Dedalo Invest Dedalo Three vs Technology Portfolio Comparison

Period: January 1971 - September 2024 (~54 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Dedalo Invest Dedalo Three Portfolio
1.00$
Initial Capital
October 1994
17.22$
Final Capital
September 2024
9.95%
Yearly Return
15.48
Std Deviation
-52.14%
Max Drawdown
59 months
Recovery Period
Technology Portfolio
1.00$
Initial Capital
October 1994
59.15$
Final Capital
September 2024
14.57%
Yearly Return
23.97
Std Deviation
-81.08%
Max Drawdown
175 months
Recovery Period
Dedalo Invest Dedalo Three Portfolio
1.00$
Initial Capital
January 1971
233.20$
Final Capital
September 2024
10.68%
Yearly Return
15.52
Std Deviation
-52.14%
Max Drawdown
59 months
Recovery Period
Technology Portfolio
1.00$
Initial Capital
January 1971
658.47$
Final Capital
September 2024
12.83%
Yearly Return
22.45
Std Deviation
-81.08%
Max Drawdown
175 months
Recovery Period

The Dedalo Invest Dedalo Three Portfolio obtained a 9.95% compound annual return, with a 15.48% standard deviation, in the last 30 Years.

The Technology Portfolio obtained a 14.57% compound annual return, with a 23.97% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1971 - 30 September 2024 (~54 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~54Y)
Dedalo Three
Dedalo Invest 		19.75 2.08 9.55 34.00 14.27 11.80 9.95 10.68
Technology 19.70 2.62 10.25 37.16 21.67 18.26 14.57 12.83
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since October 1994, now would be worth 17.22$, with a total return of 1622.15% (9.95% annualized).

Technology Portfolio: an investment of 1$, since October 1994, now would be worth 59.15$, with a total return of 5814.79% (14.57% annualized).


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Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since January 1971, now would be worth 233.20$, with a total return of 23220.38% (10.68% annualized).

Technology Portfolio: an investment of 1$, since January 1971, now would be worth 658.47$, with a total return of 65746.53% (12.83% annualized).


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Metrics as of Sep 30, 2024

The following metrics, updated as of 30 September 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1971 - 30 September 2024 (~54 years)
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Dedalo Three Technology
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 34.00 37.16
Infl. Adjusted Return (%) 30.85 33.94
DRAWDOWN
Deepest Drawdown Depth (%) -4.12 -4.37
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.73 -1.68
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 11.85 14.29
Sharpe Ratio 2.42 2.23
Sortino Ratio 3.30 3.19
Ulcer Index 1.37 1.43
Ratio: Return / Standard Deviation 2.87 2.60
Ratio: Return / Deepest Drawdown 8.26 8.50
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Dedalo Three Technology
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.27 21.67
Infl. Adjusted Return (%) 9.69 16.79
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -32.58
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -25.03 -32.58
Start to Recovery (months) 24 24
Longest Negative Period (months) 30 28
RISK INDICATORS
Standard Deviation (%) 18.04 21.34
Sharpe Ratio 0.67 0.91
Sortino Ratio 0.88 1.22
Ulcer Index 9.09 12.53
Ratio: Return / Standard Deviation 0.79 1.02
Ratio: Return / Deepest Drawdown 0.57 0.67
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Dedalo Three Technology
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.80 18.26
Infl. Adjusted Return (%) 8.69 14.98
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -32.58
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -25.03 -32.58
Start to Recovery (months) 24 24
Longest Negative Period (months) 30 28
RISK INDICATORS
Standard Deviation (%) 15.28 18.47
Sharpe Ratio 0.67 0.91
Sortino Ratio 0.90 1.23
Ulcer Index 7.01 9.41
Ratio: Return / Standard Deviation 0.77 0.99
Ratio: Return / Deepest Drawdown 0.47 0.56
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Dedalo Three Technology
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.95 14.57
Infl. Adjusted Return (%) 7.25 11.76
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -81.08
Start to Recovery (months) 59 175
Longest Drawdown Depth (%) -44.69 -81.08
Start to Recovery (months) 65 175
Longest Negative Period (months) 137 174
RISK INDICATORS
Standard Deviation (%) 15.48 23.97
Sharpe Ratio 0.49 0.51
Sortino Ratio 0.65 0.70
Ulcer Index 14.63 39.57
Ratio: Return / Standard Deviation 0.64 0.61
Ratio: Return / Deepest Drawdown 0.19 0.18
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Dedalo Three Technology
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.68 12.83
Infl. Adjusted Return (%) 6.50 8.58
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -81.08
Start to Recovery (months) 59 175
Longest Drawdown Depth (%) -44.69 -81.08
Start to Recovery (months) 65 175
Longest Negative Period (months) 137 174
RISK INDICATORS
Standard Deviation (%) 15.52 22.45
Sharpe Ratio 0.41 0.38
Sortino Ratio 0.54 0.51
Ulcer Index 12.76 32.07
Ratio: Return / Standard Deviation 0.69 0.57
Ratio: Return / Deepest Drawdown 0.20 0.16
Metrics calculated over the period 1 January 1971 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1971 - 30 September 2024 (~54 years)

