Dedalo Invest Dedalo Three vs US Stocks Quality Portfolio Comparison

Simulation Settings
Period: January 1976 - November 2024 (~49 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Dedalo Invest Dedalo Three Portfolio
1.00$
Initial Capital
December 1994
18.33$
Final Capital
November 2024
10.18%
Yearly Return
15.49
Std Deviation
-52.14%
Max Drawdown
59months
Recovery Period
US Stocks Quality Portfolio
1.00$
Initial Capital
December 1994
31.77$
Final Capital
November 2024
12.22%
Yearly Return
15.09
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
Dedalo Invest Dedalo Three Portfolio
1.00$
Initial Capital
January 1976
208.68$
Final Capital
November 2024
11.54%
Yearly Return
15.29
Std Deviation
-52.14%
Max Drawdown
59months
Recovery Period
US Stocks Quality Portfolio
1.00$
Initial Capital
January 1976
329.30$
Final Capital
November 2024
12.58%
Yearly Return
15.01
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period

The Dedalo Invest Dedalo Three Portfolio obtained a 10.18% compound annual return, with a 15.49% standard deviation, in the last 30 Years.

The US Stocks Quality Portfolio obtained a 12.22% compound annual return, with a 15.09% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1976 - 30 November 2024 (~49 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_dedaloinvest.webp Dedalo Three
Dedalo Invest 		25.39 5.95 14.26 31.98 14.03 11.83 10.18 11.54
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Quality
-- Market Benchmark 		26.86 5.03 12.37 32.81 15.06 13.27 12.22 12.58
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since December 1994, now would be worth 18.33$, with a total return of 1732.59% (10.18% annualized).

US Stocks Quality Portfolio: an investment of 1$, since December 1994, now would be worth 31.77$, with a total return of 3076.98% (12.22% annualized).


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Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since January 1976, now would be worth 208.68$, with a total return of 20768.03% (11.54% annualized).

US Stocks Quality Portfolio: an investment of 1$, since January 1976, now would be worth 329.30$, with a total return of 32830.47% (12.58% annualized).


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Metrics as of Nov 30, 2024

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

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1976 - 30 November 2024 (~49 years)
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Dedalo Three US Stocks Quality
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 31.98 32.81
Infl. Adjusted Return (%) 28.47 29.27
DRAWDOWN
Deepest Drawdown Depth (%) -4.12 -4.50
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -4.12 -4.50
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 9.60 10.47
Sharpe Ratio 2.79 2.64
Sortino Ratio 3.52 3.31
Ulcer Index 1.19 1.32
Ratio: Return / Standard Deviation 3.33 3.13
Ratio: Return / Deepest Drawdown 7.76 7.30
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Dedalo Three US Stocks Quality
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.03 15.06
Infl. Adjusted Return (%) 9.46 10.44
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -27.78
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -25.03 -27.78
Start to Recovery (months) 24 24
Longest Negative Period (months) 30 27
RISK INDICATORS
Standard Deviation (%) 18.17 18.70
Sharpe Ratio 0.65 0.68
Sortino Ratio 0.85 0.90
Ulcer Index 9.09 9.53
Ratio: Return / Standard Deviation 0.77 0.81
Ratio: Return / Deepest Drawdown 0.56 0.54
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Dedalo Three US Stocks Quality
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.83 13.27
Infl. Adjusted Return (%) 8.64 10.05
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -27.78
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -25.03 -27.78
Start to Recovery (months) 24 24
Longest Negative Period (months) 30 27
RISK INDICATORS
Standard Deviation (%) 15.37 15.63
Sharpe Ratio 0.67 0.75
Sortino Ratio 0.89 1.00
Ulcer Index 7.01 7.17
Ratio: Return / Standard Deviation 0.77 0.85
Ratio: Return / Deepest Drawdown 0.47 0.48
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Dedalo Three US Stocks Quality
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.18 12.22
Infl. Adjusted Return (%) 7.47 9.46
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -46.25
Start to Recovery (months) 59 40
Longest Drawdown Depth (%) -44.69 -43.01
Start to Recovery (months) 65 77
Longest Negative Period (months) 137 130
RISK INDICATORS
Standard Deviation (%) 15.49 15.09
Sharpe Ratio 0.51 0.66
Sortino Ratio 0.66 0.87
Ulcer Index 14.63 13.77
Ratio: Return / Standard Deviation 0.66 0.81
Ratio: Return / Deepest Drawdown 0.20 0.26
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Dedalo Three US Stocks Quality
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.54 12.58
Infl. Adjusted Return (%) 7.64 8.65
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -46.25
Start to Recovery (months) 59 40
Longest Drawdown Depth (%) -44.69 -43.01
Start to Recovery (months) 65 77
Longest Negative Period (months) 137 130
RISK INDICATORS
Standard Deviation (%) 15.29 15.01
Sharpe Ratio 0.48 0.56
Sortino Ratio 0.63 0.75
Ulcer Index 12.12 11.68
Ratio: Return / Standard Deviation 0.75 0.84
Ratio: Return / Deepest Drawdown 0.22 0.27
Metrics calculated over the period 1 January 1976 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1976 - 30 November 2024 (~49 years)

