CapitalTime

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


#prp - Permanent Risk Parity (how I invest)

PRP Annual Performance

2024-01-17


The PRP allocation was up 10.6% in 2023. This was one of the stronger years in my historical data.

Long-term performance is 6.4% CAGR over 28 years. This is theoretical performance based on historical data that I was able to find. All figures are for the Canadian PRP in CAD currency.

Please note: this web site is a personal investing journal. Don’t use this portfolio.

Historical Annual Returns

Jem Berkes