Commodities Broad Basket (DBC)
VS
Rick Ferri Core Four
Total Return by Period
Updated: Jun 12, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Rick Ferri Core Four | 0.27% | 1.34% | 1.74% | 7.32% | 16.63% | 43.79% | 33.09% | 118.72% |
| Commodities Broad Basket (DBC) | -1.04% | -2.33% | -8.46% | -0.56% | 34.22% | 43.74% | 70.41% | 120.85% |
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 | 118.72% | 8.38% | 8.16% | -38.42% | 0.50 | 0.60 | 0.22 | 0.06 |
| Commodities Broad Basket (DBC) | 120.85% | 9.54% | 8.27% | -56.37% | 0.37 | 0.48 | 0.17 | 0.16 |