Data Source: from January 1994 to December 2021
Last Update: 31 December 2021
The Rick Ferri Core Four Portfolio is exposed for 80% on the Stock Market.
It's a Very High Risk portfolio and it can be replicated with 4 ETFs.
In the last 10 years, the portfolio obtained a 11.30% compound annual return, with a 10.38% standard deviation.
In the last 25 years, a 8.31% compound annual return, with a 12.27% standard deviation.
Asset Allocation and ETFs
The Rick Ferri Core Four Portfolio has the following asset allocation:
The Rick Ferri Core Four Portfolio can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 48.00 % | VTI | Vanguard Total Stock Market | Equity, U.S., Large Cap | |
| 24.00 % | VEU | Vanguard FTSE All-World ex-US | Equity, Global ex-US, Large Cap | |
| 8.00 % | VNQ | Vanguard Real Estate | Real Estate, U.S. | |
| 20.00 % | BND | Vanguard Total Bond Market | Bond, U.S., All-Term |
Portfolio and ETF Returns
The Rick Ferri Core Four Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 20Y(*) | 25Y(*) | |
|---|---|---|---|---|---|---|---|---|---|
| Rick Ferri Core Four Portfolio | +3.59 | +6.35 | +5.56 | +17.18 | +18.31 | +12.80 | +11.30 | +8.56 | +8.31 |
| --- Inflation Adjusted return | +3.10 | +4.05 | +2.09 | +9.39 | +14.27 | +9.60 | +8.99 | +6.11 | +5.88 |
| Components | |||||||||
|
VTI Vanguard Total Stock Market |
+3.79 | +9.11 | +9.08 | +25.67 | +25.73 | +17.96 | +16.29 | +9.91 | +9.88 |
|
VEU Vanguard FTSE All-World ex-US |
+3.69 | +1.96 | -1.37 | +8.28 | +13.60 | +9.89 | +7.57 | +6.87 | +5.48 |
|
VNQ Vanguard Real Estate |
+9.69 | +15.03 | +15.74 | +40.52 | +19.96 | +11.22 | +11.50 | +10.89 | +9.94 |
|
BND Vanguard Total Bond Market |
-0.31 | -0.04 | -0.08 | -1.86 | +4.78 | +3.54 | +2.75 | +4.09 | +4.73 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12% , 20Y: 2.31% , 25Y: 2.29%
In 2021, the portfolio granted a 2.20% dividend yield. If you are interested in getting periodic income, please refer to the Rick Ferri Core Four Portfolio: Dividend Yield page.
Historical Returns
Historical returns and stats of Rick Ferri Core Four Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.
| Period | Return Dec 2021 update |
Return Inflation Adjusted |
Standard Deviation(*) |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|---|
|
1M
Dec 2021
|
+3.59%
|
+3.10%
|
0.00%
|
1 - 0
|
|
|
3M
|
+6.35%
|
+4.05%
|
-1.88%
Nov 2021 - Nov 2021
|
2 - 1
|
|
|
6M
|
+5.56%
|
+2.09%
|
-3.72%
Sep 2021 - Sep 2021
|
4 - 2
|
|
|
YTD
|
+17.18%
|
+9.39%
|
7.93%
|
-3.72%
Sep 2021 - Sep 2021
|
9 - 3
75% pos
|
|
1Y
|
+17.18%
|
+9.39%
|
7.93%
|
-3.72%
Sep 2021 - Sep 2021
|
9 - 3
75% pos
|
|
3Y
|
+18.31%
annualized
|
+14.27%
annualized
|
13.61%
|
-17.12%
Jan 2020 - Mar 2020
|
26 - 10
72% pos
|
|
5Y
|
+12.80%
annualized
|
+9.60%
annualized
|
11.88%
|
-17.12%
Jan 2020 - Mar 2020
|
45 - 15
75% pos
|
|
10Y
|
+11.30%
annualized
|
+8.99%
annualized
|
10.38%
|
-17.12%
Jan 2020 - Mar 2020
|
84 - 36
70% pos
|
|
20Y
|
+8.56%
annualized
|
+6.11%
annualized
|
12.17%
|
-44.44%
Nov 2007 - Feb 2009
|
158 - 82
66% pos
|
|
25Y
|
+8.31%
annualized
|
+5.88%
annualized
|
12.27%
|
-44.44%
Nov 2007 - Feb 2009
|
193 - 107
64% pos
|
|
MAX
01 Jan 1994
|
+8.74%
annualized
|
+6.25%
annualized
|
11.82%
|
-44.44%
Nov 2007 - Feb 2009
|
221 - 115
66% pos
|
Portfolio efficiency
Is the Rick Ferri Core Four Portfolio actually efficient, compared to other Lazy Portfolios?
