Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/22/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Rick Ferri Core Four Lazy Portfolio | -3.07% | 5.89% | 4.04% | 7.11% | 5.60% | 6.63% | 6.42% | 6.86% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Rick Ferri Core Four Lazy Portfolio | 07/01/1996 | 04/22/2025 |
The return data shown below all have the same latest date: 04/22/2025.
AR inception is since 07/01/1996.
AR inception is since 07/01/1996.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.31 | 5.89 | 4.04 | 7.11 | 5.60 | 6.63 | 6.42 | 6.86 | -3.07 | 9.38 | 15.07 | -16.88 | 12.81 | 12.69 | 19.57 | -4.89 | 14.17 | 7.07 | -0.51 | 7.81 | 13.49 | 11.57 | 1.61 | 12.66 | 20.66 | -22.32 | 6.65 | 14.35 | 6.47 | 11.39 | 21.78 | -6.86 | -3.31 | -1.02 | 12.58 | 12.90 | 15.25 | 6.61 |
| Sharpe Ratio | NA | -0.04 | -0.03 | 0.42 | 0.38 | NA | NA | 0.48 | -0.27 | 0.35 | 1.23 | -1.23 | 1.62 | 0.67 | 2.97 | -0.71 | 3.48 | 0.88 | -0.07 | 1.28 | 1.87 | 1.58 | 0.12 | 1.06 | 1.38 | -1.07 | 0.37 | 1.56 | 0.70 | 1.53 | 2.78 | -0.72 | -0.58 | -0.48 | 1.16 | 1.03 | 1.48 | 0.78 |
| Standard Deviation(%) | NA | 10.47 | 11.23 | 10.70 | 10.35 | NA | NA | 10.37 | 14.83 | 7.85 | 8.81 | 14.81 | 7.87 | 18.49 | 6.11 | 8.72 | 3.89 | 7.78 | 8.20 | 6.11 | 7.20 | 7.27 | 13.36 | 11.86 | 14.95 | 21.69 | 9.78 | 7.11 | 6.13 | 6.82 | 7.59 | 11.13 | 9.71 | 10.71 | 8.10 | 9.33 | 7.94 | 6.23 |
| Draw Down(%) | NA | 10.79 | 14.09 | 22.58 | 22.58 | NA | NA | 35.02 | 10.09 | 4.38 | 8.80 | 22.44 | 3.57 | 22.10 | 2.76 | 10.95 | 1.43 | 5.77 | 7.95 | 4.40 | 6.50 | 5.64 | 11.57 | 8.91 | 14.91 | 32.39 | 5.91 | 6.64 | 4.04 | 6.90 | 6.16 | 15.26 | 14.53 | 7.65 | 5.53 | 12.01 | 5.65 | 3.92 |
| Yield(%) | NA | 2.06 | 2.22 | 2.18 | 2.34 | NA | NA | 0.00 | 0.00 | 2.04 | 2.75 | 1.89 | 2.07 | 2.16 | 2.80 | 2.33 | 2.54 | 2.56 | 2.26 | 2.62 | 2.50 | 2.90 | 2.76 | 2.73 | 3.55 | 3.11 | 3.45 | 3.49 | 2.95 | 2.76 | 3.51 | 3.31 | 3.69 | 4.14 | 3.69 | 3.72 | 4.04 | 1.98 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Rick Ferri Core Four Lazy Portfolio |
-6.33%
Feb 2006 - Feb 2009 |
-0.54%
Feb 2004 - Feb 2009 |
2.19%
Feb 1999 - Feb 2009 |
4.73%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Rick Ferri Core Four Lazy Portfolio |
17.83%
Feb 2009 - Feb 2012 |
14.77%
Feb 2009 - Feb 2014 |
10.06%
Feb 2009 - Feb 2019 |
8.93%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart