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.
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Low | Average | High | |
|---|---|---|---|
1-Year | -37.8% | 9.2% | 50.1% |
3-Year | -11.3% | 8.9% | 23.1% |
5-Year | -3.0% | 8.5% | 19.8% |
10-Year | 0.6% | 7.7% | 12.8% |
Portfolio | 60/40 | S&P 500 | |
|---|---|---|---|
Annual Return | 8.3% | 9.3% | 10.3% |
10Y Annual Return | 7.7% | 7.9% | 12.2% |
Sharpe Ratio | 0.54 | 0.51 | 0.43 |
Max Drawdown | -44.4% | -29.7% | -50.97% |
Volatility (annualized) | 11.9% | 9.9% | 15.4% |
Dot Com Annual Return | -8.3% | -4.2% | -14.60% |
Great Financial Crisis Annual Return | -2.0% | -0.3% | -5.66% |
Positive Periods | 65.4% | 65.8% | 63.3% |
**S&P 500 backtest to 1972 and 60/40 backtest to 1970
