Permanent Portfolio Class Fund Market Value
| PRPDX Fund | USD 81.16 1.46 1.77% |
| Symbol | Permanent |
Permanent Portfolio 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Permanent Portfolio's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Permanent Portfolio.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in Permanent Portfolio on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Permanent Portfolio Class or generate 0.0% return on investment in Permanent Portfolio over 90 days. Permanent Portfolio is related to or competes with Short-term Treasury, Versatile Bond, Versatile Bond, Versatile Bond, Aggressive Growth, Aggressive Growth, and Aggressive Growth. The fund allocates its assets as follows 20 percent of its assets in gold, 5 percent of its assets in silver, 10 percent... More
Permanent Portfolio Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Permanent Portfolio's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Permanent Portfolio Class upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.79 | |||
| Information Ratio | 0.159 | |||
| Maximum Drawdown | 8.48 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 1.67 |
Permanent Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Permanent Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Permanent Portfolio's standard deviation. In reality, there are many statistical measures that can use Permanent Portfolio historical prices to predict the future Permanent Portfolio's volatility.| Risk Adjusted Performance | 0.1508 | |||
| Jensen Alpha | 0.2368 | |||
| Total Risk Alpha | 0.1714 | |||
| Sortino Ratio | 0.1071 | |||
| Treynor Ratio | (0.74) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Permanent Portfolio's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Permanent Portfolio March 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1508 | |||
| Market Risk Adjusted Performance | (0.73) | |||
| Mean Deviation | 0.7898 | |||
| Semi Deviation | 1.41 | |||
| Downside Deviation | 1.79 | |||
| Coefficient Of Variation | 511.32 | |||
| Standard Deviation | 1.21 | |||
| Variance | 1.46 | |||
| Information Ratio | 0.159 | |||
| Jensen Alpha | 0.2368 | |||
| Total Risk Alpha | 0.1714 | |||
| Sortino Ratio | 0.1071 | |||
| Treynor Ratio | (0.74) | |||
| Maximum Drawdown | 8.48 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 1.67 | |||
| Downside Variance | 3.22 | |||
| Semi Variance | 1.99 | |||
| Expected Short fall | (0.78) | |||
| Skewness | (2.58) | |||
| Kurtosis | 12.03 |
Permanent Portfolio Class Backtested Returns
At this stage we consider Permanent Mutual Fund to be very steady. Permanent Portfolio Class maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Permanent Portfolio Class, which you can use to evaluate the volatility of the fund. Please check Permanent Portfolio's Risk Adjusted Performance of 0.1508, coefficient of variation of 511.32, and Semi Deviation of 1.41 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. The fund holds a Beta of -0.31, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Permanent Portfolio are expected to decrease at a much lower rate. During the bear market, Permanent Portfolio is likely to outperform the market.
Auto-correlation | 0.38 |
Below average predictability
Permanent Portfolio Class has below average predictability. Overlapping area represents the amount of predictability between Permanent Portfolio time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Permanent Portfolio Class price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Permanent Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 2.52 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Permanent Mutual Fund
Permanent Portfolio financial ratios help investors to determine whether Permanent Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Permanent with respect to the benefits of owning Permanent Portfolio security.
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