Core-4 (Ferri)
StaticPromoderateBased on research by Rick Ferri · Ferri, R. All About Asset Allocation (2010)
This is BestFolio's independent implementation. Not affiliated with or endorsed by the original author.
Launched 2007About this Strategy
Rick Ferri's 4-fund portfolio: 48% US stocks, 24% international, 20% bonds, 8% REITs..
The complete strategy logic, asset universe, and rebalancing rules are available to Pro subscribers. This includes the full methodology description, author notes, and implementation details.
Pro subscribers also get access to current signals, full backtest history, and the ability to blend this strategy into custom portfolios.
Strategy Rules
Pro subscribers only
- 1Allocate 48% to VTI (Vanguard Total US Stock Market)
- 2Allocate 24% to VXUS (Vanguard Total International Stock)
- 3Allocate 20% to BND (Vanguard Total Bond Market)
- 4Allocate 8% to VNQ (Vanguard Real Estate — US REITs)
- 5Rebalance annually or when drift exceeds threshold
Key Differentiators
Research Source
Based on research by Rick Ferri
Ferri, R. All About Asset Allocation (2010)
Strategy Info
- Type
- Fixed / Strategic
- Frequency
- annual
- Next Rebalance
- Jan 409:30 ET (227d)
- Variants
- 1
- Risk Category
- moderate
- Tags
- static
- Type
- Fixed/Strategic Asset Allocation
- Trading Frequency
- Annual or on-drift rebalancing
- Number Of Holdings
- 4 ETFs
- Equity Allocation
- 72% (48% US + 24% International)
- Bond Allocation
- 20%
- Reit Allocation
- 8%
- Risk Level
- Moderate to Aggressive
Asset Classes
Core-4 (Ferri) at a glance
Core-4 (Ferri) is a fixed-allocation portfolio by Rick Ferri across US Equity, International Equity, US Bonds, REITs, rebalanced annual. Backtested 1987-12-31 to 2026-05-20 (38.4 years): 9.3% CAGR, 0.74 Sharpe, -48.3% max drawdown, 13.3% volatility.
- Type
- Fixed Allocation
- Author
- Rick Ferri
- Rebalancing
- Annual
- Risk
- Moderate
- Period
- 1987-12-31 to 2026-05-20
- CAGR
- 9.3%
- Sharpe
- 0.74
- Max Drawdown
- -48.3%
- Volatility
- 13.3%
Core-4 (Ferri) — Fixed Allocation Portfolio
Rick Ferri's Core-4 portfolio provides broad global diversification with a tilt toward real estate: 48% US stocks (VTI), 24% international stocks (VXUS), 20% US bonds (BND), and 8% REITs (VNQ). With 72% in equities, this is suited for investors with long time horizons.
Backtest Performance (1987-12-31 to 2026-05-20)
| Metric | Core-4 (Ferri) |
|---|---|
| Compound Annual Growth Rate (CAGR) | 9.3% |
| Maximum Drawdown | -48.3% |
| Sharpe Ratio | 0.74 |
| Sortino Ratio | 0.91 |
| Annualized Volatility | 13.3% |
| Calmar Ratio | 0.19 |
| Total Return | 2984.5% |
| Backtest Period | 38.4 years |
Strategy Details
- Type
- Fixed / Strategic
- Rebalancing
- annual
- Risk Level
- moderate
- Variants
- 1
- Author
- Rick Ferri
- Source
- Ferri, R. All About Asset Allocation (2010)
Asset Classes
- US Equity
- International Equity
- US Bonds
- REITs
Categories
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