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Dedalo Three Technology
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-81.08 175 Apr 2000
Oct 2014
-52.14 59 Nov 2007
Sep 2012
-44.69 65 Sep 2000
Jan 2006
-32.58 24 Jan 2022
Dec 2023
-25.03 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-17.27 5 Jul 1998
Nov 1998
-17.20 3 Aug 1998
Oct 1998
-16.96 8 Sep 2018
Apr 2019
-13.86 7 Oct 2018
Apr 2019
-13.51 4 Feb 1997
May 1997
-12.90 3 Feb 2020
Apr 2020
-10.50 7 Aug 1997
Feb 1998
-10.24 14 Jun 2015
Jul 2016
-9.82 8 Dec 2015
Jul 2016

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Dedalo Three Technology
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-81.08 175 Apr 2000
Oct 2014
-58.37 68 Jan 1973
Aug 1978
-52.14 59 Nov 2007
Sep 2012
-44.80 48 Jan 1973
Dec 1976
-44.69 65 Sep 2000
Jan 2006
-34.57 21 Sep 1987
May 1989
-32.58 24 Jan 2022
Dec 2023
-28.32 20 Sep 1987
Apr 1989
-27.93 29 Jul 1983
Nov 1985
-27.64 8 Jul 1990
Feb 1991
-25.11 18 Jun 1981
Nov 1982
-25.03 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-19.01 6 Feb 1980
Jul 1980
-18.81 23 Dec 1980
Oct 1982

Rolling Returns

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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 1971 - 30 September 2024 (~54 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 Technology
Year Return Drawdown Return Drawdown
2024
 19.75% -4.12% 19.70% -4.37%
2023
 24.84% -9.28% 54.86% -8.42%
2022
 -19.06% -25.03% -32.58% -32.58%
2021
 23.45% -4.36% 27.42% -5.68%
2020
 19.70% -21.23% 48.40% -12.90%
2019
 29.51% -6.31% 38.96% -8.23%
2018
 -6.58% -13.86% -0.12% -16.96%
2017
 22.20% 0.00% 32.66% -2.32%
2016
 11.53% -6.09% 7.10% -8.37%
2015
 -0.31% -9.69% 9.45% -8.88%
2014
 9.88% -3.55% 19.18% -3.04%
2013
 30.30% -2.87% 36.63% -2.39%
2012
 16.65% -7.77% 18.12% -8.13%
2011
 -1.57% -18.86% 3.47% -10.79%
2010
 16.12% -13.01% 20.14% -12.93%
2009
 30.02% -18.21% 54.68% -7.43%
2008
 -38.58% -39.39% -41.73% -43.03%
2007
 7.43% -4.72% 19.02% -6.83%
2006
 17.68% -2.99% 7.14% -11.54%
2005
 7.97% -3.59% 1.57% -12.37%
2004
 14.03% -3.28% 10.54% -9.86%
2003
 32.35% -3.73% 49.67% -2.90%
2002
 -20.01% -26.98% -37.37% -46.75%
2001
 -12.52% -24.34% -33.34% -54.93%
2000
 -10.82% -15.16% -36.11% -46.69%
1999
 24.56% -5.78% 101.95% -9.49%
1998
 23.06% -17.27% 85.30% -17.20%
1997
 26.24% -5.13% 20.63% -13.51%
1996
 18.59% -5.91% 42.54% -8.14%
1995
 30.83% -1.31% 42.54% -3.77%
1994
 1.59% -6.54% 1.50% -12.97%
1993
 14.86% -2.28% 10.58% -8.26%
1992
 5.08% -2.85% 8.86% -13.48%
1991
 28.61% -4.77% 64.99% -8.89%
1990
 -9.23% -17.64% -10.41% -27.64%
1989
 24.94% -3.57% 26.17% -4.64%
1988
 19.28% -3.15% 13.54% -10.50%
1987
 6.82% -28.32% 10.50% -34.57%
1986
 23.00% -7.23% 6.89% -15.73%
1985
 34.39% -3.95% 35.61% -6.97%
1984
 3.23% -8.43% -11.31% -17.55%
1983
 22.81% -3.17% 19.87% -13.85%
1982
 17.69% -12.44% 18.67% -14.55%
1981
 -3.92% -12.31% -3.21% -19.44%
1980
 31.48% -11.45% 33.88% -19.01%
1979
 20.74% -7.20% 28.11% -9.91%
1978
 11.35% -10.24% 12.31% -17.69%
1977
 -1.78% -6.78% 7.33% -3.83%
1976
 22.91% -2.35% 26.10% -2.85%
1975
 36.78% -11.94% 29.76% -14.58%
1974
 -26.84% -33.45% -35.11% -41.36%
1973
 -17.11% -18.23% -31.06% -31.06%
1972
 19.37% -2.07% 17.18% -3.61%
1971
 18.17% -6.41% 27.35% -7.42%