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Permanent Portfolio Permanent Portfolio (PRPFX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US7141991064

CUSIP

714199106

Inception Date

Nov 30, 1982

Min. Investment

$1,000

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

PRPFX has an expense ratio of 0.81%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart


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S&P 500

Returns By Period

Permanent Portfolio Permanent Portfolio (PRPFX) returned 10.32% year-to-date (YTD) and 20.24% over the past 12 months. Over the past 10 years, PRPFX returned 6.05% annually, underperforming the S&P 500 benchmark at 10.68%.


PRPFX

YTD

10.32%

1M

2.55%

6M

5.18%

1Y

20.24%

3Y*

12.99%

5Y*

11.16%

10Y*

6.05%

^GSPC (Benchmark)

YTD

-1.34%

1M

5.02%

6M

-3.08%

1Y

9.39%

3Y*

13.76%

5Y*

14.45%

10Y*

10.68%

*Annualized

Monthly Returns

The table below presents the monthly returns of PRPFX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.56%1.27%0.90%1.87%2.33%10.32%
2024-0.74%2.05%4.74%-0.46%3.18%1.09%2.14%1.98%3.13%1.95%3.45%-5.18%18.33%
20234.24%-3.70%1.97%0.08%-1.24%2.41%4.35%-0.74%-3.03%0.23%4.25%2.16%11.10%
2022-3.53%1.91%2.53%-5.07%-0.13%-5.56%3.42%-2.68%-4.19%4.10%5.38%-2.24%-6.67%
20210.48%2.45%1.21%3.55%2.93%-1.25%0.12%0.26%-3.01%2.49%-0.84%0.48%9.01%
20200.49%-3.88%-9.40%8.97%5.04%2.60%5.94%3.24%-4.17%-0.07%5.79%-0.17%13.70%
20196.10%1.34%0.47%0.75%-2.84%4.77%0.65%0.57%-0.65%1.33%0.96%0.63%14.71%
20182.02%-3.21%-0.17%0.05%1.92%-0.94%-0.29%0.10%-0.27%-3.95%0.66%-8.28%-12.11%
20173.36%0.77%-0.08%0.38%-0.13%0.03%2.38%1.81%-0.34%-0.34%0.83%0.90%9.93%
2016-0.52%3.70%4.26%3.15%-2.66%3.94%2.86%-2.08%0.97%-2.03%-0.80%-0.66%10.21%
20152.91%-0.44%-1.36%0.10%-0.42%-1.78%-2.09%-1.62%-1.03%3.51%-2.69%-7.07%-11.72%
2014-0.23%3.93%-1.43%0.64%-0.41%2.86%-1.01%0.58%-3.98%-0.44%-0.21%-7.59%-7.53%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, PRPFX is among the top 9% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of PRPFX is 9191
Overall Rank
The Sharpe Ratio Rank of PRPFX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PRPFX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of PRPFX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of PRPFX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of PRPFX is 9292
Martin 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 Permanent Portfolio Permanent Portfolio (PRPFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Permanent Portfolio Permanent Portfolio Sharpe ratios as of May 27, 2025 (values are recalculated daily):

  • 1-Year: 1.79
  • 5-Year: 1.01
  • 10-Year: 0.57
  • All Time: 0.59

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Permanent Portfolio Permanent Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Permanent Portfolio Permanent Portfolio provided a 1.69% dividend yield over the last twelve months, with an annual payout of $1.12 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.12$1.12$0.71$0.73$1.02$2.47$1.15$2.79$0.88$0.36$2.44$3.17

Dividend yield

1.69%1.86%1.39%1.58%2.05%5.38%2.83%7.78%2.14%0.95%7.06%8.01%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.12$1.12
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.71$0.71
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.73$0.73
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.02$1.02
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.47$2.47
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.15$1.15
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.79$2.79
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.88$0.88
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.44$2.44
2014$3.17$3.17

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 Permanent Portfolio. 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 Permanent Portfolio was 31.23%, occurring on Jan 20, 2016. Recovery took 1227 trading sessions.

The current Permanent Portfolio Permanent Portfolio drawdown is 0.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.23%Sep 17, 2012840Jan 20, 20161227Dec 2, 20202067
-27.16%May 21, 2008128Nov 20, 2008221Oct 8, 2009349
-16.9%Nov 15, 2021217Sep 26, 2022310Dec 19, 2023527
-10.64%Oct 6, 1997572Dec 14, 1999475Nov 7, 20011047
-10.3%May 12, 200622Jun 13, 2006117Nov 29, 2006139
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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