Core-4 (Ferri) — Fixed Allocation Portfolio
Rick Ferri's 4-fund portfolio: 48% US stocks, 24% international, 20% bonds, 8% REITs.
Backtest Performance (1989-10-31 to 2026-04-07)
| Metric | Core-4 (Ferri) |
|---|---|
| Compound Annual Growth Rate (CAGR) | 8.8% |
| Maximum Drawdown | -48.3% |
| Sharpe Ratio | 0.69 |
| Sortino Ratio | 0.86 |
| Annualized Volatility | 13.5% |
| Calmar Ratio | 0.18 |
| Total Return | 2080.4% |
| Backtest Period | 36.4 years |
Strategy Details
- Type
- Fixed / Strategic
- Rebalancing
- annual
- Risk Level
- moderate
- Variants
- 1
- Author
- Rick Ferri
Categories
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