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Permanent Portfolio (PRPFX)

45.17 0.00(0.00%) Aug 29

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up26
Number of Years Down5
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)-7.08-0.14
Beta (against Standard Index)0.970.70
Mean Annual Return0.120.51
R-squared (against Standard Index)64.7488.68
Standard Deviation9.886.11
Sharpe Ratio0.141.02
Treynor Ratio0.979.04
5 Years
Alpha (against Standard Index)-0.801.02
Beta (against Standard Index)0.860.68
Mean Annual Return0.680.68
R-squared (against Standard Index)59.7289.09
Standard Deviation9.436.10
Sharpe Ratio0.851.35
Treynor Ratio9.2112.43
10 Years
Alpha (against Standard Index)1.86-0.63
Beta (against Standard Index)0.820.75
Mean Annual Return0.710.47
R-squared (against Standard Index)62.6788.59
Standard Deviation9.967.67
Sharpe Ratio0.690.54
Treynor Ratio8.215.31