Dedalo Invest Dedalo Three vs US Stocks Portfolio Comparison

Period: January 1970 - August 2024 (~55 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
US Stocks Portfolio
1.00$
Initial Capital
September 1994
20.17$
Final Capital
August 2024
10.53%
Yearly Return
15.55
Std Deviation
-50.84%
Max Drawdown
53 months
Recovery Period
Dedalo Invest Dedalo Three Portfolio
1.00$
Initial Capital
January 1970
234.70$
Final Capital
August 2024
10.50%
Yearly Return
15.62
Std Deviation
-52.14%
Max Drawdown
59 months
Recovery Period
US Stocks Portfolio
1.00$
Initial Capital
January 1970
270.20$
Final Capital
August 2024
10.79%
Yearly Return
15.72
Std Deviation
-50.84%
Max Drawdown
53 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 US Stocks Portfolio obtained a 10.53% compound annual return, with a 15.55% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1970 - 31 August 2024 (~55 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~55Y)
Dedalo Three
Dedalo Invest 		17.31 2.19 10.80 25.18 14.24 11.29 9.81 10.50
US Stocks 18.18 2.13 10.99 26.19 15.12 12.32 10.53 10.79
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).

US Stocks Portfolio: an investment of 1$, since September 1994, now would be worth 20.17$, with a total return of 1917.36% (10.53% annualized).


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Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since January 1970, now would be worth 234.70$, with a total return of 23369.52% (10.50% annualized).

US Stocks Portfolio: an investment of 1$, since January 1970, now would be worth 270.20$, with a total return of 26919.57% (10.79% 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 1970 - 31 August 2024 (~55 years)
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Dedalo Three US Stocks
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 25.18 26.19
Infl. Adjusted Return (%) 22.25 23.23
DRAWDOWN
Deepest Drawdown Depth (%) -7.24 -7.32
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -7.24 -7.32
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 13.71 14.00
Sharpe Ratio 1.45 1.49
Sortino Ratio 1.95 1.99
Ulcer Index 2.64 2.71
Ratio: Return / Standard Deviation 1.84 1.87
Ratio: Return / Deepest Drawdown 3.48 3.58
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Dedalo Three US Stocks
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.24 15.12
Infl. Adjusted Return (%) 9.70 10.55
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -24.81
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -25.03 -24.81
Start to Recovery (months) 24 24
Longest Negative Period (months) 30 30
RISK INDICATORS
Standard Deviation (%) 18.04 18.36
Sharpe Ratio 0.67 0.71
Sortino Ratio 0.88 0.93
Ulcer Index 9.09 9.10
Ratio: Return / Standard Deviation 0.79 0.82
Ratio: Return / Deepest Drawdown 0.57 0.61
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Dedalo Three US Stocks
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.29 12.32
Infl. Adjusted Return (%) 8.24 9.24
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -24.81
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -25.03 -24.81
Start to Recovery (months) 24 24
Longest Negative Period (months) 30 30
RISK INDICATORS
Standard Deviation (%) 15.31 15.59
Sharpe Ratio 0.64 0.70
Sortino Ratio 0.86 0.93
Ulcer Index 7.01 6.95
Ratio: Return / Standard Deviation 0.74 0.79
Ratio: Return / Deepest Drawdown 0.45 0.50
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Dedalo Three US Stocks
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.81 10.53
Infl. Adjusted Return (%) 7.12 7.83
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -50.84
Start to Recovery (months) 59 53
Longest Drawdown Depth (%) -44.69 -43.94
Start to Recovery (months) 65 67
Longest Negative Period (months) 137 139
RISK INDICATORS
Standard Deviation (%) 15.49 15.55
Sharpe Ratio 0.49 0.53
Sortino Ratio 0.63 0.69
Ulcer Index 14.63 14.30
Ratio: Return / Standard Deviation 0.63 0.68
Ratio: Return / Deepest Drawdown 0.19 0.21
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Dedalo Three US Stocks
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.50 10.79
Infl. Adjusted Return (%) 6.30 6.57
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -50.84
Start to Recovery (months) 59 53
Longest Drawdown Depth (%) -44.69 -43.94
Start to Recovery (months) 65 67
Longest Negative Period (months) 137 139
RISK INDICATORS
Standard Deviation (%) 15.62 15.72
Sharpe Ratio 0.39 0.41
Sortino Ratio 0.52 0.54
Ulcer Index 12.73 12.69
Ratio: Return / Standard Deviation 0.67 0.69
Ratio: Return / Deepest Drawdown 0.20 0.21
Metrics calculated over the period 1 January 1970 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1970 - 31 August 2024 (~55 years)