Best Classic Portfolios, with Very High Risk, ordered by 25 Years annualized return.
25 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Technology |
+13.30% | -81.08% | 100 | 0 | 0 | Compare | |
| US Stocks |
+9.88% | -50.84% | 100 | 0 | 0 | Compare | |
| Warren Buffett Portfolio Warren Buffett |
+9.38% | -45.53% | 90 | 10 | 0 | Compare | |
| Aggressive Global Income |
+9.25% | -52.62% | 80 | 20 | 0 | Compare | |
| Stocks/Bonds 80/20 |
+9.17% | -41.09% | 80 | 20 | 0 | Compare | |
Our overall ratings, assigned to the Rick Ferri Core Four Portfolio. The portfolio is classified as Very High Risk.
Less than 25%
25% - 49.99%
50% - 74.99%
At least 75%
| Very High Risk Portfolios |
All Portfolios |
||
|---|---|---|---|
| 25 Years Ann. Return (Inflation Adjusted) |
+8.31%
(+5.88%) |
Average : 2.6 / 5
|
Good : 3.8 / 5
|
| Standard Deviation over 25 Years |
12.27% |
Excellent : 4.9 / 5
|
Average : 2.8 / 5
|
| Maximum Drawdown over 25 Years |
-44.44% |
Excellent : 5 / 5
|
Average : 2.1 / 5
|
| Easy to manage | 4 ETFs |
Good : 3.5 / 5
|
Good : 3.5 / 5
|
| Rating assigned considering all the Very High Risk Portfolios | Rating assigned considering all the Portfolios in the database |
Capital Growth
An investment of 1000$, since January 1997, now would be worth 7353.82$, with a total return of 635.38% (8.31% annualized).
The Inflation Adjusted Capital now would be 4175.68$, with a net total return of 317.57% (5.88% annualized).
Drawdowns
Worst drawdowns since January 1997 - Chart and Data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -44.44% | Nov 2007 | Feb 2009 | 16 | Feb 2011 | 24 | 40 |
| -27.90% | Sep 2000 | Sep 2002 | 25 | Feb 2004 | 17 | 42 |
| -17.12% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 |
| -15.17% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 |
| -12.55% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
| -10.12% | Sep 2018 | Dec 2018 | 4 | Apr 2019 | 4 | 8 |
| -8.57% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 |
| -6.30% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
| -5.46% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
| -4.54% | Feb 2018 | Mar 2018 | 2 | Aug 2018 | 5 | 7 |
| -4.20% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -4.11% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -4.07% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
| -3.84% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
| -3.74% | Oct 1997 | Oct 1997 | 1 | Jan 1998 | 3 | 4 |
| -3.72% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -3.58% | Apr 2004 | Apr 2004 | 1 | Oct 2004 | 6 | 7 |
| -3.49% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
| -2.92% | May 2006 | May 2006 | 1 | Aug 2006 | 3 | 4 |
| -2.86% | Jul 1999 | Sep 1999 | 3 | Oct 1999 | 1 | 4 |
Rolling Returns ( more details)
Rick Ferri Core Four Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+9.57% |
+50.17% Mar 2009 - Feb 2010 |
-37.84% Mar 2008 - Feb 2009 |
20.92% |
| 2 Years |
+8.80% |
+34.70% Mar 2009 - Feb 2011 |
-21.61% Mar 2007 - Feb 2009 |
15.65% |
| 3 Years |
+8.41% |
+23.15% Mar 2009 - Feb 2012 |
-11.08% Mar 2006 - Feb 2009 |
14.62% |
| 5 Years |
+7.89% |
+19.13% Mar 2009 - Feb 2014 |
-2.71% Mar 2004 - Feb 2009 |
2.17% |
| 7 Years |
+7.40% |
+13.50% Mar 2009 - Feb 2016 |
+0.61% Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
+7.47% |
+12.78% Mar 2009 - Feb 2019 |
+0.83% Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
+7.11% |
+9.66% Feb 2003 - Jan 2018 |
+4.79% Mar 1994 - Feb 2009 |
0.00% |
| 20 Years |
+7.38% |
+8.77% Dec 1994 - Nov 2014 |
+5.22% Apr 2000 - Mar 2020 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the Rick Ferri Core Four Portfolio: Rolling Returns page.
Seasonality
Rick Ferri Core Four Portfolio Seasonality: in which months is it better to invest?
In the table below, the average monthly return is represented.
Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).
Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Win % |
0.34 57% |
0.15 61% |
0.81 71% |
2.17 82% |
0.41 61% |
0.45 64% |
0.98 61% |
-0.12 61% |
-0.01 57% |
0.85 64% |
1.41 71% |
1.69 79% |
| Best Year |
7.1 2019 |
5.0 1998 |
6.7 2009 |
10.4 2009 |
6.6 2009 |
5.2 2019 |
7.4 2009 |
4.3 2020 |
7.2 2010 |
9.0 2011 |
9.6 2020 |
6.3 1999 |
| Worst Year |
-8.8 2009 |
-8.8 2009 |
-11.9 2020 |
-3.6 2004 |
-6.6 2010 |
-6.7 2008 |
-6.5 2002 |
-11.4 1998 |
-7.3 2011 |
-16.5 2008 |
-5.6 2008 |
-6.0 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly/Yearly Returns
Rick Ferri Core Four Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+17.18 | +9.39 | -0.2 | 2.0 | 2.4 | 3.9 | 1.1 | 1.5 | 1.1 | 1.9 | -3.7 | 4.6 | -1.9 | 3.6 |
| 2020 |
+13.93 | +12.47 | -0.4 | -5.6 | -11.9 | 8.9 | 3.9 | 2.4 | 4.2 | 4.3 | -2.4 | -1.8 | 9.6 | 3.9 |
| 2019 |
+24.04 | +21.29 | 7.1 | 2.2 | 1.6 | 2.6 | -4.2 | 5.2 | 0.4 | -0.8 | 1.6 | 2.0 | 2.0 | 2.4 |
| 2018 |
-6.41 | -8.18 | 3.3 | -3.9 | -0.7 | 0.2 | 1.2 | 0.2 | 2.3 | 1.5 | -0.1 | -6.0 | 1.8 | -6.0 |
| 2017 |
+17.86 | +15.44 | 1.9 | 2.5 | 0.6 | 1.2 | 1.3 | 0.8 | 1.9 | 0.4 | 1.6 | 1.5 | 1.8 | 1.2 |
| 2016 |
+8.53 | +6.35 | -4.1 | -0.4 | 6.3 | 0.7 | 0.8 | 0.9 | 3.4 | -0.1 | 0.3 | -2.1 | 1.0 | 1.9 |
| 2015 |
-0.67 | -1.30 | -0.3 | 3.5 | -0.7 | 0.9 | 0.2 | -2.1 | 1.3 | -5.4 | -2.0 | 5.8 | -0.1 | -1.5 |
| 2014 |
+8.52 | +7.82 | -2.3 | 4.1 | 0.4 | 0.8 | 1.9 | 1.8 | -1.4 | 2.7 | -2.8 | 2.4 | 1.5 | -0.7 |
| 2013 |
+19.22 | +17.45 | 3.3 | 0.5 | 2.3 | 2.4 | -0.4 | -2.0 | 4.1 | -2.7 | 4.2 | 3.5 | 1.1 | 1.7 |
| 2012 |
+14.47 | +12.49 | 4.7 | 3.2 | 1.6 | -0.3 | -6.0 | 3.9 | 1.0 | 2.0 | 1.9 | -0.8 | 0.8 | 2.0 |
| 2011 |
-0.63 | -3.58 | 1.5 | 2.9 | 0.0 | 3.5 | -0.9 | -1.5 | -1.2 | -5.1 | -7.3 | 9.0 | -1.1 | 0.6 |
| 2010 |
