The Rick Ferri Core Four Portfolio is exposed for 80% on the Stock Market.
In the last 10 years, it obtained a 10.84% compound annual return, with a 10.56% standard deviation (*).
(*) Last Update: June 2019
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 | ETF: Ticker - 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 |
Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).
Last Update: June 2019.
Capital Growth and Historical Returns
An investment of 1000$, since January 1994, now would be worth 7259.24$, with a total return of 625.92% (8.08% annualized).
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
| Range | Returns Jun 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+5.20%
|
0.00%
|
1 - 0 | |
|
YTD
|
+14.99%
|
-4.20%
May 2019 - May 2019
|
5 - 1 | |
|
1Y
|
+7.36%
|
13.67%
|
-10.12%
Sep 2018 - Dec 2018
|
8 - 4 |
|
3Y
|
+9.79%
annualized
|
9.02%
|
-10.12%
Sep 2018 - Dec 2018
|
28 - 8 |
|
5Y
|
+6.80%
annualized
|
9.17%
|
-10.12%
Sep 2018 - Dec 2018
|
40 - 20 |
|
10Y
|
+10.84%
annualized
|
10.56%
|
-15.17%
May 2011 - Sep 2011
|
80 - 40 |
|
MAX
Dec 1993
|
+8.08%
annualized
|
11.60%
|
-44.43%
Nov 2007 - Feb 2009
|
200 - 106 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns
Rick Ferri Core Four Portfolio: annualized rolling and average returns
| Return (*) | |||
|---|---|---|---|
| Rolling Period | Average | Best | Worst |
| 1 Year |
+8.95% |
+50.17% Mar 2009 - Feb 2010 |
-37.84% Mar 2008 - Feb 2009 |
| 2 Years |
+8.60% |
+34.70% Mar 2009 - Feb 2011 |
-21.60% Mar 2007 - Feb 2009 |
| 3 Years |
+8.23% |
+23.15% Mar 2009 - Feb 2012 |
-11.08% Mar 2006 - Feb 2009 |
| 5 Years |
+7.70% |
+19.13% Mar 2009 - Feb 2014 |
-2.71% Mar 2004 - Feb 2009 |
| 7 Years |
+7.20% |
+13.50% Mar 2009 - Feb 2016 |
+0.61% Mar 2002 - Feb 2009 |
| 10 Years |
+7.12% |
+12.78% Mar 2009 - Feb 2019 |
+0.83% Mar 1999 - Feb 2009 |
| 15 Years |
+6.97% |
+9.66% Feb 2003 - Jan 2018 |
+4.79% Mar 1994 - Feb 2009 |
* Annualized rolling and average returns over full calendar month periods
Yearly Returns - Monthly Returns Heatmap
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2019 |
+14.99% | 7.1 | 2.2 | 1.6 | 2.6 | -4.2 | 5.2 | ||||||
| 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 |