Simulation Settings
Period: October 1989 - October 2024 (~35 years)
Consolidated Returns as of 31 October 2024
Consolidated Returns as of 31 October 2024
Rebalancing: at every Jan 1st
Currency:
EUR
1.00€
Initial Capital
November 1994
November 1994
9.57€
Final Capital
October 2024
October 2024
7.82%
Yearly Return
12.12
Std Deviation
-40.74%
Max Drawdown
53months
Recovery Period
1.00€
Initial Capital
October 1989
October 1989
14.58€
Final Capital
October 2024
October 2024
7.94%
Yearly Return
12.15
Std Deviation
-40.74%
Max Drawdown
53months
Recovery Period
The Dedalo Invest Dedalo Eleven Euro Portfolio can be implemented with 11 ETFs. This portfolio has a very high risk, meaning it can experience significant fluctuations in value. It is suitable for investors with a high risk tolerance who are seeking substantial returns and can withstand large drawdowns.
The portfolio asset allocation is: 80% on the Stock Market, 20% on Fixed Income, 0% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 20% allocation to bonds, leading to its classification as very high risk.
As of October 2024, in the previous 30 Years, the Dedalo Invest Dedalo Eleven Euro Portfolio obtained a 7.82% compound annual return, with a 12.12% standard deviation. It suffered a maximum drawdown of -40.74% that required 53 months to be recovered.
Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information.
The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators.
Content is for informational, educational, illustrative, and entertainment purposes only.
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About the Author: Dedalo Invest
Dedalo Invest offers a wide range of tools for portfolio analysis and replication. Dedalo Invest’s database includes both actively and passively managed funds, such as ETFs. Users can access all articles, some ebooks, and many analysis services for free (with some limitations).
The main services of Dedalo Invest are:
- Hourly-based financial consulting, which minimizes potential conflicts of interest between the client and the consultant/coach;
- Dollar cost averaging (DCA) and Value Averaging (VA) analysis, linear correlation analysis, relative strength analysis and many others.
- Model portfolios.
Portfolio Overview
The Dedalo Eleven Lazy portfolio, in its original composition for EU investors, is composed by 11 ETFs. In its US version, it can be implemented with only 9 ETFs.
The portfolio is described in detail in the official Dedalo Invest page.
Asset Allocation and ETFs
To effectively implement the asset allocation of the Dedalo Invest Dedalo Eleven Euro Portfolio, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.
80% Stocks
20% Fixed Income
0% Commodities
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| Weight (%) |
ETF Ticker |
ETF Currency |
ETF Name | Investment Themes (Orig.Currency) |
|---|---|---|---|---|
| 24.00 |
SXRT.DE
|
EUR | iShares Core EURO STOXX 50 | Equity, Eurozone, Large Cap (EUR) |
| 20.00 |
XD9U.DE
|
EUR | Xtrackers MSCI USA | Equity, U.S., Large Cap (USD) |
| 12.00 |
XD9E.DE
|
EUR | Xtrackers MSCI USA EUR Hedged | Equity, U.S., Large Cap (USD) |
| 8.00 |
IS3N.DE
|
EUR | iShares Core MSCI Emerg. Markets | Equity, Emerging Markets, Large Cap (USD) |
| 4.00 |
18MN.DE
|
EUR | Amundi MSCI Switzerland | Equity, Switzerland, Large Cap (CHF) |
| 4.00 |
LCUJ.DE
|
EUR | Amundi MSCI Japan | Equity, Japan, Large Cap (JPY) |
| 4.00 |
SXR1.DE
|
EUR | iShares Core MSCI Pacific ex Japan | Equity, Developed Asia Pacific, Large Cap (USD) |
| 4.00 |
SXRW.DE
|
EUR | iShares Core FTSE 100 UCITS ETF | Equity, United Kingdom, Large Cap (GBP) |
| 7.00 |
DBZB.DE
|
EUR Hedged |
Xtrackers Global Government Bond Eur Hedged | Bond, Global, All-Term (Mix) |
| 7.00 |
XGIN.DE
|
EUR Hedged |
Xtrackers II Global Inflation-Linked Bond EUR Hedged | Bond, Developed Markets, All-Term (Mix) |
| 6.00 |
IS3C.DE
|
EUR Hedged |
iShares J.P. Morgan EM Bond Eur Hedged | Bond, Emerging Markets, All-Term (Mix) |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
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Portfolio and ETF Returns as of Oct 31, 2024
The Dedalo Invest Dedalo Eleven Euro Portfolio guaranteed the following returns.
