Performance

Core Four (Ferri-style) +8.73%

Watchlist

Select an item

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
Core Four (Ferri-style)	-0.34%	+8.31%	+8.73%	+7.22%	-7.75%	0.42	2.20%

VTI	-0.50%	+11.86%	+11.81%	+10.61%	-8.92%	0.59	1.06%
VXUS	-0.24%	+8.62%	+12.11%	+7.91%	-11.27%	0.50	2.41%
BND	-0.22%	-0.88%	-1.26%	-0.41%	-4.49%	-1.43	4.13%
VNQ	+0.04%	+7.69%	+3.78%	+0.48%	-11.38%	0.02	3.67%

Summary

Core Four (Ferri-style) at a glance

Core Four (Ferri-style) returned +8.73% over the past year and +7.22% a year over five years. Its worst drop in that year was -7.75%, smaller than 56% of portfolios on Redstone, and its Sharpe ratio of 0.42 beats 45% of portfolios on Redstone. It yields 2.20%.

Ranking

How Core Four (Ferri-style) ranks

1Y Return Rank

5Y Return Rank

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

-3.28%

Rolling Volatility

+0.47%

METRICS

Correlation Matrix

	BND	VNQ	VTI	VXUS
BND	1.00	0.47	0.41	0.48
VNQ	0.47	1.00	0.29	0.29
VTI	0.41	0.29	1.00	0.84
VXUS	0.48	0.29	0.84	1.00

Actions

Portfolio

Allocation

4 Assets

VTI

VXUS

VNQ

BND

Metrics

Risk Indicators

Alpha-1.79%

Beta0.81x

Sharpe0.42

Sortino0.61

Omega1.07

Calmar1.13

Martin2.27

Portfolios

Core Four (Ferri-style): returns, risk and holdings

Core Four (Ferri-style) at a glance

How Core Four (Ferri-style) ranks

More portfolios