Last Update: 30 September 2020
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 9.07% compound annual return, with a 10.70% standard deviation.
In 2019, the portfolio granted a 2.91% dividend yield. If you are interested in getting periodic income, please refer to the Rick Ferri Core Four Portfolio: Dividend Yield page.
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(*) | |
|---|---|---|---|---|---|---|---|
| Rick Ferri Core Four Portfolio | -2.36 | +6.14 | +22.89 | +8.53 | +7.32 | +9.49 | +9.07 |
| Components | |||||||
| VTI - Vanguard Total Stock Market | -3.54 | +9.24 | +33.25 | +14.90 | +11.63 | +13.68 | +13.48 |
| VEU - Vanguard FTSE All-World ex-US | -1.68 | +6.69 | +24.48 | +3.78 | +1.42 | +6.45 | +4.26 |
| VNQ - Vanguard Real Estate | -2.68 | +1.31 | +15.01 | -12.28 | +2.33 | +5.19 | +8.48 |
| BND - Vanguard Total Bond Market | -0.10 | +0.40 | +4.56 | +7.06 | +5.26 | +4.17 | +3.50 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the Rick Ferri Core Four Portfolio: Dividend Yield page.
Historical Returns
Rick Ferri Core Four Portfolio - Historical returns and stats.
| Period | Returns Sep 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-2.36%
|
-2.36%
Sep 2020 - Sep 2020
|
0 - 1 | |
|
3M
|
+6.14%
|
-2.36%
Sep 2020 - Sep 2020
|
2 - 1 | |
|
6M
|
+22.89%
|
-2.36%
Sep 2020 - Sep 2020
|
5 - 1 | |
|
YTD
|
+1.85%
|
-17.12%
Jan 2020 - Mar 2020
|
5 - 4 | |
|
1Y
|
+8.53%
|
17.89%
|
-17.12%
Jan 2020 - Mar 2020
|
8 - 4 |
|
3Y
|
+7.32%
annualized
|
13.45%
|
-17.12%
Jan 2020 - Mar 2020
|
25 - 11 |
|
5Y
|
+9.49%
annualized
|
11.44%
|
-17.12%
Jan 2020 - Mar 2020
|
43 - 17 |
|
10Y
|
+9.07%
annualized
|
10.70%
|
-17.12%
Jan 2020 - Mar 2020
|
80 - 40 |
|
MAX
01 Jan 1994
|
+8.07%
annualized
|
11.84%
|
-44.43%
Nov 2007 - Feb 2009
|
210 - 111 |
* Annualized St.Dev. of monthly returns
Best Very High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|
| Technology |
+20.14% | 100 | 0 | 0 | Compare | |
| US Stocks |
+13.48% | 100 | 0 | 0 | Compare | |
| Warren Buffett |
+12.62% | 90 | 10 | 0 | Compare | |
| Second Grader's Starter Paul Farrell |
+9.82% | 90 | 10 | 0 | Compare | |
| Edge Select Aggressive Merrill Lynch |
+9.41% | 84 | 16 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns
Rick Ferri Core Four Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+8.89% |
+50.17% Mar 2009 - Feb 2010 |
-37.84% Mar 2008 - Feb 2009 |
21.94% |
| 2 Years |
+8.45% |
+34.70% Mar 2009 - Feb 2011 |
-21.60% Mar 2007 - Feb 2009 |
16.44% |
| 3 Years |
+8.21% |
+23.15% Mar 2009 - Feb 2012 |
-11.08% Mar 2006 - Feb 2009 |
15.38% |
| 5 Years |
+7.66% |
+19.13% Mar 2009 - Feb 2014 |
-2.71% Mar 2004 - Feb 2009 |
2.29% |
| 7 Years |
+7.28% |
+13.50% Mar 2009 - Feb 2016 |
+0.61% Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
+7.28% |
+12.78% Mar 2009 - Feb 2019 |