Returns are calculated in EUR, assuming:
- no fees or capital gain taxes.
- rebalancing: at every January 1st. How do returns change with different rebalancing strategies?
- dividend reinvestment, when applicable.
DEDALO INVEST DEDALO ELEVEN EURO PORTFOLIO
1 October 1989 - 31 October 2024 (~35 years)
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Oct 31, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Nov 2024 |
YTD
(10M) |
1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~35Y) |
|||
| Investment Return | n.a. | n.a. | 11.92 | -1.17 | 5.64 | 23.37 | 7.89 | 7.16 | 7.82 | 7.94 | |||
| Components | |||||||||||||
|
SXRT.DE
|
EUR | iShares Core EURO STOXX 50 | n.a. | - | n.a. | 9.96 | -3.42 | -0.61 | 22.53 | 8.94 | 7.66 | 6.45 | 5.73 |
|
XD9U.DE
|
EUR | Xtrackers MSCI USA | n.a. | - | n.a. | 23.04 | 2.83 | 11.62 | 35.68 | 15.71 | 14.47 | 11.25 | 10.46 |
|
XD9E.DE
|
EUR | Xtrackers MSCI USA EUR Hedged | n.a. | - | n.a. | 18.84 | 0.00 | 12.24 | 37.17 | 12.66 | 10.62 | 9.75 | 10.07 |
|
IS3N.DE
|
EUR | iShares Core MSCI Emerg. Markets | n.a. | - | n.a. | 13.25 | -1.59 | 6.17 | 22.24 | 5.32 | 5.13 | 5.53 | 8.52 |
|
18MN.DE
|
EUR | Amundi MSCI Switzerland | n.a. | - | n.a. | 6.81 | -2.85 | 8.95 | 16.98 | 5.12 | 5.46 | 8.10 | 7.83 |
|
LCUJ.DE
|
EUR | Amundi MSCI Japan | n.a. | - | n.a. | 8.94 | -2.94 | -0.70 | 14.60 | 5.56 | -33.84 | -12.38 | -11.03 |
|
SXR1.DE
|
EUR | iShares Core MSCI Pacific ex Japan | n.a. | - | n.a. | 9.24 | -3.44 | 9.49 | 21.58 | 4.75 | 5.38 | 5.76 | 7.29 |
|
SXRW.DE
|
EUR | iShares Core FTSE 100 UCITS ETF | n.a. | - | n.a. | 11.27 | -2.90 | 2.33 | 18.32 | 6.27 | 5.23 | 6.74 | 6.06 |
|
DBZB.DE
|
EUR Hedged |
Xtrackers Global Government Bond Eur Hedged | n.a. | - | n.a. | -0.42 | -1.68 | 2.98 | 6.28 | -2.62 | -0.31 | 2.99 | 3.29 |
|
XGIN.DE
|
EUR Hedged |
Xtrackers II Global Inflation-Linked Bond EUR Hedged | n.a. | - | n.a. | -1.19 | -1.48 | 2.14 | 5.48 | -1.83 | 0.38 | 3.89 | 4.26 |
|
IS3C.DE
|
EUR Hedged |
iShares J.P. Morgan EM Bond Eur Hedged | n.a. | - | n.a. | 4.36 | -2.32 | 5.90 | 15.58 | -1.94 | 0.38 | 8.31 | 9.06 |
| Returns over 1 year are annualized | |||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||
Capital Growth as of Oct 31, 2024
An investment of 1€, from November 1994 to October 2024,
would be worth 9.57€, with a total return of 856.98% (7.82% annualized).
