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ISIN
US66539A6038
CUSIP
66539A603
Issuer
Princeton
Inception Date
Nov 15, 2016
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Alternatives

Share Price Chart


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Performance

PPFIX Performance Chart

Princeton Premium Fund (PPFIX) is up 2.0% since the beginning of the year. PPFIX is currently trading at $12 per share. Investors who bought $1,000 worth of PPFIX shares 5 years ago would now be looking at an investment worth $1,312.


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S&P 500 Index

Returns By Period

Princeton Premium Fund (PPFIX) has returned 2.02% so far this year and 6.27% over the past 12 months.


Princeton Premium Fund

1D
0.00%
1M
0.41%
YTD
2.02%
6M
2.11%
1Y
6.27%
3Y*
6.06%
5Y*
5.58%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPFIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2017, PPFIX's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, an investment would double in approximately 12.3 years.

Historically, 89% of months were positive and 11% were negative. The best month was Mar 2021 with a return of +3.4%, while the worst month was Feb 2020 at -10.7%. The longest winning streak lasted 25 consecutive months, and the longest losing streak was 2 months.

On a daily basis, PPFIX closed higher 40% of trading days. The best single day was Mar 13, 2020 with a return of +5.9%, while the worst single day was Feb 27, 2020 at -8.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.25%0.75%0.34%-0.00%0.42%0.25%2.02%
20250.59%0.59%0.67%0.08%0.76%0.59%0.25%0.83%0.68%1.16%0.82%0.18%7.45%
20240.33%0.50%0.76%0.91%0.57%0.27%0.57%-2.69%0.93%0.84%0.58%0.69%4.29%
20230.33%0.08%1.18%0.25%0.99%0.26%0.74%0.82%0.76%1.14%0.32%0.40%7.54%
2022-1.67%0.93%1.01%-0.33%0.75%-1.16%0.08%0.34%0.42%0.92%0.25%0.34%1.84%
20211.70%1.32%3.39%0.76%1.58%1.07%0.89%0.32%1.04%0.56%0.71%0.69%14.93%

Benchmark Metrics

Princeton Premium Fund has an annualized alpha of 3.59%, beta of 0.16, and R2 of 0.16 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (18.63%) than losses (6.34%) - typical of diversified or defensive assets.
  • Beta of 0.16 may look defensive, but with R2 of 0.16 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 0.16 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
3.59%
Beta
0.16
0.16
Upside Capture
18.63%
Downside Capture
6.34%

Expense Ratio

PPFIX has a high expense ratio of 1.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PPFIX ranks 100 for risk / return — in the top 100% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


PPFIX Risk / Return Rank: 100100
Overall Rank
PPFIX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
PPFIX Sortino Ratio Rank: 100100
Sortino Ratio Rank
PPFIX Omega Ratio Rank: 100100
Omega Ratio Rank
PPFIX Calmar Ratio Rank: 100100
Calmar Ratio Rank
PPFIX Martin Ratio Rank: 100100
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 Princeton Premium Fund (PPFIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PPFIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+5.54

Sortino ratioReturn per unit of downside risk

+18.17

Omega ratioGain probability vs. loss probability

9.42

1.37

+8.05

Calmar ratioReturn relative to maximum drawdown

25.77

2.78

+22.98

Martin ratioReturn relative to average drawdown

127.16

12.44

+114.72

Dividends

Dividend History

Princeton Premium Fund provided a 5.58% dividend yield over the last twelve months, with an annual payout of $0.68 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.68$0.67$0.74$0.83$0.23$0.86$0.05$0.03$0.09$0.29

Dividend yield

5.58%5.62%6.24%6.86%1.92%7.16%0.44%0.23%0.93%2.68%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.12$0.00$0.00$0.00$0.12
2025$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.31$0.67
2024$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.37$0.74
2023$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.46$0.83
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.86$0.86

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 Princeton Premium 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 Princeton Premium Fund was 15.64%, occurring on Mar 12, 2020. Recovery took 178 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-15.64%Mar 2020
20d8mo 16d
9mo 6dFeb 2020 - Nov 2020
2018 correction2018
-11.41%Feb 2018
27d1y 3mo
1y 4moJan 2018 - Jun 2019
2024 pullback2024
-4.49%Aug 2024
3d4mo 6d
4mo 9dAug 2024 - Dec 2024
2021 pullback2021
-4.31%Jan 2021
0s5d
5dJan 2021 - Feb 2021
2019 pullback2019
-3.63%Aug 2019
0s2mo 5d
2mo 5dAug 2019 - Oct 2019

Drawdown Indicators


PPFIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.64%

-56.78%

+41.14%

Max Drawdown (1Y)

Largest decline over 1 year

-0.25%

-9.10%

+8.85%

Max Drawdown (3Y)

Largest decline over 3 years

-4.49%

-18.90%

+14.41%

Max Drawdown (5Y)

Largest decline over 5 years

-4.49%

-25.43%

+20.94%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-1.34%

-10.71%

+9.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

2.03%

-1.98%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with PPFIX

Add Princeton Premium 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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