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

#prp - Permanent Risk Parity (how I invest)

PRP Annual Performance


The PRP gained 6.0% in 2021. In the historical context, that's a very average year.

Long-term performance is 6.7% CAGR over 26 years.

All figures are for the Canadian PRP in CAD currency.

Historical Annual Returns

So far, every year in the 26 year history (backtest) has been positive, but a 5% to 10% single year decline would be normal.

Jem Berkes