+0.83% Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
+7.02% |
+9.66% Feb 2003 - Jan 2018 |
+4.79% Mar 1994 - Feb 2009 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Seasonality and Yearly/Monthly Returns
Rick Ferri Core Four Portfolio Seasonality
| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | 0.4 | 0.1 | 0.8 | 2.1 | 0.4 | 0.4 | 1.0 | -0.2 | 0.1 | 0.8 | 1.2 | 1.5 |
| Best |
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 |
4.8 1996 |
6.3 1999 |
| Worst |
-8.8 2009 |
-8.8 2009 |
-11.9 2020 |
-3.6 2004 |
-6.6 2010 |
-6.8 2008 |
-6.5 2002 |
-11.4 1998 |
-7.3 2011 |
-16.5 2008 |
-5.6 2008 |
-6.0 2018 |
| Gain Frequency |
59 | 59 | 70 | 81 | 59 | 63 | 59 | 59 | 59 | 65 | 73 | 77 |
Detail of Monthly Returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
+1.85% | -0.4 | -5.6 | -11.9 | 8.9 | 3.9 | 2.4 | 4.2 | 4.3 | -2.4 | |||
| 2019 |
+24.04% | 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% | 3.3 | -3.9 | -0.7 | 0.3 | 1.2 | 0.2 | 2.4 | 1.5 | -0.1 | -6.0 | 1.8 | -6.0 |
| 2017 |
+17.86% | 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% | -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% | -0.3 | 3.5 | -0.7 | 0.9 | 0.2 | -2.1 | 1.4 | -5.4 | -2.0 | 5.8 | -0.2 | -1.5 |
| 2014 |
+8.52% | -2.3 | 4.2 | 0.4 | 0.8 | 1.9 | 1.8 | -1.4 | 2.7 | -2.8 | 2.4 | 1.5 | -0.7 |
| 2013 |
+19.22% | 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% | 4.7 | 3.3 | 1.6 | -0.3 | -6.0 | 3.9 | 1.0 | 2.0 | 1.9 | -0.8 | 0.8 | 2.0 |
| 2011 |
-0.63% | 1.5 | 2.9 | 0.0 | 3.5 | -1.0 | -1.5 | -1.2 | -5.1 | -7.3 | 9.0 | -1.1 | 0.6 |
| 2010 |
+14.71% | -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% | -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% | -4.6 | -1.5 | 0.2 | 4.1 | 1.1 | -6.8 | -0.9 | -0.1 | -7.2 | -16.5 | -5.6 | 5.0 |
| 2007 |
+6.37% | 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% | 3.8 | 0.2 | 2.0 | 1.4 | -2.9 | 0.4 | 0.8 | 2.3 | 1.5 | 3.4 | 2.7 | 1.1 |
| 2005 |
+8.20% | -2.2 | 2.2 | -1.9 | -0.9 | 2.4 | 1.2 | 3.4 | 0.1 | 1.4 | -2.4 | 3.3 | 1.5 |
| 2004 |
+14.45% | 2.2 | 1.6 | 0.2 | -3.6 | 1.3 | 1.9 | -2.3 | 1.3 | 1.5 | 2.3 | 4.2 | 3.3 |
| 2003 |
+28.09% | -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% | -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% | 2.5 | -6.3 | -4.7 | 5.7 | 0.0 | -1.0 | -1.1 | -2.7 | -6.6 | 1.9 | 4.3 | 1.2 |
| 2000 |
-4.44% | -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% | 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% | 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% | 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% | 1.6 | 0.6 | 0.9 | 2.0 | 1.1 | 0.1 | -3.4 | 1.8 | 3.7 | 1.1 | 4.8 | -0.3 |
| 1995 |
+22.74% | 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% | 4.3 | -1.3 | -3.7 | 1.1 | 0.4 | -1.0 | 1.9 | 2.7 | -2.1 | 1.2 | -3.5 | 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