All Country World Stocks vs Rick Ferri Core Four Portfolio Comparison

Last Update: 29 February 2024

The All Country World Stocks Portfolio obtained a 6.44% compound annual return, with a 15.63% 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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All Country World 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 +6.44% +8.04%
Std Dev 15.63% 12.21%
Max Drawdown -57.06% -44.44%
All time Stats
(Since Jan 1970)
Return +8.53% +9.69%
Std Dev 15.87% 12.31%
Max Drawdown -57.06% -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
All Country World Stocks Portfolio +4.49 +11.33 +22.34 +10.49 +8.47 +6.44 +8.53
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

All Country World Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 6.51$, with a total return of 550.93% (6.44% 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).

All Country World Stocks Portfolio: an investment of 1$, since January 1970, now would be worth 84.14$, with a total return of 8313.87% (8.53% 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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All Country World 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
-57.06% Nov 2007 Feb 2009 (16) Oct 2013 (72) 26.60
-48.44% Apr 2000 Sep 2002 (30) Oct 2006 (79) 26.77
-44.44% Nov 2007 Feb 2009 (16) Feb 2011 (40) 20.80
-27.90% Sep 2000 Sep 2002 (25) Feb 2004 (42) 16.05
-25.52% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.79
-23.46% Jan 2022 Sep 2022 (9) Feb 2024 (26) 12.38
-22.15% Jan 2020 Mar 2020 (3) Aug 2020 (8) 10.05
-17.12% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.75
-15.17% May 2011 Sep 2011 (5) Mar 2012 (11) 6.63
-14.59% May 1998 Aug 1998 (4) Nov 1998 (7) 7.20
-14.45% Feb 2018 Dec 2018 (11) Oct 2019 (21) 5.44
-13.76% Jun 2015 Feb 2016 (9) Dec 2016 (19) 6.43
-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
-8.28% Aug 1997 Oct 1997 (3) Feb 1998 (7) 5.31
-6.65% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.81
-6.30% Apr 2012 May 2012 (2) Aug 2012 (5) 2.87
-5.50% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.81
-5.46% Apr 2000 May 2000 (2) Aug 2000 (5) 2.98

Drawdown comparison chart since January 1970.

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All Country World 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
-57.06% Nov 2007 Feb 2009 (16) Oct 2013 (72) 26.60
-48.44% Apr 2000 Sep 2002 (30) Oct 2006 (79) 26.77
-44.44% Nov 2007 Feb 2009 (16) Feb 2011 (40) 20.80
-42.30% Jan 1973 Sep 1974 (21) Dec 1977 (60) 15.57
-33.44% Jan 1973 Sep 1974 (21) Jan 1976 (37) 15.05
-27.90% Sep 2000 Sep 2002 (25) Feb 2004 (42) 16.05
-26.12% Sep 1987 Nov 1987 (3) Apr 1989 (20) 12.48
-25.52% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.79
-25.28% Jan 1990 Sep 1990 (9) May 1993 (41) 11.61
-23.46% Jan 2022 Sep 2022 (9) Feb 2024 (26) 12.38
-22.50% Jan 1970 Jun 1970 (6) Jan 1971 (13) 11.42
-22.15% Jan 2020 Mar 2020 (3) Aug 2020 (8) 10.05
-21.07% Dec 1980 Jul 1982 (20) Nov 1982 (24) 10.08
-19.07% Sep 1987 Nov 1987 (3) Jan 1989 (17) 8.87
-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
-14.59% May 1998 Aug 1998 (4) Nov 1998 (7) 7.20
-14.45% Feb 2018 Dec 2018 (11) Oct 2019 (21) 5.44

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
+4.49%
0.00%
+2.90%
-0.30%
2023
+22.02%
-9.69%
+18.34%
-8.99%
2022
-18.01%
-25.52%
-17.83%
-23.46%
2021
+18.27%
-4.10%
+17.18%
-3.72%
2020
+16.61%
-22.15%
+13.93%
-17.12%
2019
+26.82%
-5.97%
+24.04%
-4.20%
2018
-9.76%
-14.45%
-6.41%
-10.12%
2017
+24.49%
0.00%
+17.86%
0.00%
2016
+8.51%
-6.91%
+8.53%
-4.54%
2015
-1.86%
-11.65%
-0.67%
-7.93%
2014
+3.67%
-4.44%
+8.52%
-2.80%
2013
+22.95%
-3.20%
+19.22%
-2.72%
2012
+17.12%
-10.01%
+14.47%
-6.30%
2011
-7.50%
-21.87%
-0.63%
-15.17%
2010
+13.08%
-12.80%
+14.71%
-9.66%
2009
+32.65%
-19.35%
+26.02%
-16.84%
2008
-43.54%
-45.43%
-29.77%
-33.12%
2007
+9.64%
-5.70%
+6.37%
-4.87%
2006
+18.78%
-4.43%
+17.60%
-2.92%
2005
+8.83%
-4.80%
+8.20%
-2.68%
2004
+13.30%
-4.26%
+14.45%
-3.58%
2003
+31.62%
-5.55%
+28.09%
-3.31%
2002
-20.51%
-26.35%
-11.49%
-17.29%
2001
-17.26%
-26.01%
-7.43%
-16.02%
2000
-15.08%
-17.07%
-4.44%
-9.70%
1999
+25.00%
-3.66%
+18.14%
-2.86%
1998
+19.93%
-14.59%
+15.32%
-12.55%
1997
+12.93%
-8.28%
+18.08%
-4.11%
1996
+10.93%
-3.91%
+14.61%
-3.35%
1995
+16.90%
-2.36%
+22.74%
-1.10%
1994
+2.85%
-6.20%
+1.06%
-5.04%
1993
+22.12%
-5.37%
+15.79%
-3.96%
1992
-6.70%
-8.71%
+3.42%
-3.82%
1991
+16.92%
-6.55%
+23.73%
-4.00%
1990
-18.63%
-25.28%
-8.36%
-14.61%
1989
+15.15%
-4.07%
+20.02%
-2.01%
1988
+21.20%
-6.38%
+17.02%
-2.82%
1987
+16.65%
-26.12%
+8.59%
-19.07%
1986
+42.65%
-5.84%
+26.76%
-4.50%
1985
+41.65%
-2.26%
+33.14%
-2.36%
1984
+5.68%
-7.06%
+6.41%
-6.59%
1983
+23.14%
-3.10%
+20.06%
-2.93%
1982
+11.14%
-15.33%
+17.46%
-9.28%
1981
-3.39%
-11.40%
-0.58%
-10.04%
1980
+27.59%
-10.22%
+24.04%
-10.43%
1979
+12.57%
-7.36%
+17.81%
-7.52%
1978
+18.11%
-7.38%
+12.62%
-7.80%
1977
+1.91%
-5.11%
+4.23%
-3.09%
1976
+14.60%
-3.44%
+19.80%
-2.37%
1975
+34.35%
-12.40%
+28.58%
-10.18%
1974
-24.56%
-32.45%
-18.64%
-25.28%
1973
-14.59%
-15.92%
-11.83%
-12.76%
1972
+23.43%
-1.54%
+18.99%
-0.46%
1971
+19.46%
-6.12%
+18.29%
-5.60%
1970
-2.07%
-22.50%
+2.93%
-16.53%