Last Update: 31 March 2024
The Rick Ferri Core Four Portfolio obtained a 8.26% compound annual return, with a 12.19% standard deviation, in the last 30 Years.
The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.24% compound annual return, with a 6.99% standard deviation, in the last 30 Years.
Summary
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| Rick Ferri Core Four Portfolio | Stocks/Bonds 40/60 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Medium | |
| Asset Allocation | Stocks | 80% | 40% |
| Fixed Income | 20% | 60% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +8.26% | +8.24% |
| Std Dev | 12.19% | 6.99% | |
| Max Drawdown | -44.44% | -21.11% | |
| All time Stats (Since Jan 1982) |
Return | +10.01% | +9.77% |
| Std Dev | 12.05% | 7.43% | |
| Max Drawdown | -44.44% | -21.11% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1982
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Rick Ferri Core Four Portfolio | +2.48 | +17.07 | +17.90 | +8.83 | +7.93 | +8.26 | +10.01 |
| Stocks/Bonds 40/60 Momentum Portfolio | +1.76 | +17.02 | +14.65 | +5.19 | +6.37 | +8.24 | +9.77 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Rick Ferri Core Four Portfolio: an investment of 1$, since April 1994,
now would be worth 10.82$, with a total return of 982.04%
(8.26% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).
Rick Ferri Core Four Portfolio: an investment of 1$, since January 1982,
now would be worth 56.20$, with a total return of 5520.28%
(10.01% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 51.26$, with a total return of 5026.13% (9.77% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 51.26$, with a total return of 5026.13% (9.77% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Rick Ferri Core Four Portfolio
|
Stocks/Bonds 40/60 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -44.44% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 20.80 | |||||
| -27.90% | Sep 2000 | Sep 2002 (25) | Feb 2004 (42) | 16.05 | |||||
| -23.46% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 12.38 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -17.12% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 7.75 | |||||
| -15.17% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 6.63 | |||||
| -12.55% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 6.67 | |||||
| -10.12% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 4.43 | |||||
| -8.57% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 4.41 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -6.30% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 2.87 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -5.46% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 2.98 | |||||
| -4.54% | Feb 2018 | Mar 2018 (2) | Aug 2018 (7) | 3.03 | |||||
| -4.43% | Sep 1994 | Nov 1994 (3) | Mar 1995 (7) | 2.33 | |||||
| -4.20% | May 2019 | May 2019 (1) | Jun 2019 (2) | 2.42 | |||||
| -4.13% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 2.07 | |||||
| -4.11% | Aug 1997 | Aug 1997 (1) | Sep 1997 (2) | 2.38 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
Rick Ferri Core Four Portfolio
|
Stocks/Bonds 40/60 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -44.44% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 20.80 | |||||
