Dedalo Invest Dedalo Three vs Stocks/Bonds 80/20 Momentum Portfolio Comparison

Period: January 1982 - August 2024 (~43 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Dedalo Invest Dedalo Three Portfolio
1.00$
Initial Capital
September 1994
16.55$
Final Capital
August 2024
9.81%
Yearly Return
15.49
Std Deviation
-52.14%
Max Drawdown
59 months
Recovery Period
Stocks/Bonds 80/20 Momentum Portfolio
1.00$
Initial Capital
September 1994
26.47$
Final Capital
August 2024
11.54%
Yearly Return
12.46
Std Deviation
-43.61%
Max Drawdown
52 months
Recovery Period
Dedalo Invest Dedalo Three Portfolio
1.00$
Initial Capital
January 1982
95.22$
Final Capital
August 2024
11.27%
Yearly Return
15.37
Std Deviation
-52.14%
Max Drawdown
59 months
Recovery Period
Stocks/Bonds 80/20 Momentum Portfolio
1.00$
Initial Capital
January 1982
157.18$
Final Capital
August 2024
12.58%
Yearly Return
12.57
Std Deviation
-43.61%
Max Drawdown
52 months
Recovery Period

The Dedalo Invest Dedalo Three Portfolio obtained a 9.81% compound annual return, with a 15.49% standard deviation, in the last 30 Years.

The Stocks/Bonds 80/20 Momentum Portfolio obtained a 11.54% compound annual return, with a 12.46% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1982 - 31 August 2024 (~43 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
Dedalo Three
Dedalo Invest 		17.31 2.19 10.80 25.18 14.24 11.29 9.81 11.27
Stocks/Bonds 80/20 Momentum 21.48 3.02 7.88 29.38 9.34 10.84 11.54 12.58
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since September 1994, now would be worth 16.55$, with a total return of 1554.92% (9.81% annualized).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since September 1994, now would be worth 26.47$, with a total return of 2546.96% (11.54% annualized).


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Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since January 1982, now would be worth 95.22$, with a total return of 9421.51% (11.27% annualized).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 157.18$, with a total return of 15618.03% (12.58% annualized).


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Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1982 - 31 August 2024 (~43 years)
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Dedalo Three Stocks/Bonds 80/20 Momentum
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 25.18 29.38
Infl. Adjusted Return (%) 22.25 26.35
DRAWDOWN
Deepest Drawdown Depth (%) -7.24 -5.89
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -7.24 -5.89
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 13.71 14.47
Sharpe Ratio 1.45 1.66
Sortino Ratio 1.95 2.17
Ulcer Index 2.64 2.48
Ratio: Return / Standard Deviation 1.84 2.03
Ratio: Return / Deepest Drawdown 3.48 4.99
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Dedalo Three Stocks/Bonds 80/20 Momentum
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.24 9.34
Infl. Adjusted Return (%) 9.70 5.00
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -27.23
Start to Recovery (months) 24 32
Longest Drawdown Depth (%) -25.03 -27.23
Start to Recovery (months) 24 32
Longest Negative Period (months) 30 39
RISK INDICATORS
Standard Deviation (%) 18.04 15.95
Sharpe Ratio 0.67 0.45
Sortino Ratio 0.88 0.62
Ulcer Index 9.09 12.99
Ratio: Return / Standard Deviation 0.79 0.59
Ratio: Return / Deepest Drawdown 0.57 0.34
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Dedalo Three Stocks/Bonds 80/20 Momentum
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.29 10.84
Infl. Adjusted Return (%) 8.24 7.80
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -27.23
Start to Recovery (months) 24 32
Longest Drawdown Depth (%) -25.03 -27.23
Start to Recovery (months) 24 32
Longest Negative Period (months) 30 39
RISK INDICATORS
Standard Deviation (%) 15.31 13.10
Sharpe Ratio 0.64 0.72
Sortino Ratio 0.86 0.97
Ulcer Index 7.01 9.46
Ratio: Return / Standard Deviation 0.74 0.83
Ratio: Return / Deepest Drawdown 0.45 0.40
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Dedalo Three Stocks/Bonds 80/20 Momentum
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.81 11.54
Infl. Adjusted Return (%) 7.12 8.81
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -43.61
Start to Recovery (months) 59 52
Longest Drawdown Depth (%) -44.69 -32.75
Start to Recovery (months) 65 52
Longest Negative Period (months) 137 112
RISK INDICATORS
Standard Deviation (%) 15.49 12.46
Sharpe Ratio 0.49 0.74
Sortino Ratio 0.63 0.98
Ulcer Index 14.63 11.97
Ratio: Return / Standard Deviation 0.63 0.93
Ratio: Return / Deepest Drawdown 0.19 0.26
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Dedalo Three Stocks/Bonds 80/20 Momentum
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.27 12.58
Infl. Adjusted Return (%) 8.17 9.45
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -43.61
Start to Recovery (months) 59 52
Longest Drawdown Depth (%) -44.69 -32.75
Start to Recovery (months) 65 52
Longest Negative Period (months) 137 112
RISK INDICATORS
Standard Deviation (%) 15.37 12.57
Sharpe Ratio 0.50 0.72
Sortino Ratio 0.66 0.95
Ulcer Index 12.78 10.62
Ratio: Return / Standard Deviation 0.73 1.00
Ratio: Return / Deepest Drawdown 0.22 0.29
Metrics calculated over the period 1 January 1982 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1982 - 31 August 2024 (~43 years)