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Dedalo Three US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.14 59 Nov 2007
Sep 2012
-50.84 53 Nov 2007
Mar 2012
-44.69 65 Sep 2000
Jan 2006
-43.94 67 Sep 2000
Mar 2006
-25.03 24 Jan 2022
Dec 2023
-24.81 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-20.84 7 Jan 2020
Jul 2020
-17.57 5 Jul 1998
Nov 1998
-17.27 5 Jul 1998
Nov 1998
-14.20 7 Oct 2018
Apr 2019
-13.86 7 Oct 2018
Apr 2019
-10.24 14 Jun 2015
Jul 2016
-8.84 12 Jun 2015
May 2016
-8.44 5 Apr 2000
Aug 2000

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Dedalo Three US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.14 59 Nov 2007
Sep 2012
-50.84 53 Nov 2007
Mar 2012
-45.86 48 Jan 1973
Dec 1976
-44.80 48 Jan 1973
Dec 1976
-44.69 65 Sep 2000
Jan 2006
-43.94 67 Sep 2000
Mar 2006
-29.34 21 Sep 1987
May 1989
-28.32 20 Sep 1987
Apr 1989
-25.03 24 Jan 2022
Dec 2023
-24.81 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-20.84 7 Jan 2020
Jul 2020
-20.09 12 Jan 1970
Dec 1970
-19.06 12 Jan 1970
Dec 1970
-18.81 23 Dec 1980
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 1970 - 31 August 2024 (~55 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 US Stocks
Year Return Drawdown Return Drawdown
2024
 17.31% -4.12% 18.18% -4.34%
2023
 24.84% -9.28% 26.05% -9.11%
2022
 -19.06% -25.03% -19.51% -24.81%
2021
 23.45% -4.36% 25.67% -4.46%
2020
 19.70% -21.23% 21.03% -20.84%
2019
 29.51% -6.31% 30.67% -6.45%
2018
 -6.58% -13.86% -5.21% -14.20%
2017
 22.20% 0.00% 21.21% 0.00%
2016
 11.53% -6.09% 12.83% -5.73%
2015
 -0.31% -9.69% 0.36% -8.84%
2014
 9.88% -3.55% 12.54% -3.17%
2013
 30.30% -2.87% 33.45% -3.03%
2012
 16.65% -7.77% 16.45% -6.82%
2011
 -1.57% -18.86% 0.97% -17.58%
2010
 16.12% -13.01% 17.42% -13.26%
2009
 30.02% -18.21% 28.89% -17.72%
2008
 -38.58% -39.39% -36.98% -38.08%
2007
 7.43% -4.72% 5.37% -5.23%
2006
 17.68% -2.99% 15.69% -3.22%
2005
 7.97% -3.59% 6.31% -4.48%
2004
 14.03% -3.28% 12.79% -3.56%
2003
 32.35% -3.73% 30.75% -4.27%
2002
 -20.01% -26.98% -20.47% -27.18%
2001
 -12.52% -24.34% -10.97% -23.65%
2000
 -10.82% -15.16% -10.57% -15.87%
1999
 24.56% -5.78% 23.81% -6.42%
1998
 23.06% -17.27% 23.26% -17.57%
1997
 26.24% -5.13% 30.99% -4.56%
1996
 18.59% -5.91% 20.96% -6.17%
1995
 30.83% -1.31% 35.79% -1.17%
1994
 1.59% -6.54% -0.17% -7.43%
1993
 14.86% -2.28% 10.62% -2.77%
1992
 5.08% -2.85% 9.11% -2.40%
1991
 28.61% -4.77% 32.39% -4.47%
1990
 -9.23% -17.64% -6.08% -16.20%
1989
 24.94% -3.57% 28.12% -3.05%
1988
 19.28% -3.15% 17.32% -3.42%
1987
 6.82% -28.32% 2.61% -29.34%
1986
 23.00% -7.23% 14.57% -7.92%
1985
 34.39% -3.95% 31.27% -4.77%
1984
 3.23% -8.43% 2.19% -9.02%
1983
 22.81% -3.17% 22.66% -4.00%
1982
 17.69% -12.44% 20.50% -11.21%
1981
 -3.92% -12.31% -4.15% -12.79%
1980
 31.48% -11.45% 33.15% -11.98%
1979
 20.74% -7.20% 24.25% -7.22%
1978
 11.35% -10.24% 8.45% -11.64%
1977
 -1.78% -6.78% -3.36% -8.29%
1976
 22.91% -2.35% 26.47% -2.10%
1975
 36.78% -11.94% 37.82% -11.74%
1974
 -26.84% -33.45% -27.81% -34.15%
1973
 -17.11% -18.23% -18.18% -19.22%
1972
 19.37% -2.07% 17.62% -2.45%
1971
 18.17% -6.41% 17.63% -6.54%
1970
 2.73% -20.09% 4.79% -19.06%