| -27.90% | Sep 2000 | Sep 2002 (25) | Feb 2004 (42) | 16.05 | |||||
| -23.46% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 12.38 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -19.07% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 8.87 | |||||
| -17.12% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 7.75 | |||||
| -15.17% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 6.63 | |||||
| -14.61% | Jan 1990 | Sep 1990 (9) | Feb 1991 (14) | 7.47 | |||||
| -13.77% | Sep 1987 | Nov 1987 (3) | Mar 1989 (19) | 6.65 | |||||
| -12.55% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 6.67 | |||||
| -10.12% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 4.43 | |||||
| -9.28% | Jan 1982 | Jul 1982 (7) | Sep 1982 (9) | 5.44 | |||||
| -8.57% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 4.41 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -6.84% | Dec 1983 | May 1984 (6) | Aug 1984 (9) | 3.61 | |||||
| -6.30% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 2.87 | |||||
| -6.28% | Feb 1984 | May 1984 (4) | Aug 1984 (7) | 3.29 | |||||
| -5.91% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.86 | |||||
Yearly Returns
For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+5.45%
|
-0.30% |
+7.39%
|
0.00% |
| 2023 |
+18.34%
|
-8.99% |
+6.91%
|
-5.18% |
| 2022 |
-17.83%
|
-23.46% |
-15.17%
|
-19.48% |
| 2021 |
+17.18%
|
-3.72% |
+4.23%
|
-2.38% |
| 2020 |
+13.93%
|
-17.12% |
+16.57%
|
-7.10% |
| 2019 |
+24.04%
|
-4.20% |
+16.20%
|
-0.81% |
| 2018 |
-6.41%
|
-10.12% |
-0.73%
|
-5.89% |
| 2017 |
+17.86%
|
0.00% |
+17.14%
|
0.00% |
| 2016 |
+8.53%
|
-4.54% |
+3.51%
|
-3.61% |
| 2015 |
-0.67%
|
-7.93% |
+3.91%
|
-2.95% |
| 2014 |
+8.52%
|
-2.80% |
+9.34%
|
-1.49% |
| 2013 |
+19.22%
|
-2.72% |
+12.57%
|
-1.74% |
| 2012 |
+14.47%
|
-6.30% |
+7.87%
|
-2.05% |
| 2011 |
-0.63%
|
-15.17% |
+7.13%
|
-3.62% |
| 2010 |
+14.71%
|
-9.66% |
+10.93%
|
-3.48% |
| 2009 |
+26.02%
|
-16.84% |
+9.16%
|
-9.41% |
| 2008 |
-29.77%
|
-33.12% |
-12.27%
|
-15.80% |
| 2007 |
+6.37%
|
-4.87% |
+11.21%
|
-0.82% |
| 2006 |
+17.60%
|
-2.92% |
+6.78%
|
-1.50% |
| 2005 |
+8.20%
|
-2.68% |
+9.09%
|
-0.93% |
| 2004 |
+14.45%
|
-3.58% |
+9.22%
|
-2.12% |
| 2003 |
+28.09%
|
-3.31% |
+12.78%
|
-1.27% |
| 2002 |
-11.49%
|
-17.29% |
+0.04%
|
-5.36% |
| 2001 |
-7.43%
|
-16.02% |
-1.88%
|
-6.89% |
| 2000 |
-4.44%
|
-9.70% |
+2.99%
|
-3.33% |
| 1999 |
+18.14%
|
-2.86% |
+15.71%
|
-1.69% |
| 1998 |
+15.32%
|
-12.55% |
+24.65%
|
-4.13% |
| 1997 |
+18.08%
|
-4.11% |
+20.41%
|
-2.69% |
| 1996 |
+14.61%
|
-3.35% |
+14.08%
|
-1.52% |
| 1995 |
+22.74%
|
-1.10% |
+27.84%
|
0.00% |
| 1994 |
+1.06%
|
-5.04% |
-2.03%
|
-5.91% |
| 1993 |
+15.79%
|
-3.96% |
+11.10%
|
-0.87% |
| 1992 |
+3.42%
|
-3.82% |
+6.01%
|
-2.11% |
| 1991 |
+23.73%
|
-4.00% |
+23.91%
|
-1.79% |
| 1990 |
-8.36%
|
-14.61% |
+5.79%
|
-5.29% |
| 1989 |
+20.02%
|
-2.01% |
+25.29%
|
-1.01% |
| 1988 |
+17.02%
|
-2.82% |
+7.24%
|
-2.95% |
| 1987 |
+8.59%
|
-19.07% |
+1.86%
|
-13.77% |
| 1986 |
+26.76%
|
-4.50% |
+18.14%
|
-4.37% |
| 1985 |
+33.14%
|
-2.36% |
+26.30%
|
-0.74% |
| 1984 |
+6.41%
|
-6.59% |
+8.68%
|
-6.28% |
| 1983 |
+20.06%
|
-2.93% |
+9.91%
|
-2.81% |
| 1982 |
+17.46%
|
-9.28% |
+30.86%
|
-1.48% |