The Inflation Adjusted Capital would be 5.22€, with a net total return of 421.50% (5.66% annualized).
The Inflation Adjusted Capital would be 5.22€, with a net total return of 421.50% (5.66% annualized).
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An investment of 1€, from October 1989 to October 2024,
would be worth 14.58€, with a total return of 1357.71% (7.94% annualized).
The Inflation Adjusted Capital would be 6.64€, with a net total return of 564.39% (5.55% annualized).
The Inflation Adjusted Capital would be 6.64€, with a net total return of 564.39% (5.55% annualized).
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Portfolio Metrics as of Oct 31, 2024
Metrics of Dedalo Invest Dedalo Eleven Euro Portfolio, updated as of 31 October 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.
These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- rebalancing: at every January 1st. How do returns change with different rebalancing strategies?
- dividend reinvestment, when applicable.
DEDALO INVEST DEDALO ELEVEN EURO PORTFOLIO
Advanced Metrics
1 October 1989 - 31 October 2024 (~35 years)
Swipe left to see all data
| Metrics as of Oct 31, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
|
YTD
(10M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~35Y) |
|
| Investment Return (%) | 11.92 | -1.17 | 1.01 | 5.64 | 23.37 | 4.54 | 7.89 | 7.16 | 7.31 | 7.82 | 7.94 |
| Growth of 1€ | 1.12 | 0.99 | 1.01 | 1.06 | 1.23 | 1.14 | 1.46 | 2.00 | 4.10 | 9.57 | 14.58 |
| Euro Inflation (%) | 2.06 | 0.00 | 0.05 | 0.44 | 1.66 | 4.99 | 3.73 | 2.36 | 2.09 | 2.04 | 2.26 |
| Pending updates, the monthly inflation of Oct 2024 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized. | |||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -1.17 | -1.91 | -17.30 | -17.48 | -17.48 | -40.74 | -40.74 | -40.74 | |||
| Start to Recovery (# months) | 1* | 3 | 25 | 11 | 11 | 53 | 53 | 53 | |||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2020 01 | 2020 01 | 2007 11 | 2007 11 | 2007 11 | ||||
| Start to Bottom (# months) | 1 | 9 | 3 | 3 | 16 | 16 | 16 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 2 | 16 | 8 | 8 | 37 | 37 | 37 | ||||
| End (yyyy mm) | 2024 06 | 2024 01 | 2020 11 | 2020 11 | 2012 03 | 2012 03 | 2012 03 | ||||
| Longest Drawdown Depth (%) |
same |
same |
-17.30 | -17.30 |
same |
-37.40 | -37.40 | ||||
| Start to Recovery (# months) | 25 | 25 | 61 | 61 | |||||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 2000 09 | ||||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 16 | 31 | 31 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2003 03 | 2003 03 | ||||
| Bottom to End (# months) | 2 | 16 | 16 | 16 | 37 | 30 | 30 | ||||
| End (yyyy mm) | 2024 06 | 2024 01 | 2024 01 | 2024 01 | 2012 03 | 2005 09 | 2005 09 | ||||
| Longest negative period (# months) | 2 | 25 | 29 | 37 | 68 | 119 | 119 | ||||
| Start (yyyy mm) | 2024 04 | 2021 11 | 2021 06 | 2017 03 | 2006 02 | 1999 05 | 1999 05 | ||||
| End (yyyy mm) | 2024 05 | 2023 11 | 2023 10 | 2020 03 | 2011 09 | 2009 03 | 2009 03 | ||||
| Annualized Return (%) | -2.29 | -0.79 | -0.27 | -0.72 | -0.13 | 0.00 | 0.00 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
| Deepest Drawdown Depth (%) | -2.64 | -2.48 | -23.47 | -23.47 | -23.47 | -41.96 | -41.96 | -41.96 | |||
| Start to Recovery (# months) | 34* | 3 | 34* | 34* | 34* | 64 | 64 | 64 | |||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | ||||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 16 | 16 | 16 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 2 | 25 | 25 | 25 | 48 | 48 | 48 | ||||
