Last Update: 31 March 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 9.45% compound annual return, with a 10.99% standard deviation.
In 2020, the portfolio granted a 2.14% 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 | +4.14 | +16.49 | +43.15 | +11.78 | +11.66 | +9.45 |
Components | |||||||
VTI - Vanguard Total Stock Market | +3.65 | +6.54 | +22.26 | +62.90 | +17.17 | +16.69 | +13.80 |
VEU - Vanguard FTSE All-World ex-US | +1.74 | +4.25 | +21.55 | +51.30 | +6.72 | +10.17 | +5.21 |
VNQ - Vanguard Real Estate | +5.15 | +8.79 | +18.88 | +36.73 | +11.00 | +6.13 | +8.91 |
BND - Vanguard Total Bond Market | -1.27 | -3.64 | -2.86 | +1.56 | +4.67 | +3.08 | +3.32 |
- 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 Mar 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
---|---|---|---|---|
1M
|
+2.36%
|
0.00%
|
1 - 0 | |
3M
|
+4.14%
|
-0.24%
Jan 2021 - Jan 2021
|
2 - 1 | |
6M
|
+16.49%
|
-1.75%
Oct 2020 - Oct 2020
|
4 - 2 | |
YTD
|
+4.14%
|
-0.24%
Jan 2021 - Jan 2021
|
2 - 1 | |
1Y
|
+43.15%
|
12.09%
|
-4.07%
Sep 2020 - Oct 2020
|
9 - 3 |
3Y
|
+11.78%
annualized
|
14.23%
|
-17.12%
Jan 2020 - Mar 2020
|
25 - 11 |
5Y
|
+11.66%
annualized
|
11.52%
|
-17.12%
Jan 2020 - Mar 2020
|
45 - 15 |
10Y
|
+9.45%
annualized
|
10.99%
|
-17.12%
Jan 2020 - Mar 2020
|
80 - 40 |
MAX
01 Jan 1994
|
+8.52%
annualized
|
11.89%
|
-44.43%
Nov 2007 - Feb 2009
|
214 - 113 |
* Annualized St.Dev. of monthly returns
Best Very High Risk Porftolios, ordered by 10Y annualized return.
Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
---|---|---|---|---|---|---|
Technology |
+19.92% | 100 | 0 | 0 | Compare | |
US Stocks |
+13.80% | 100 | 0 | 0 | Compare | |
Warren Buffett |
+12.75% | 90 | 10 | 0 | Compare | |
Stocks/Bonds 80/20 |
+11.80% | 80 | 20 | 0 | Compare | |
Second Grader's Starter Paul Farrell |
+10.29% | 90 | 10 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Rick Ferri Core Four Portfolio: annualized rolling and average returns
Return (*) | Negative Periods |
|||
---|---|---|---|---|
Rolling Period | Average | Best | Worst | |
1 Year |
+9.07% |
+50.17% Mar 2009 - Feb 2010 |
-37.84% Mar 2008 - Feb 2009 |
21.52% |
2 Years |
+8.56% |
+34.70% Mar 2009 - Feb 2011 |
-21.60% Mar 2007 - Feb 2009 |
16.12% |
3 Years |
+8.23% |
+23.15% Mar 2009 - Feb 2012 |
-11.08% Mar 2006 - Feb 2009 |
15.07% |
5 Years |
+7.73% |
+19.13% Mar 2009 - Feb 2014 |
-2.71% Mar 2004 - Feb 2009 |
2.24% |
7 Years |
+7.32% |
+13.50% Mar 2009 - Feb 2016 |
+0.61% Mar 2002 - Feb 2009 |
0.00% |
10 Years |
+7.34% |
+12.78% Mar 2009 - Feb 2019 |
+0.83% Mar 1999 - Feb 2009 |
0.00% |
15 Years |
+7.05% |
+9.66% Feb 2003 - Jan 2018 |
+4.79% Mar 1994 - Feb 2009 |
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 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 | 0.3 | 0.1 | 0.8 | 2.1 | 0.4 | 0.4 | 1.0 | -0.2 | 0.1 | 0.7 | 1.5 | 1.6 |
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 |
9.6 2020 |
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 |
57 | 61 | 71 | 81 | 59 | 63 | 59 | 59 | 59 | 63 | 74 | 78 |
Detail of Monthly Returns
Months | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2021 |
+4.14% | -0.2 | 2.0 | 2.4 | |||||||||
2020 |
+13.93% | -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% | 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