Developed World ex-US Stocks vs Rick Ferri Core Four Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US Stocks Portfolio obtained a 4.92% compound annual return, with a 16.50% standard deviation, in the last 30 Years.

The Rick Ferri Core Four Portfolio obtained a 8.04% compound annual return, with a 12.21% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US Stocks Portfolio Rick Ferri Core Four Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
30 Years Stats Return +4.92% +8.04%
Std Dev 16.50% 12.21%
Max Drawdown -57.00% -44.44%
All time Stats
(Since Jan 1970)
Return +8.21% +9.69%
Std Dev 17.13% 12.31%
Max Drawdown -57.00% -44.44%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1970

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US Stocks Portfolio +2.74 +8.53 +13.89 +6.75 +4.64 +4.92 +8.21
Rick Ferri Core Four Portfolio +3.21 +9.42 +17.75 +8.65 +7.70 +8.04 +9.69
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 4.23$, with a total return of 322.51% (4.92% annualized).

Rick Ferri Core Four Portfolio: an investment of 1$, since March 1994, now would be worth 10.16$, with a total return of 916.38% (8.04% annualized).

Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1970, now would be worth 71.96$, with a total return of 7095.88% (8.21% annualized).

Rick Ferri Core Four Portfolio: an investment of 1$, since January 1970, now would be worth 149.73$, with a total return of 14872.56% (9.69% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US Stocks Portfolio
Rick Ferri Core Four Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.00% Nov 2007 Feb 2009 (16) May 2014 (79) 27.54
-48.19% Jan 2000 Mar 2003 (39) Sep 2005 (69) 26.73
-44.44% Nov 2007 Feb 2009 (16) Feb 2011 (40) 20.80
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-27.90% Sep 2000 Sep 2002 (25) Feb 2004 (42) 16.05
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-23.46% Jan 2022 Sep 2022 (9) Feb 2024 (26) 12.38
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-17.12% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.75
-15.17% May 2011 Sep 2011 (5) Mar 2012 (11) 6.63
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-12.55% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.67
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-10.12% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.43
-8.57% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.41
-6.30% Apr 2012 May 2012 (2) Aug 2012 (5) 2.87
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-5.46% Apr 2000 May 2000 (2) Aug 2000 (5) 2.98
-4.54% Feb 2018 Mar 2018 (2) Aug 2018 (7) 3.03

Drawdown comparison chart since January 1970.

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Developed World ex-US Stocks Portfolio
Rick Ferri Core Four Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.00% Nov 2007 Feb 2009 (16) May 2014 (79) 27.54
-48.19% Jan 2000 Mar 2003 (39) Sep 2005 (69) 26.73
-44.44% Nov 2007 Feb 2009 (16) Feb 2011 (40) 20.80
-41.73% Jan 1973 Sep 1974 (21) Sep 1977 (57) 16.13
-33.44% Jan 1973 Sep 1974 (21) Jan 1976 (37) 15.05
-31.21% Jan 1990 Sep 1990 (9) Jan 1994 (49) 20.31
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-27.90% Sep 2000 Sep 2002 (25) Feb 2004 (42) 16.05
-27.77% Dec 1980 Jul 1982 (20) Mar 1983 (28) 12.17
-27.31% Jan 1970 Jun 1970 (6) Mar 1971 (15) 15.11
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-23.46% Jan 2022 Sep 2022 (9) Feb 2024 (26) 12.38
-19.07% Sep 1987 Nov 1987 (3) Jan 1989 (17) 8.87
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-17.12% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.75
-16.53% Jan 1970 Jun 1970 (6) Dec 1970 (12) 8.08
-15.17% May 2011 Sep 2011 (5) Mar 2012 (11) 6.63
-14.61% Jan 1990 Sep 1990 (9) Feb 1991 (14) 7.47
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.46% Sep 1987 Oct 1987 (2) Mar 1988 (7) 8.36

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.
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Year Return Drawdown Return Drawdown
2024
+1.63%
-1.09%
+2.90%
-0.30%
2023
+17.94%
-10.71%
+18.34%
-8.99%
2022
-15.36%
-27.52%
-17.83%
-23.46%
2021
+11.67%
-4.89%
+17.18%
-3.72%
2020
+9.74%
-23.99%
+13.93%
-17.12%
2019
+22.62%
-5.21%
+24.04%
-4.20%
2018
-14.75%
-18.62%
-6.41%
-10.12%
2017
+26.42%
0.00%
+17.86%
0.00%
2016
+2.67%
-8.44%
+8.53%
-4.54%
2015
-0.38%
-12.39%
-0.67%
-7.93%
2014
-5.98%
-10.04%
+8.52%
-2.80%
2013
+21.83%
-5.66%
+19.22%
-2.72%
2012
+18.56%
-13.28%
+14.47%
-6.30%
2011
-12.30%
-23.95%
-0.63%
-15.17%
2010
+8.35%
-15.54%
+14.71%
-9.66%
2009
+27.49%
-22.68%
+26.02%
-16.84%
2008
-40.65%
-45.54%
-29.77%
-33.12%
2007
+11.15%
-6.29%
+6.37%
-4.87%
2006
+26.27%
-3.73%
+17.60%
-2.92%
2005
+13.60%
-4.72%
+8.20%
-2.68%
2004
+20.25%
-3.59%
+14.45%
-3.58%
2003
+38.67%
-8.24%
+28.09%
-3.31%
2002
-15.62%
-23.19%
-11.49%
-17.29%
2001
-21.94%
-26.63%
-7.43%
-16.02%
2000
-14.29%
-17.14%
-4.44%
-9.70%
1999
+37.96%
-4.28%
+18.14%
-2.86%
1998
+16.51%
-14.47%
+15.32%
-12.55%
1997
-1.39%
-11.23%
+18.08%
-4.11%
1996
+4.68%
-4.13%
+14.61%
-3.35%
1995
+3.98%
-8.89%
+22.74%
-1.10%
1994
+9.76%
-5.55%
+1.06%
-5.04%
1993
+29.92%
-10.94%
+15.79%
-3.96%
1992
-14.79%
-15.85%
+3.42%
-3.82%
1991
+9.48%
-9.97%
+23.73%
-4.00%
1990
-24.79%
-31.21%
-8.36%
-14.61%
1989
+12.85%
-7.94%
+20.02%
-2.01%
1988
+25.66%
-9.43%
+17.02%
-2.82%
1987
+30.48%
-13.46%
+8.59%
-19.07%
1986
+63.38%
-8.70%
+26.76%
-4.50%
1985
+56.04%
-1.19%
+33.14%
-2.36%
1984
+7.32%
-6.40%
+6.41%
-6.59%
1983
+23.61%
-3.06%
+20.06%
-2.93%
1982
-1.94%
-22.97%
+17.46%
-9.28%
1981
-2.36%
-10.87%
-0.58%
-10.04%
1980
+22.48%
-11.03%
+24.04%
-10.43%
1979
+4.69%
-8.91%
+17.81%
-7.52%
1978
+32.52%
-5.86%
+12.62%
-7.80%
1977
+17.99%
-2.80%
+4.23%
-3.09%
1976
+2.46%
-11.28%
+19.80%
-2.37%
1975
+35.29%
-12.20%
+28.58%
-10.18%
1974
-23.23%
-31.46%
-18.64%
-25.28%
1973
-14.99%
-16.30%
-11.83%
-12.76%
1972
+36.24%
-0.55%
+18.99%
-0.46%
1971
+29.49%
-3.82%
+18.29%
-5.60%
1970
-11.71%
-27.31%
+2.93%
-16.53%