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Permanent Portfolio (PRPFX)

34.86 Up 0.19(0.55%) Feb 8

Risk as of Jan 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up26
Number of Years Down7
Best 1 Yr Total Return(Dec 30, 2003):20.45%
Worst 1 Yr Total Return(Dec 30, 2008):-8.36%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-6.08-0.91
Beta (against Standard Index)0.620.73
Mean Annual Return-0.320.27
R-squared (against Standard Index)36.0486.73
Standard Deviation6.895.09
Sharpe Ratio-0.560.66
Treynor Ratio-6.454.45
5 Years
Alpha (against Standard Index)-4.160.09
Beta (against Standard Index)0.860.72
Mean Annual Return0.020.37
R-squared (against Standard Index)55.7389.66
Standard Deviation8.955.74
Sharpe Ratio0.020.79
Treynor Ratio-0.246.22
10 Years
Alpha (against Standard Index)0.51-0.41
Beta (against Standard Index)0.790.75
Mean Annual Return0.420.37
R-squared (against Standard Index)60.7889.24
Standard Deviation9.997.82
Sharpe Ratio0.390.43
Treynor Ratio4.374.14