| End (yyyy mm) | 2024 06 | - | - | - | 2013 02 | 2013 02 | 2013 02 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
-41.17 | -41.17 | ||||
| Start to Recovery (# months) | 76 | 76 | |||||||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 2000 09 | ||||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 16 | 31 | 31 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2003 03 | 2003 03 | ||||
| Bottom to End (# months) | 2 | 25 | 25 | 25 | 48 | 45 | 45 | ||||
| End (yyyy mm) | 2024 06 | - | - | - | 2013 02 | 2006 12 | 2006 12 | ||||
| Longest negative period (# months) | 2 | 36* | 47 | 61 | 77 | 149 | 149 | ||||
| Start (yyyy mm) | 2024 03 | 2021 11 | 2019 12 | 2015 03 | 2006 01 | 2000 01 | 2000 01 | ||||
| End (yyyy mm) | 2024 04 | 2024 10 | 2023 10 | 2020 03 | 2012 05 | 2012 05 | 2012 05 | ||||
| Annualized Return (%) | -0.96 | -0.42 | -0.69 | -0.11 | -0.08 | -0.14 | -0.14 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 7.23 | 11.30 | 12.46 | 11.27 | 11.19 | 12.12 | 12.15 | ||||
| Sharpe Ratio | 2.50 | 0.09 | 0.45 | 0.50 | 0.52 | 0.46 | 0.43 | ||||
| Sortino Ratio | 3.59 | 0.12 | 0.60 | 0.66 | 0.68 | 0.60 | 0.57 | ||||
| Ulcer Index | 0.63 | 7.41 | 6.75 | 5.76 | 9.50 | 11.79 | 11.31 | ||||
| Ratio: Return / Standard Deviation | 3.23 | 0.40 | 0.63 | 0.64 | 0.65 | 0.65 | 0.65 | ||||
| Ratio: Return / Deepest Drawdown | 12.25 | 0.26 | 0.45 | 0.41 | 0.18 | 0.19 | 0.19 | ||||
| Positive Months (%) | 83.33 | 58.33 | 63.33 | 63.33 | 65.00 | 63.33 | 63.18 | ||||
| Positive Months | 10 | 21 | 38 | 76 | 156 | 228 | 266 | ||||
| Negative Months | 2 | 15 | 22 | 44 | 84 | 132 | 155 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 7.16 | 11.19 | 11.19 | 17.52 | |||||||
| Worst 10 Years Return (%) - Annualized | 4.73 | 0.65 | 0.65 | ||||||||
| Best 10 Years Return (%) - Annualized | 4.68 | 9.81 | 9.81 | 14.71 | |||||||
| Worst 10 Years Return (%) - Annualized | 3.25 | -1.44 | -1.44 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of Oct 2024 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 48.68 | 27.43 | 23.80 | 11.19 | 9.15 | 7.82 | |||||
| Worst Rolling Return (%) - Annualized | -31.97 | -13.65 | -2.20 | 0.65 | 3.65 | ||||||
| Positive Periods (%) | 75.6 | 83.0 | 94.3 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 46.50 | 25.29 | 21.84 | 9.81 | 7.20 | 5.66 | |||||
| Worst Rolling Return (%) - Annualized | -33.55 | -15.64 | -4.24 | -1.44 | 1.97 | ||||||
| Positive Periods (%) | 71.6 | 77.2 | 82.0 | 91.7 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 5.06 | 7.90 | 9.95 | 19.13 | 20.09 | 1.53 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 6.52 | 10.41 | 13.51 | 25.04 | 27.57 | 5.82 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 7.45 | 12.03 | 15.79 | 31.45 | 32.21 | 9.67 | 0.00 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 8.97 | 14.65 | 19.51 | 31.75 | 34.38 | 10.14 | 0.00 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 80.02 | 25.02 | 15.10 | 8.11 | 4.93 | 7.77 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 1.61 | 6.28 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Oct 1989 - Oct 2024) | |||||||||||
| Best Rolling Return (%) - Annualized | 48.68 | 27.43 | 23.80 | 17.52 | 9.36 | 8.84 | |||||
| Worst Rolling Return (%) - Annualized | -31.97 | -13.65 | -2.20 | 0.65 | 3.65 | 7.02 | |||||
| Positive Periods (%) | 75.8 | 85.7 | 95.3 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 46.50 | 25.29 | 21.84 | 14.71 | 7.20 | 6.85 | |||||
| Worst Rolling Return (%) - Annualized | -33.55 | -15.64 | -4.24 | -1.44 | 1.97 | 4.84 | |||||
