rebalancing using the money market/cash allocation

General Discussion on the Permanent Portfolio Strategy

Moderator: Global Moderator

User avatar
MediumTex
Administrator
Administrator
Posts: 9096
Joined: Sun Apr 25, 2010 11:47 pm
Contact:

Re: rebalancing using the money market/cash allocation

Post by MediumTex »

Is PRPFX suitable for a British investor when looking at things in terms of the safety that the PP is intended to provide?

I have this picture of a British Michael Cuggino in my head and it's basically the same person, except he has Austin Powers teeth.
Q: “Do you have funny shaped balloons?”
A: “Not unless round is funny.”
User avatar
MediumTex
Administrator
Administrator
Posts: 9096
Joined: Sun Apr 25, 2010 11:47 pm
Contact:

Re: rebalancing using the money market/cash allocation

Post by MediumTex »

Clive wrote: Doesn't PRPFX pay a reasonable dividend? If so then 15% of that would be lost to withholding tax. An accumulation type version would be a more appropriate choice if you went down that route.
It pays less than 1% over the last few years, by design.

Somehow it is able to keep from making any larger distributions than this, and keeps as much money as possible inside the fund for tax efficiency.

I don't know how it pulls this off.
Q: “Do you have funny shaped balloons?”
A: “Not unless round is funny.”
User avatar
MediumTex
Administrator
Administrator
Posts: 9096
Joined: Sun Apr 25, 2010 11:47 pm
Contact:

Re: rebalancing using the money market/cash allocation

Post by MediumTex »

Clive,

The reason that I think PRPFX hasn't been offsetting gains with losses is that its assets under management have exploded in recent years.  In the last few years, the fund has gone from having $100 million or so under management to $13 billion today, which means that it's probably been doing nothing but buying for several years (presumably new funds are used to buy lagging assets).

If the fund were to see massive redemptions, I suspect it would trigger large capital gains, since I'm sure the fund has more gains than losses on its books after seeing $11 billion of new money come into the fund in recent years and only having one down year (2008) against some very impressive up years.
Q: “Do you have funny shaped balloons?”
A: “Not unless round is funny.”
User avatar
MediumTex
Administrator
Administrator
Posts: 9096
Joined: Sun Apr 25, 2010 11:47 pm
Contact:

Re: rebalancing using the money market/cash allocation

Post by MediumTex »

Clive wrote: Bearing in mind I know almost nowt about US taxation, I would have thought that it would have still been possible to use creative trading to exploit the shorter term capital loss = income tax offset. Perhaps using a combination of 2X long and 2X short holdings for instance - neutral(ish) overall and just adjust over time to hold the winning side > 1 year, losing side < 1 year. If so then scale wouldn't matter. Shorting the 2X short and shorting the 2X long would also throw off cash like income, so the overheads might be negligible and low risk excepting perhaps naked exposure on one side or the other for less than a single day (between 364.9 days and 365.1 days).
That sounds like an awful lot of work for Cuggino to try to fit in between his TV appearances.
Q: “Do you have funny shaped balloons?”
A: “Not unless round is funny.”
Post Reply