+14.71 | +13.08 | -3.3 | 2.5 | 5.4 | 1.5 | -6.6 | -3.3 | 6.7 | -2.8 | 7.2 | 3.2 | -1.0 | 5.4 |
| 2009 |
+26.02 | +22.57 | -8.8 | -8.8 | 6.7 | 10.4 | 6.6 | -0.5 | 7.4 | 3.8 | 4.2 | -2.4 | 4.8 | 2.1 |
| 2008 |
-29.77 | -29.75 | -4.6 | -1.5 | 0.2 | 4.1 | 1.1 | -6.7 | -0.9 | -0.1 | -7.2 | -16.5 | -5.6 | 5.0 |
| 2007 |
+6.37 | +2.17 | 1.8 | -0.7 | 1.0 | 3.0 | 2.4 | -1.5 | -2.4 | 1.2 | 3.9 | 2.7 | -3.7 | -1.2 |
| 2006 |
+17.60 | +14.71 | 3.8 | 0.2 | 2.0 | 1.4 | -2.9 | 0.4 | 0.8 | 2.3 | 1.5 | 3.3 | 2.7 | 1.1 |
| 2005 |
+8.20 | +4.70 | -2.2 | 2.2 | -1.8 | -0.8 | 2.3 | 1.2 | 3.4 | 0.1 | 1.4 | -2.4 | 3.3 | 1.5 |
| 2004 |
+14.45 | +10.74 | 2.2 | 1.6 | 0.2 | -3.6 | 1.3 | 1.9 | -2.3 | 1.2 | 1.5 | 2.3 | 4.2 | 3.3 |
| 2003 |
+28.09 | +25.53 | -2.4 | -0.9 | 0.1 | 6.9 | 5.1 | 1.6 | 1.7 | 2.0 | 0.9 | 4.5 | 1.7 | 4.4 |
| 2002 |
-11.49 | -13.64 | -1.4 | -0.3 | 3.3 | -1.6 | -0.1 | -3.9 | -6.5 | 0.7 | -7.0 | 3.8 | 4.1 | -2.5 |
| 2001 |
-7.43 | -8.89 | 2.5 | -6.3 | -4.6 | 5.6 | 0.0 | -1.0 | -1.0 | -2.7 | -6.6 | 1.9 | 4.3 | 1.2 |
| 2000 |
-4.44 | -7.61 | -3.5 | 2.0 | 4.1 | -3.4 | -2.2 | 3.7 | -1.0 | 3.5 | -2.9 | -1.9 | -5.1 | 2.7 |
| 1999 |
+18.14 | +15.06 | 1.6 | -2.8 | 3.2 | 4.3 | -2.2 | 3.3 | -1.4 | -0.5 | -1.1 | 3.9 | 2.6 | 6.3 |
| 1998 |
+15.32 | +13.50 | 1.1 | 5.0 | 3.5 | 0.5 | -1.6 | 1.8 | -1.3 | -11.4 | 3.5 | 5.9 | 4.5 | 4.0 |
| 1997 |
+18.08 | +16.11 | 2.1 | 0.4 | -2.4 | 2.3 | 5.4 | 4.1 | 5.0 | -4.1 | 5.2 | -3.7 | 1.7 | 1.5 |
| 1996 |
+14.61 | +10.86 | 1.6 | 0.6 | 0.9 | 2.0 | 1.1 | 0.1 | -3.4 | 1.8 | 3.7 | 1.0 | 4.8 | -0.3 |
| 1995 |
+22.74 | +19.71 | 0.3 | 1.4 | 2.8 | 2.3 | 2.4 | 1.4 | 3.3 | 0.1 | 2.5 | -1.1 | 3.1 | 2.3 |
| 1994 |
+1.06 | -1.50 | 4.3 | -1.3 | -3.7 | 1.1 | 0.4 | -1.0 | 1.9 | 2.7 | -2.1 | 1.2 | -3.4 | 1.5 |
* Note: Portofolio Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
- VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
- VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
- VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
- BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007