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Princeton Premium Fund (PPFIX) Sharpe Ratio: 7.57

Mutual Fund · Currency in USD · Last updated Jun 24, 2026

The investment seeks capital appreciation and income. The adviser utilize two principal investment strategies: a premium collection strategy involving sale or purchase of put options on the S&P 500 Index and investing in fixed income securities. The fund's adviser will determine the allocation between these strategies. The adviser intends to allocate between 30% to 100% of the fund's net assets to the premium collection strategy at any given time.

PPFIX's Sharpe Ratio of 7.57 indicates that for each unit of volatility, it generates 7.57 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

PPFIX Sharpe Ratio Rank

PPFIX Sharpe Ratio Rank: 99.9100
Exceptional

PPFIX ranks above 99.9% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

PPFIX Sharpe Ratio Market Positioning

The chart shows PPFIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.30 or lower
  • Yellow zone (middle 50%): 1.30 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.27+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Princeton Premium Fund's Sharpe Ratio with other mutual funds in the Options Trading category across multiple time periods, showing how PPFIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PPFIXPrinceton Premium Fund7.57
JDIEXEasterly Hedged Equity Fund2.66
GTSOXGlenmede Secured Options Portfolio2.63
GCPYXGateway Equity Call Premium Fund2.54
BPRLXBeacon Planned Return Strategy Fund2.53
EIVPXParametric Volatility Risk Premium - Defensive Fund2.53
SHIIXCatalyst Buffered Shield Fund2.52
MAIPXMAI Managed Volatility Fund2.49
GTEYXGateway Fund Class Y Shares2.25
CIHEXCalamos Hedged Equity Fund2.22

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows PPFIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when PPFIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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