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 60/40 Portfolio obtained a 8.42% compound annual return, with a 9.60% standard deviation, in the last 30 Years.
Summary
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| Rick Ferri Core Four Portfolio | Stocks/Bonds 60/40 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | High | |
| Asset Allocation | Stocks | 80% | 60% |
| Fixed Income | 20% | 40% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +8.26% | +8.42% |
| Std Dev | 12.19% | 9.60% | |
| Max Drawdown | -44.44% | -30.55% | |
| All time Stats (Since Jan 1970) |
Return | +9.72% | +9.39% |
| Std Dev | 12.30% | 10.16% | |
| Max Drawdown | -44.44% | -30.55% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1970
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 | +9.72 |
| Stocks/Bonds 60/40 Portfolio | +2.12 | +16.12 | +17.74 | +8.77 | +8.05 | +8.42 | +9.39 |
| 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 60/40 Portfolio: an investment of 1$, since April 1994, now would be worth 11.32$, with a total return of 1031.62% (8.42% annualized).
Stocks/Bonds 60/40 Portfolio: an investment of 1$, since April 1994, now would be worth 11.32$, with a total return of 1031.62% (8.42% annualized).
Rick Ferri Core Four Portfolio: an investment of 1$, since January 1970,
now would be worth 153.43$, with a total return of 15243.31%
(9.72% annualized).
Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1970, now would be worth 130.03$, with a total return of 12903.14% (9.39% annualized).
Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1970, now would be worth 130.03$, with a total return of 12903.14% (9.39% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Rick Ferri Core Four Portfolio
|
Stocks/Bonds 60/40 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 | |||||
| -30.55% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 13.38 | |||||
| -27.90% | Sep 2000 | Sep 2002 (25) | Feb 2004 (42) | 16.05 | |||||
| -23.46% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 12.38 | |||||
| -21.56% | Sep 2000 | Sep 2002 (25) | Jan 2004 (41) | 11.96 | |||||
| -20.69% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 11.44 | |||||
| -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 | |||||
| -12.29% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.29 | |||||
| -10.18% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 4.93 | |||||
| -10.12% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 4.43 | |||||
| -9.00% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 3.76 | |||||
| -8.57% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 4.41 | |||||
| -8.38% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 3.89 | |||||
| -6.30% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 2.87 | |||||
| -5.46% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 2.98 | |||||
| -5.35% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 2.94 | |||||
| -5.24% | Jun 2015 | Sep 2015 (4) | Apr 2016 (11) | 2.81 | |||||
| -4.54% | Feb 2018 | Mar 2018 (2) | Aug 2018 (7) | 3.03 | |||||
Drawdown comparison chart since January 1970.
Swipe left to see all data
|
Rick Ferri Core Four Portfolio
|
Stocks/Bonds 60/40 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 | |||||
| -33.44% | Jan 1973 | Sep 1974 (21) | Jan 1976 (37) | 15.05 | |||||
| -30.55% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 13.38 | |||||
| -27.90% | Sep 2000 | Sep 2002 (25) | Feb 2004 (42) | 16.05 | |||||
