Commodities Broad Basket (DBC)
VS
Rick Ferri Core Four
Total Return by Period
Updated: May 05, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Rick Ferri Core Four | 0.68% | 0.87% | 4.85% | 3.16% | 19.15% | 43.55% | 33.96% | 117.20% |
| Commodities Broad Basket (DBC) | -0.41% | 2.83% | 6.23% | 28.98% | 56.13% | 53.75% | 92.95% | 160.83% |
Total Return by Year
| Name | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Rick Ferri Core Four | 9.22% | 14.54% | -16.50% | 11.52% | 11.85% | 19.63% | -5.42% | 14.57% | 6.58% | |
| Commodities Broad Basket (DBC) | 2.15% | -6.26% | 19.34% | 41.36% | -7.84% | 11.83% | -11.64% | 4.86% | 18.56% |
10 Year Performance
| Name | Total Return | Annualized Return | CAGR | Max Drawdown | Sharpe Ratio | Sortino Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|
| Rick Ferri Core Four | 117.20% | 8.36% | 8.09% | -38.86% | 0.50 | 0.60 | 0.22 | 0.06 |
| Commodities Broad Basket (DBC) | 160.83% | 11.20% | 10.09% | -60.92% | 0.46 | 0.61 | 0.18 | 0.16 |