Articles on investing and capital management, with a quantitative focus.

#prp - Permanent Risk Parity (how I invest)

PRP Performance


The PRP gained 11.7% in 2020, the second highest annual return in the 25 year history.

Long-term performance is 6.7% CAGR over 25 years.

All figures are for the Canadian PRP in CAD currency.

Historical Annual Returns

So far, every year in the 25 year history (backtest) has been positive, but a 5% to 10% single year decline would be normal.

Jem Berkes