Commodities Broad Basket (DBC)
VS
Rick Ferri Core Four
Total Return by Period
Updated: Oct 02, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Rick Ferri Core Four | 0.58% | -0.66% | -2.16% | -0.77% | 8.21% | 50.57% | 33.24% | 108.59% |
| Commodities Broad Basket (DBC) | -0.64% | -0.25% | 2.01% | 22.47% | 50.45% | 50.47% | 82.54% | 154.38% |
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 | 108.59% | 7.95% | 7.65% | -37.01% | 0.46 | 0.56 | 0.21 | 0.06 |
| Commodities Broad Basket (DBC) | 154.38% | 10.99% | 9.81% | -56.97% | 0.44 | 0.59 | 0.19 | 0.16 |