Portfolio vs. 60/40 vs. S&P 500
All Data
10 Years
**S&P 500 backtest to 1972 and 60/40 backtest to 1970
Core Four Portfolio by Rick Ferri
Details
The Core Four Portfolio was developed by Rick Ferri and profiled on his Core-4 website.
This is a backtest of the Aggressive Growth version of the Classic Core-4 portfolio.
Rick Ferri is a financial analyst, investment adviser, and author of books such as All About Asset Allocation and The Power of Passive Investing.
The portfolio invests 72% in equities, 20% in bonds, and 8% in REITs.
Asset Allocation & Recommended ETFs
Performance Metrics
All Data
10 Years
Annual Return
8.3%
Sharpe Ratio
0.54
10 Year Annual Return
7.7%
Volatility (annualized)
11.9%
Max Drawdown
-44.4%
Positive Periods
65.4%
Dot Com Annual Return
-8.3%
Great Financial Crisis Return
-2.0%
Trade Frequency
Static
Ulcer Performance Index
0.7
How to Invest in the Core Four Portfolio
M1 Finance is the recommended platform to invest in this portfolio. Find out why.
