Permanent Portfolio Class Fund Technical Analysis
| PRPDX Fund | USD 83.23 0.41 0.50% |
As of the 1st of February, Permanent Portfolio holds the Semi Deviation of 0.1937, coefficient of variation of 257.97, and Risk Adjusted Performance of 0.2806. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Permanent Portfolio, as well as the relationship between them.
Permanent Portfolio Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Permanent, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to PermanentPermanent |
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.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Permanent Portfolio on November 3, 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 Commodities Strategy, Artisan International, Ab Value, Victory Rs, L Abbett, Omni Small-cap, and Copeland Smid. 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 | 0.7896 | |||
| Information Ratio | 0.327 | |||
| Maximum Drawdown | 3.95 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 1.5 |
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 | 0.2806 | |||
| Jensen Alpha | 0.2723 | |||
| Total Risk Alpha | 0.2416 | |||
| Sortino Ratio | 0.307 | |||
| Treynor Ratio | 1.89 |
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 February 1, 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 | 0.2806 | |||
| Market Risk Adjusted Performance | 1.9 | |||
| Mean Deviation | 0.572 | |||
| Semi Deviation | 0.1937 | |||
| Downside Deviation | 0.7896 | |||
| Coefficient Of Variation | 257.97 | |||
| Standard Deviation | 0.7414 | |||
| Variance | 0.5496 | |||
| Information Ratio | 0.327 | |||
| Jensen Alpha | 0.2723 | |||
| Total Risk Alpha | 0.2416 | |||
| Sortino Ratio | 0.307 | |||
| Treynor Ratio | 1.89 | |||
| Maximum Drawdown | 3.95 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 1.5 | |||
| Downside Variance | 0.6235 | |||
| Semi Variance | 0.0375 | |||
| Expected Short fall | (0.67) | |||
| Skewness | (0.21) | |||
| Kurtosis | 0.4823 |
Permanent Portfolio Class Backtested Returns
Permanent Portfolio appears to be very steady, given 3 months investment horizon. Permanent Portfolio Class maintains Sharpe Ratio (i.e., Efficiency) of 0.39, which implies the entity had a 0.39 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Permanent Portfolio Class, which you can use to evaluate the volatility of the fund. Please evaluate Permanent Portfolio's Risk Adjusted Performance of 0.2806, semi deviation of 0.1937, and Coefficient Of Variation of 257.97 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.15, which implies not very significant fluctuations relative to the market. As returns on the market increase, Permanent Portfolio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Permanent Portfolio is expected to be smaller as well.
Auto-correlation | 0.90 |
Excellent predictability
Permanent Portfolio Class has excellent predictability. Overlapping area represents the amount of predictability between Permanent Portfolio time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st of February 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 0.9 indicates that approximately 90.0% of current Permanent Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 8.57 |
Permanent Portfolio technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Permanent Portfolio Class Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Permanent Portfolio Class volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Permanent Portfolio Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Permanent Portfolio Class on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Permanent Portfolio Class based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Permanent Portfolio Class price pattern first instead of the macroeconomic environment surrounding Permanent Portfolio Class. By analyzing Permanent Portfolio's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Permanent Portfolio's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Permanent Portfolio specific price patterns or momentum indicators. Please read more on our technical analysis page.
Permanent Portfolio February 1, 2026 Technical Indicators
Most technical analysis of Permanent help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Permanent from various momentum indicators to cycle indicators. When you analyze Permanent charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2806 | |||
| Market Risk Adjusted Performance | 1.9 | |||
| Mean Deviation | 0.572 | |||
| Semi Deviation | 0.1937 | |||
| Downside Deviation | 0.7896 | |||
| Coefficient Of Variation | 257.97 | |||
| Standard Deviation | 0.7414 | |||
| Variance | 0.5496 | |||
| Information Ratio | 0.327 | |||
| Jensen Alpha | 0.2723 | |||
| Total Risk Alpha | 0.2416 | |||
| Sortino Ratio | 0.307 | |||
| Treynor Ratio | 1.89 | |||
| Maximum Drawdown | 3.95 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 1.5 | |||
| Downside Variance | 0.6235 | |||
| Semi Variance | 0.0375 | |||
| Expected Short fall | (0.67) | |||
| Skewness | (0.21) | |||
| Kurtosis | 0.4823 |
Permanent Portfolio February 1, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Permanent stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 83.23 | ||
| Day Typical Price | 83.23 | ||
| Price Action Indicator | 0.21 |
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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