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Inception Date
May 31, 2016
Region
Global (Global)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Multi-Asset

Share Price Chart


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Performance

PRPDX Performance Chart

Permanent Portfolio Fund Class A (PRPDX) is up 6.9% since the beginning of the year. PRPDX is currently trading at $80 per share. Investors who bought $1,000 worth of PRPDX shares 5 years ago would now be looking at an investment worth $1,711.


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S&P 500 Index

Returns By Period

Permanent Portfolio Fund Class A (PRPDX) has returned 6.90% so far this year and 23.74% over the past 12 months.


Permanent Portfolio Fund Class A

1D
0.24%
1M
0.05%
YTD
6.90%
6M
8.94%
1Y
23.74%
3Y*
21.30%
5Y*
11.34%
10Y*

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRPDX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2017, PRPDX's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +8.9%, while the worst month was Mar 2020 at -9.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PRPDX closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +5.7%, while the worst single day was Jan 30, 2026 at -6.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.77%5.78%-5.55%1.49%0.75%-0.11%6.90%
20253.54%1.24%0.89%1.85%2.05%2.59%0.67%2.81%3.81%1.52%1.64%2.74%28.45%
2024-0.78%2.04%4.73%-0.48%3.16%1.06%2.14%1.94%3.13%1.91%3.44%-4.38%19.06%
20234.22%-3.74%1.96%0.06%-1.25%2.37%4.33%-0.76%-3.05%0.21%4.24%2.94%11.69%
2022-3.54%1.90%2.50%-5.09%-0.15%-5.59%3.39%-2.70%-4.20%4.08%5.34%-1.01%-5.71%
20210.46%2.41%1.19%3.55%2.88%-1.26%0.10%0.24%-3.04%2.48%-0.86%2.17%10.58%

Benchmark Metrics

Permanent Portfolio Fund Class A has an annualized alpha of 9.91%, beta of 0.52, and R2 of 0.24 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.

  • This fund captured 58.34% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -50.44%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.52 may look defensive, but with R2 of 0.24 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 0.24 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
9.91%
Beta
0.52
0.24
Upside Capture
58.34%
Downside Capture
-50.44%

Expense Ratio

PRPDX has a high expense ratio of 1.06%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PRPDX ranks 45 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.


PRPDX Risk / Return Rank: 4545
Overall Rank
PRPDX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
PRPDX Sortino Ratio Rank: 3333
Sortino Ratio Rank
PRPDX Omega Ratio Rank: 5252
Omega Ratio Rank
PRPDX Calmar Ratio Rank: 5959
Calmar Ratio Rank
PRPDX Martin Ratio Rank: 3737
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 Permanent Portfolio Fund Class A (PRPDX) and compare them to S&P 500 Index.


PRPDXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

2.87

Martin ratioReturn relative to average drawdown

7.89

Dividends

Dividend History

Permanent Portfolio Fund Class A provided a 2.90% dividend yield over the last twelve months, with an annual payout of $2.31 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.50$1.00$1.50$2.00$2.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$2.31$2.31$0.96$0.61$0.60$0.92$2.41$1.82$2.71$0.81

Dividend yield

2.90%3.10%1.61%1.20%1.30%1.86%5.26%4.49%7.57%1.97%

Monthly Dividends

The table displays the monthly dividend distributions for Permanent Portfolio Fund Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.31$2.31
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.96$0.96
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.61$0.61
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.60$0.60
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.92$0.92

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 Permanent Portfolio Fund Class A. 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 Permanent Portfolio Fund Class A was 20.87%, occurring on Mar 20, 2020. Recovery took 54 trading sessions.

The current Permanent Portfolio Fund Class A drawdown is 4.35%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-20.87%Mar 2020
25d2mo 20d
3mo 15dFeb 2020 - Jun 2020
Bear market2022
-15.67%Sep 2022
10mo 15d10mo 8d
1y 8moNov 2021 - Jul 2023
Rate-hike selloffLate 2018
-11.92%Dec 2018
11mo 2d5mo 28d
1y 4moJan 2018 - Jun 2019
2025 selloff2025
-8.22%Apr 2025
1mo 18d20d
2mo 8dFeb 2025 - Apr 2025
2026 pullback2026
-8.13%Mar 2026
1mo 29d
4mo 7dJan 2026 - now

Drawdown Indicators


PRPDXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.87%

-9.10%

-11.77%

Max Drawdown (1Y)

Largest decline over 1 year

-8.13%

Max Drawdown (3Y)

Largest decline over 3 years

-8.22%

Max Drawdown (5Y)

Largest decline over 5 years

-15.67%

Current Drawdown

Current decline from peak

-4.35%

-2.97%

-1.38%

Average Drawdown

Average peak-to-trough decline

-2.81%

-1.13%

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with PRPDX

Add Permanent Portfolio Fund Class A to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with PRPDX