| Positive Periods (%) | 71.9 | 80.5 | 85.0 | 93.3 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 5.07 | 7.89 | 9.93 | 15.63 | 15.82 | 0.00 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 6.52 | 10.41 | 13.49 | 23.56 | 26.21 | 5.05 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 7.46 | 12.03 | 15.78 | 30.76 | 30.66 | 9.53 | 0.00 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 8.98 | 14.66 | 19.50 | 31.65 | 33.66 | 9.99 | 0.00 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 80.02 | 25.02 | 15.10 | 8.11 | 4.93 | 6.52 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 1.61 | 4.98 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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Portfolio Components Correlation
Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2024
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Correlation values range between -1 and +1
- A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
- A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
- A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
DEDALO INVEST DEDALO ELEVEN EURO PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
1 November 1994 - 31 October 2024 (30 Years)
1 October 1989 - 31 October 2024 (~35 years)
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Rolling Returns
For a detailed rolling return analysis, click here
Dedalo Invest Dedalo Eleven Euro Portfolio: Rolling Returns
Dedalo Invest Dedalo Eleven Euro Portfolio: Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
DEDALO INVEST DEDALO ELEVEN EURO PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 November 1994 - 31 October 2024 (30 Years)
1 October 1989 - 31 October 2024 (~35 years)
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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.
Seasonality
In which months is it better to invest in Dedalo Invest Dedalo Eleven Euro Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from October 1989 to October 2024.
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For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Dedalo Invest Dedalo Eleven Euro Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
DEDALO INVEST DEDALO ELEVEN EURO PORTFOLIO
Monthly Returns Distribution
1 November 1994 - 31 October 2024 (30 Years)
1 October 1989 - 31 October 2024 (~35 years)
228 Positive Months (63%) - 132 Negative Months (37%)
266 Positive Months (63%) - 155 Negative Months (37%)
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Methodology
Returns, up to April 2018, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.
In particular, the series derived from equivalent datasets are:
Returns, up to April 2018, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.
In particular, the series derived from equivalent datasets are:
- iShares Core EURO STOXX 50 (SXRT.DE), up to April 2010
- Xtrackers MSCI USA (XD9U.DE), up to May 2014
- Xtrackers MSCI USA EUR Hedged (XD9E.DE), up to April 2018
- iShares Core MSCI Emerg. Markets (IS3N.DE), up to July 2014
- Amundi MSCI Switzerland (18MN.DE), up to May 2014
- Amundi MSCI Japan (LCUJ.DE), up to February 2018
- iShares Core MSCI Pacific ex Japan (SXR1.DE), up to May 2014
- iShares Core FTSE 100 UCITS ETF (SXRW.DE), up to May 2014
- Xtrackers Global Government Bond Eur Hedged (DBZB.DE), up to November 2008
- Xtrackers II Global Inflation-Linked Bond EUR Hedged (XGIN.DE), up to May 2014
- iShares J.P. Morgan EM Bond Eur Hedged (IS3C.DE), up to August 2015
Portfolio efficiency
The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
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In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.
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with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing