Permanent Portfolio Risk Adjusted Performance

PRPHX Fund  USD 61.28  0.22  0.36%   
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Permanent Portfolio Class has current Risk Adjusted Performance of 0.172.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.172
ER[a] = Expected return on investing in Permanent Portfolio
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Permanent Portfolio Risk Adjusted Performance Peers Comparison

Permanent Risk Adjusted Performance Relative To Other Indicators

Permanent Portfolio Class is rated top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  15.45  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Permanent Portfolio Class is roughly  15.45 
Compare Permanent Portfolio to Peers

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