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Dedalo Three Stocks/Bonds 80/20 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.14 59 Nov 2007
Sep 2012
-44.69 65 Sep 2000
Jan 2006
-43.61 52 Nov 2007
Feb 2012
-32.75 52 Sep 2000
Dec 2004
-27.23 32 Nov 2021
Jun 2024
-25.03 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-17.27 5 Jul 1998
Nov 1998
-14.33 5 Feb 2020
Jun 2020
-13.86 7 Oct 2018
Apr 2019
-12.46 9 Oct 2018
Jun 2019
-10.24 14 Jun 2015
Jul 2016
-9.24 3 Aug 1998
Oct 1998
-7.51 5 Apr 2000
Aug 2000
-6.55 3 Sep 2020
Nov 2020

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Dedalo Three Stocks/Bonds 80/20 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.14 59 Nov 2007
Sep 2012
-44.69 65 Sep 2000
Jan 2006
-43.61 52 Nov 2007
Feb 2012
-32.75 52 Sep 2000
Dec 2004
-28.32 20 Sep 1987
Apr 1989
-27.23 32 Nov 2021
Jun 2024
-25.63 21 Sep 1987
May 1989
-25.03 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-17.64 9 Jun 1990
Feb 1991
-17.27 5 Jul 1998
Nov 1998
-14.33 5 Feb 2020
Jun 2020
-13.86 7 Oct 2018
Apr 2019
-12.46 9 Oct 2018
Jun 2019
-12.44 10 Jan 1982
Oct 1982

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1982 - 31 August 2024 (~43 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Dedalo Three Stocks/Bonds 80/20 Momentum
Year Return Drawdown Return Drawdown
2024
 17.31% -4.12% 21.48% -4.94%
2023
 24.84% -9.28% 8.40% -5.89%
2022
 -19.06% -25.03% -17.23% -24.45%
2021
 23.45% -4.36% 10.32% -3.67%
2020
 19.70% -21.23% 25.42% -14.33%
2019
 29.51% -6.31% 23.57% -1.46%
2018
 -6.58% -13.86% -1.35% -12.46%
2017
 22.20% 0.00% 30.71% 0.00%
2016
 11.53% -6.09% 4.51% -3.62%
2015
 -0.31% -9.69% 7.25% -6.22%
2014
 9.88% -3.55% 12.86% -3.39%
2013
 30.30% -2.87% 27.24% -2.48%
2012
 16.65% -7.77% 12.58% -5.19%
2011
 -1.57% -18.86% 6.33% -10.88%
2010
 16.12% -13.01% 15.66% -9.31%
2009
 30.02% -18.21% 14.68% -16.18%
2008
 -38.58% -39.39% -31.40% -32.66%
2007
 7.43% -4.72% 15.50% -1.97%
2006
 17.68% -2.99% 9.30% -2.94%
2005
 7.97% -3.59% 15.79% -1.04%
2004
 14.03% -3.28% 14.21% -2.13%
2003
 32.35% -3.73% 21.59% -3.04%
2002
 -20.01% -26.98% -8.17% -17.08%
2001
 -12.52% -24.34% -12.19% -20.18%
2000
 -10.82% -15.16% -5.41% -9.70%
1999
 24.56% -5.78% 32.18% -1.61%
1998
 23.06% -17.27% 40.72% -9.24%
1997
 26.24% -5.13% 31.37% -4.22%
1996
 18.59% -5.91% 24.58% -3.09%
1995
 30.83% -1.31% 37.49% 0.00%
1994
 1.59% -6.54% -1.40% -6.80%
1993
 14.86% -2.28% 12.52% -1.57%
1992
 5.08% -2.85% 4.88% -2.94%
1991
 28.61% -4.77% 32.57% -3.31%
1990
 -9.23% -17.64% 2.93% -10.02%
1989
 24.94% -3.57% 36.94% -1.39%
1988
 19.28% -3.15% 7.13% -4.35%
1987
 6.82% -28.32% 2.18% -25.63%
1986
 23.00% -7.23% 21.18% -6.69%
1985
 34.39% -3.95% 30.36% -2.61%
1984
 3.23% -8.43% 2.34% -8.41%
1983
 22.81% -3.17% 14.60% -3.36%
1982
 17.69% -12.44% 30.58% -3.58%