Data Source: from January 1994 to September 2021
Last Update: 30 September 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 11.52% compound annual return, with a 10.57% standard deviation.
In the last 25 years, a 8.28% compound annual return, with a 12.25% 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(*) | 20Y(*) | 25Y(*) | |
|---|---|---|---|---|---|---|---|---|---|
| Rick Ferri Core Four Portfolio | -3.72 | -0.74 | +5.80 | +23.25 | +11.90 | +11.58 | +11.52 | +8.62 | +8.28 |
| Components | |||||||||
|
VTI Vanguard Total Stock Market |
-4.46 | -0.03 | +8.10 | +32.16 | +16.05 | +16.88 | +16.60 | +10.07 | +9.79 |
|
VEU Vanguard FTSE All-World ex-US |
-3.33 | -3.26 | +1.87 | +23.82 | +8.34 | +9.04 | +7.99 | +7.18 | +5.40 |
|
VNQ Vanguard Real Estate |
-5.68 | +0.62 | +12.29 | +33.49 | +11.96 | +7.52 | +11.52 | +10.37 | +10.07 |
|
BND Vanguard Total Bond Market |
-1.01 | -0.05 | +1.88 | -1.04 | +5.36 | +2.88 | +2.88 | +4.09 | +4.86 |
- 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 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-3.72%
|
-3.72%
Sep 2021 - Sep 2021
|
0 - 1 | |
|
3M
|
-0.74%
|
-3.72%
Sep 2021 - Sep 2021
|
2 - 1 | |
|
6M
|
+5.80%
|
-3.72%
Sep 2021 - Sep 2021
|
5 - 1 | |
|
YTD
|
+10.18%
|
-3.72%
Sep 2021 - Sep 2021
|
7 - 2 | |
|
1Y
|
+23.25%
|
10.87%
|
-3.72%
Sep 2021 - Sep 2021
|
9 - 3 |
|
3Y
|
+11.90%
annualized
|
14.55%
|
-17.12%
Jan 2020 - Mar 2020
|
25 - 11 |
|
5Y
|
+11.58%
annualized
|
11.73%
|
-17.12%
Jan 2020 - Mar 2020
|
45 - 15 |
|
10Y
|
+11.52%
annualized
|
10.57%
|
-17.12%
Jan 2020 - Mar 2020
|
84 - 36 |
|
20Y
|
+8.62%
annualized
|
12.14%
|
-44.43%
Nov 2007 - Feb 2009
|
159 - 81 |
|
25Y
|
+8.28%
annualized
|
12.25%
|
-44.43%
Nov 2007 - Feb 2009
|
193 - 107 |
|
MAX
01 Jan 1994
|
+8.58%
annualized
|
11.83%
|
-44.43%
Nov 2007 - Feb 2009
|
219 - 114 |
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 |
+9.79% | -50.84% | 100 | 0 | 0 | Compare | |
| Warren Buffett |
+9.32% | -45.53% | 90 | 10 | 0 | Compare | |
| Aggressive Global Income |
+9.18% | -52.62% | 80 | 20 | 0 | Compare | |
| Stocks/Bonds 80/20 |
+9.12% | -41.09% | 80 | 20 | 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 |
+9.46% |
+50.17% Mar 2009 - Feb 2010 |
-37.84% Mar 2008 - Feb 2009 |
21.12% |
| 2 Years |
+8.73% |
+34.70% Mar 2009 - Feb 2011 |
-21.60% Mar 2007 - Feb 2009 |
15.81% |
| 3 Years |
+8.33% |
+23.15% Mar 2009 - Feb 2012 |
-11.08% Mar 2006 - Feb 2009 |
14.77% |
| 5 Years |
+7.83% |
+19.13% Mar 2009 - Feb 2014 |
-2.71% Mar 2004 - Feb 2009 |
2.19% |
| 7 Years |
+7.37% |
+13.50% Mar 2009 - Feb 2016 |
+0.61% Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
+7.42% |
+12.78% Mar 2009 - Feb 2019 |
+0.83% Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
+7.09% |
+9.66% Feb 2003 - Jan 2018 |
+4.79% Mar 1994 - Feb 2009 |
0.00% |
| 20 Years |
+7.34% |
+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 and Yearly/Monthly Returns
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% |
0.71 63% |
1.53 74% |
1.62 78% |
| 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 |
-6.8 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 Returns of Rick Ferri Core Four Portfolio
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+10.18% | -0.2 | 2.0 | 2.4 | 3.9 | 1.1 | 1.5 | 1.1 | 2.0 | -3.7 | |||
| 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