% year-to-date (YTD) and 8.71% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.23%6.17%
1 month-1.30%-2.72%
6 months14.36%17.29%
1 year8.71%23.80%
5 years (annualized)N/A11.47%
10 years (annualized)N/A10.41%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.94%3.41%2.98%-3.33%
2023-4.26%6.48%5.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PTIN is 38, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of PTIN is 3838
Pacer Trendpilot International ETF(PTIN)
The Sharpe Ratio Rank of PTIN is 3838Sharpe Ratio Rank
The Sortino Ratio Rank of PTIN is 3737Sortino Ratio Rank
The Omega Ratio Rank of PTIN is 3737Omega Ratio Rank
The Calmar Ratio Rank of PTIN is 4141Calmar Ratio Rank
The Martin Ratio Rank of PTIN is 3636Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Pacer Trendpilot International ETF (PTIN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PTIN
Sharpe ratio
The chart of Sharpe ratio for PTIN, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.005.000.67
Sortino ratio
The chart of Sortino ratio for PTIN, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.001.04
Omega ratio
The chart of Omega ratio for PTIN, currently valued at 1.12, compared to the broader market0.501.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for PTIN, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.000.46
Martin ratio
The chart of Martin ratio for PTIN, currently valued at 1.92, compared to the broader market0.0020.0040.0060.0080.001.92
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.97, compared to the broader market-1.000.001.002.003.004.005.001.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.002.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.34, compared to the broader market0.501.001.502.002.501.34
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.0012.001.50
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0020.0040.0060.0080.007.61

Sharpe Ratio

The current Pacer Trendpilot International ETF Sharpe ratio is 0.67. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Pacer Trendpilot International ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.67
1.97
PTIN (Pacer Trendpilot International ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Pacer Trendpilot International ETF granted a 2.03% dividend yield in the last twelve months. The annual payout for that period amounted to $0.58 per share.


PeriodTTM20232022202120202019
Dividend$0.58$0.58$0.10$0.69$0.20$0.26

Dividend yield

2.03%2.09%0.41%2.38%0.77%0.97%

Monthly Dividends

The table displays the monthly dividend distributions for Pacer Trendpilot International ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.69
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20
2019$0.26

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-4.53%
-3.62%
PTIN (Pacer Trendpilot International ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Pacer Trendpilot International ETF. 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 Pacer Trendpilot International ETF was 21.27%, occurring on Nov 21, 2022. The portfolio has not yet recovered.

The current Pacer Trendpilot International ETF drawdown is 4.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.27%Dec 29, 2021227Nov 21, 2022
-19.25%Jan 21, 2020197Oct 28, 202048Jan 7, 2021245
-7.48%Jul 5, 201929Aug 14, 201950Oct 24, 201979
-6.08%Nov 9, 202116Dec 1, 202118Dec 28, 202134
-5.62%Sep 7, 202122Oct 6, 202120Nov 3, 202142

Volatility

Volatility Chart

The current Pacer Trendpilot International ETF volatility is 4.08%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
4.08%
4.05%
PTIN (Pacer Trendpilot International ETF)
Benchmark (^GSPC)