| -27.28% | Jan 1973 | Sep 1974 (21) | Jan 1976 (37) | 11.90 | |||||
| -23.46% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 12.38 | |||||
| -21.56% | Sep 2000 | Sep 2002 (25) | Jan 2004 (41) | 11.96 | |||||
| -20.69% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 11.44 | |||||
| -19.17% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 9.40 | |||||
| -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 | |||||
| -12.55% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 6.67 | |||||
| -12.29% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.29 | |||||
| -11.97% | Dec 1980 | Jul 1982 (20) | Oct 1982 (23) | 5.95 | |||||
| -11.52% | Mar 1970 | Jun 1970 (4) | Nov 1970 (9) | 5.99 | |||||
| -10.43% | Feb 1980 | Mar 1980 (2) | Jun 1980 (5) | 4.86 | |||||
| -10.18% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 4.93 | |||||
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% |
+5.46%
|
0.00% |
| 2023 |
+18.34%
|
-8.99% |
+17.79%
|
-7.47% |
| 2022 |
-17.83%
|
-23.46% |
-16.95%
|
-20.69% |
| 2021 |
+17.18%
|
-3.72% |
+14.66%
|
-3.24% |
| 2020 |
+13.93%
|
-17.12% |
+15.70%
|
-12.29% |
| 2019 |
+24.04%
|
-4.20% |
+21.94%
|
-3.41% |
| 2018 |
-6.41%
|
-10.12% |
-3.17%
|
-8.38% |
| 2017 |
+17.86%
|
0.00% |
+14.15%
|
0.00% |
| 2016 |
+8.53%
|
-4.54% |
+8.71%
|
-2.95% |
| 2015 |
-0.67%
|
-7.93% |
+0.44%
|
-5.24% |
| 2014 |
+8.52%
|
-2.80% |
+9.85%
|
-1.50% |
| 2013 |
+19.22%
|
-2.72% |
+19.23%
|
-2.27% |
| 2012 |
+14.47%
|
-6.30% |
+11.13%
|
-3.54% |
| 2011 |
-0.63%
|
-15.17% |
+3.75%
|
-9.00% |
| 2010 |
+14.71%
|
-9.66% |
+12.93%
|
-7.13% |
| 2009 |
+26.02%
|
-16.84% |
+18.79%
|
-11.70% |
| 2008 |
-29.77%
|
-33.12% |
-19.44%
|
-22.19% |
| 2007 |
+6.37%
|
-4.87% |
+5.99%
|
-3.07% |
| 2006 |
+17.60%
|
-2.92% |
+11.12%
|
-2.03% |
| 2005 |
+8.20%
|
-2.68% |
+4.74%
|
-2.34% |
| 2004 |
+14.45%
|
-3.58% |
+9.37%
|
-2.68% |
| 2003 |
+28.09%
|
-3.31% |
+20.04%
|
-1.99% |
| 2002 |
-11.49%
|
-17.29% |
-8.98%
|
-13.74% |
| 2001 |
-7.43%
|
-16.02% |
-3.21%
|
-11.68% |
| 2000 |
-4.44%
|
-9.70% |
-1.79%
|
-8.27% |
| 1999 |
+18.14%
|
-2.86% |
+13.98%
|
-3.76% |
| 1998 |
+15.32%
|
-12.55% |
+17.39%
|
-10.18% |
| 1997 |
+18.08%
|
-4.11% |
+22.37%
|
-3.12% |
| 1996 |
+14.61%
|
-3.35% |
+14.01%
|
-3.33% |
| 1995 |
+22.74%
|
-1.10% |
+28.74%
|
-0.20% |
| 1994 |
+1.06%
|
-5.04% |
-1.16%
|
-6.47% |
| 1993 |
+15.79%
|
-3.96% |
+10.25%
|
-1.36% |
| 1992 |
+3.42%
|
-3.82% |
+8.32%
|
-1.65% |
| 1991 |
+23.73%
|
-4.00% |
+25.53%
|
-2.86% |
| 1990 |
-8.36%
|
-14.61% |
-0.19%
|
-8.52% |
| 1989 |
+20.02%
|
-2.01% |
+22.33%
|
-1.36% |
| 1988 |
+17.02%
|
-2.82% |
+13.33%
|
-2.24% |
| 1987 |
+8.59%
|
-19.07% |
+2.18%
|
-19.17% |
| 1986 |
+26.76%
|
-4.50% |
+14.79%
|
-5.58% |
| 1985 |
+33.14%
|
-2.36% |
+27.66%
|
-2.15% |
| 1984 |
+6.41%
|
-6.59% |
+7.32%
|
-6.58% |
| 1983 |
+20.06%
|
-2.93% |
+15.69%
|
-2.85% |
| 1982 |
+17.46%
|
-9.28% |
+24.75%
|
-4.29% |
| 1981 |
-0.58%
|
-10.04% |
+1.27%
|
-8.82% |
| 1980 |
+24.04%
|
-10.43% |
+21.05%
|
-9.57% |
| 1979 |
+17.81%
|
-7.52% |
+16.69%
|
-6.65% |
| 1978 |
+12.62%
|
-7.80% |
+5.53%
|
-7.92% |
| 1977 |
+4.23%
|
-3.09% |
-1.60%
|
-4.89% |
| 1976 |
+19.80%
|
-2.37% |
+21.38%
|
-1.34% |
| 1975 |
+28.58%
|
-10.18% |
+25.64%
|
-8.13% |
| 1974 |
-18.64%
|
-25.28% |
-14.41%
|
-20.38% |
| 1973 |
-11.83%
|
-12.76% |
-9.12%
|
-9.87% |
| 1972 |
+18.99%
|
-0.46% |
+11.66%
|
-1.45% |
| 1971 |
+18.29%
|
-5.60% |
+14.37%
|
-5.73% |
| 1970 |
+2.93%
|
-16.53% |
+9.77%
|
-11.52% |
