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Perseverance Research

About Perseverance

Structuring portfolios that deliver good returns over time through all economic environments:

01

Economic Archetypes

Identify assets performance across all economic environment

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02

Risk Parity

Diversify assets with equal volatility (risk) weighting

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03

Portfolio Engineering

Target risk with higher return or target return with lower risk

04

Perseverance

An investment portfolio that aims to allocate risk equally across different asset classes to produce more consistent returns with lower volatility

Perseverance white paper

The white paper explains the concept of Perseverance portfolio, describes a Simple Risk Parity Strategy behind it which has consistently outperformed over 40 years, and delves into more advanced portfolio construction and risk management techniques used in Perseverance.

Risk

Performance
Metrics

Annualized
Return

Sharpe
Ratio

Standard Deviation

Max
Drawdown

Perseverance 

10.09%

0.74

7.37%

-10.84%

S&P 500

10.09%

0.41

15.38%

-50.80%

Historical Market Stress Period

Oil
Crisis

Black
Monday

Russian Default

Dotcom
Bubble

Subprime
Crisis

Covid-19

Perseverance 

-2.38%

-8.30%

-1.68%

-6.00%

-8.14%

0.00%

S&P 500

-13.32%

-29.78%

-15.38%

-44.82%

-50.97%

-19.63%

Perseverance Strategies on Composer:

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