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Dedalo Three US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.14 59 Nov 2007
Sep 2012
-46.25 40 Nov 2007
Feb 2011
-44.69 65 Sep 2000
Jan 2006
-43.01 77 Sep 2000
Jan 2007
-27.78 24 Jan 2022
Dec 2023
-25.03 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-19.34 7 Jan 2020
Jul 2020
-17.27 5 Jul 1998
Nov 1998
-14.61 7 Oct 2018
Apr 2019
-13.90 9 May 2011
Jan 2012
-13.86 7 Oct 2018
Apr 2019
-12.07 4 Jul 1998
Oct 1998
-10.24 14 Jun 2015
Jul 2016
-7.51 5 Apr 2000
Aug 2000

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Dedalo Three US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.14 59 Nov 2007
Sep 2012
-46.25 40 Nov 2007
Feb 2011
-44.69 65 Sep 2000
Jan 2006
-43.01 77 Sep 2000
Jan 2007
-29.94 21 Sep 1987
May 1989
-28.32 20 Sep 1987
Apr 1989
-27.78 24 Jan 2022
Dec 2023
-25.03 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-19.34 7 Jan 2020
Jul 2020
-18.81 23 Dec 1980
Oct 1982
-18.54 23 Dec 1980
Oct 1982
-17.76 27 Jan 1977
Mar 1979
-17.64 9 Jun 1990
Feb 1991
-17.27 5 Jul 1998
Nov 1998

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 1976 - 30 November 2024 (~49 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 Quality
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 25.39 -4.12 26.86 -4.50
2023
 24.84 -9.28 30.88 -6.88
2022
 -19.06 -25.03 -20.49 -27.78
2021
 23.45 -4.36 26.93 -6.45
2020
 19.70 -21.23 17.03 -19.34
2019
 29.51 -6.31 33.89 -6.58
2018
 -6.58 -13.86 -5.68 -14.61
2017
 22.20 0.00 22.27 -0.04
2016
 11.53 -6.09 9.21 -4.62
2015
 -0.31 -9.69 5.46 -6.64
2014
 9.88 -3.55 11.62 -4.19
2013
 30.30 -2.87 34.11 -2.85
2012
 16.65 -7.77 12.59 -7.19
2011
 -1.57 -18.86 7.32 -13.90
2010
 16.12 -13.01 14.04 -12.90
2009
 30.02 -18.21 24.74 -18.35
2008
 -38.58 -39.39 -31.36 -32.42
2007
 7.43 -4.72 9.91 -4.10
2006
 17.68 -2.99 12.62 -3.30
2005
 7.97 -3.59 5.28 -3.71
2004
 14.03 -3.28 8.51 -3.83
2003
 32.35 -3.73 23.58 -4.72
2002
 -20.01 -26.98 -21.34 -27.87
2001
 -12.52 -24.34 -10.47 -22.22
2000
 -10.82 -15.16 -6.78 -12.22
1999
 24.56 -5.78 26.24 -4.34
1998
 23.06 -17.27 45.30 -12.07
1997
 26.24 -5.13 32.95 -5.23
1996
 18.59 -5.91 30.34 -3.76
1995
 30.83 -1.31 39.91 -0.17
1994
 1.59 -6.54 5.81 -6.09
1993
 14.86 -2.28 -1.84 -3.85
1992
 5.08 -2.85 2.36 -3.83
1991
 28.61 -4.77 42.31 -3.57
1990
 -9.23 -17.64 3.83 -11.84
1989
 24.94 -3.57 36.63 -2.05
1988
 19.28 -3.15 15.66 -3.85
1987
 6.82 -28.32 4.18 -29.94
1986
 23.00 -7.23 24.86 -7.56
1985
 34.39 -3.95 33.09 -3.58
1984
 3.23 -8.43 8.49 -5.91
1983
 22.81 -3.17 16.46 -3.65
1982
 17.69 -12.44 19.76 -10.30
1981
 -3.92 -12.31 -6.60 -13.09
1980
 31.48 -11.45 36.68 -9.37
1979
 20.74 -7.20 14.27 -7.04
1978
 11.35 -10.24 6.16 -9.35
1977
 -1.78 -6.78 -11.04 -14.07
1976
 22.91 -2.35 16.99 -3.07