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PRPFX vs. RCTIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRPFX and RCTIX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

PRPFX vs. RCTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Permanent Portfolio Permanent Portfolio (PRPFX) and River Canyon Total Return Bond Fund (RCTIX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.97%
2.65%
PRPFX
RCTIX

Key characteristics

Sharpe Ratio

PRPFX:

1.95

RCTIX:

2.54

Sortino Ratio

PRPFX:

2.62

RCTIX:

3.66

Omega Ratio

PRPFX:

1.35

RCTIX:

1.52

Calmar Ratio

PRPFX:

2.51

RCTIX:

4.67

Martin Ratio

PRPFX:

10.53

RCTIX:

13.36

Ulcer Index

PRPFX:

1.76%

RCTIX:

0.49%

Daily Std Dev

PRPFX:

9.51%

RCTIX:

2.58%

Max Drawdown

PRPFX:

-27.16%

RCTIX:

-10.89%

Current Drawdown

PRPFX:

-5.51%

RCTIX:

-1.31%

Returns By Period

In the year-to-date period, PRPFX achieves a 18.80% return, which is significantly higher than RCTIX's 6.37% return.


PRPFX

YTD

18.80%

1M

-4.07%

6M

7.97%

1Y

17.92%

5Y*

10.65%

10Y*

7.65%

RCTIX

YTD

6.37%

1M

-0.88%

6M

2.64%

1Y

6.24%

5Y*

4.02%

10Y*

N/A

Compare stocks, funds, or ETFs

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


PRPFX vs. RCTIX - Expense Ratio Comparison

PRPFX has a 0.81% expense ratio, which is lower than RCTIX's 0.89% expense ratio.


RCTIX
River Canyon Total Return Bond Fund
Expense ratio chart for RCTIX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%
Expense ratio chart for PRPFX: current value at 0.81% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.81%

Risk-Adjusted Performance

PRPFX vs. RCTIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Permanent Portfolio (PRPFX) and River Canyon Total Return Bond Fund (RCTIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for PRPFX, currently valued at 1.95, compared to the broader market-1.000.001.002.003.004.001.952.54
The chart of Sortino ratio for PRPFX, currently valued at 2.62, compared to the broader market-2.000.002.004.006.008.0010.002.623.66
The chart of Omega ratio for PRPFX, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.351.52
The chart of Calmar ratio for PRPFX, currently valued at 2.51, compared to the broader market0.002.004.006.008.0010.0012.0014.002.514.67
The chart of Martin ratio for PRPFX, currently valued at 10.53, compared to the broader market0.0010.0020.0030.0040.0050.0060.0010.5313.36
PRPFX
RCTIX

The current PRPFX Sharpe Ratio is 1.95, which is comparable to the RCTIX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of PRPFX and RCTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.95
2.54
PRPFX
RCTIX

Dividends

PRPFX vs. RCTIX - Dividend Comparison

PRPFX has not paid dividends to shareholders, while RCTIX's dividend yield for the trailing twelve months is around 7.05%.


TTM20232022202120202019201820172016201520142013
PRPFX
Permanent Portfolio Permanent Portfolio
0.00%0.65%0.31%0.36%0.93%0.97%0.88%0.82%0.82%1.19%0.68%0.58%
RCTIX
River Canyon Total Return Bond Fund
7.05%8.51%6.00%3.02%3.79%2.70%3.30%4.89%2.32%5.74%0.00%0.00%

Drawdowns

PRPFX vs. RCTIX - Drawdown Comparison

The maximum PRPFX drawdown since its inception was -27.16%, which is greater than RCTIX's maximum drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for PRPFX and RCTIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.51%
-1.31%
PRPFX
RCTIX

Volatility

PRPFX vs. RCTIX - Volatility Comparison

Permanent Portfolio Permanent Portfolio (PRPFX) has a higher volatility of 3.72% compared to River Canyon Total Return Bond Fund (RCTIX) at 1.04%. This indicates that PRPFX's price experiences larger fluctuations and is considered to be riskier than RCTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
3.72%
1.04%
PRPFX
RCTIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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