Dedalo Invest Dedalo Three vs Warren Buffett 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
Warren Buffett Portfolio
1.00$
Initial Capital
September 1994
18.04$
Final Capital
August 2024
10.12%
Yearly Return
13.66
Std Deviation
-45.52%
Max Drawdown
42 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
Warren Buffett Portfolio
1.00$
Initial Capital
January 1970
222.13$
Final Capital
August 2024
10.39%
Yearly Return
13.92
Std Deviation
-45.52%
Max Drawdown
42 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 Warren Buffett Portfolio obtained a 10.12% compound annual return, with a 13.66% 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
Warren Buffett Portfolio
Warren Buffett 		17.78 2.37 10.71 25.18 14.46 11.75 10.12 10.39
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).

Warren Buffett Portfolio: an investment of 1$, since September 1994, now would be worth 18.04$, with a total return of 1703.83% (10.12% 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).

Warren Buffett Portfolio: an investment of 1$, since January 1970, now would be worth 222.13$, with a total return of 22113.25% (10.39% 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 Warren Buffett Portfolio
Author Dedalo Invest Warren Buffett
ASSET ALLOCATION
Stocks 100% 90%
Fixed Income 0% 10%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 25.18 25.18
Infl. Adjusted Return (%) 22.25 22.25
DRAWDOWN
Deepest Drawdown Depth (%) -7.24 -6.18
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -7.24 -6.18
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 13.71 12.43
Sharpe Ratio 1.45 1.60
Sortino Ratio 1.95 2.13
Ulcer Index 2.64 2.33
Ratio: Return / Standard Deviation 1.84 2.03
Ratio: Return / Deepest Drawdown 3.48 4.08
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Dedalo Three Warren Buffett Portfolio
Author Dedalo Invest Warren Buffett
ASSET ALLOCATION
Stocks 100% 90%
Fixed Income 0% 10%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.24 14.46
Infl. Adjusted Return (%) 9.70 9.92
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -23.08
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -25.03 -23.08
Start to Recovery (months) 24 24
Longest Negative Period (months) 30 28
RISK INDICATORS
Standard Deviation (%) 18.04 16.26
Sharpe Ratio 0.67 0.76
Sortino Ratio 0.88 0.99
Ulcer Index 9.09 8.32
Ratio: Return / Standard Deviation 0.79 0.89
Ratio: Return / Deepest Drawdown 0.57 0.63
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Dedalo Three Warren Buffett Portfolio
Author Dedalo Invest Warren Buffett
ASSET ALLOCATION
Stocks 100% 90%
Fixed Income 0% 10%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.29 11.75
Infl. Adjusted Return (%) 8.24 8.69
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -23.08
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -25.03 -23.08
Start to Recovery (months) 24 24
Longest Negative Period (months) 30 28
RISK INDICATORS
Standard Deviation (%) 15.31 13.79
Sharpe Ratio 0.64 0.75
Sortino Ratio 0.86 1.00
Ulcer Index 7.01 6.30
Ratio: Return / Standard Deviation 0.74 0.85
Ratio: Return / Deepest Drawdown 0.45 0.51
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Dedalo Three Warren Buffett Portfolio
Author Dedalo Invest Warren Buffett
ASSET ALLOCATION
Stocks 100% 90%
Fixed Income 0% 10%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.81 10.12
Infl. Adjusted Return (%) 7.12 7.42
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -45.52
Start to Recovery (months) 59 42
Longest Drawdown Depth (%) -44.69 -39.67
Start to Recovery (months) 65 73
Longest Negative Period (months) 137 132
RISK INDICATORS
Standard Deviation (%) 15.49 13.66
Sharpe Ratio 0.49 0.57
Sortino Ratio 0.63 0.75
Ulcer Index 14.63 12.59
Ratio: Return / Standard Deviation 0.63 0.74
Ratio: Return / Deepest Drawdown 0.19 0.22
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Dedalo Three Warren Buffett Portfolio
Author Dedalo Invest Warren Buffett
ASSET ALLOCATION
Stocks 100% 90%
Fixed Income 0% 10%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.50 10.39
Infl. Adjusted Return (%) 6.30 6.19
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -45.52
Start to Recovery (months) 59 42
Longest Drawdown Depth (%) -44.69 -39.67
Start to Recovery (months) 65 73
Longest Negative Period (months) 137 132
RISK INDICATORS
Standard Deviation (%) 15.62 13.92
Sharpe Ratio 0.39 0.43
Sortino Ratio 0.52 0.58
Ulcer Index 12.73 11.03
Ratio: Return / Standard Deviation 0.67 0.75
Ratio: Return / Deepest Drawdown 0.20 0.23
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 Warren Buffett Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.14 59 Nov 2007
Sep 2012
-45.52 42 Nov 2007
Apr 2011
-44.69 65 Sep 2000
Jan 2006
-39.67 73 Sep 2000
Sep 2006
-25.03 24 Jan 2022
Dec 2023
-23.08 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-17.49 6 Feb 2020
Jul 2020
-17.27 5 Jul 1998
Nov 1998
-15.04 10 May 2011
Feb 2012
-13.86 7 Oct 2018
Apr 2019
-13.83 5 Jul 1998
Nov 1998
-12.09 7 Oct 2018
Apr 2019
-10.24 14 Jun 2015
Jul 2016
-7.73 10 Aug 2015
May 2016

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Dedalo Three Warren Buffett Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.14 59 Nov 2007
Sep 2012
-45.52 42 Nov 2007
Apr 2011
-44.80 48 Jan 1973
Dec 1976
-44.69 65 Sep 2000
Jan 2006
-40.52 42 Jan 1973
Jun 1976
-39.67 73 Sep 2000
Sep 2006
-28.32 20 Sep 1987
Apr 1989
-27.35 21 Sep 1987
May 1989
-25.03 24 Jan 2022
Dec 2023
-23.08 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-20.09 12 Jan 1970
Dec 1970
-18.81 23 Dec 1980
Oct 1982
-17.64 9 Jun 1990
Feb 1991
-17.49 6 Feb 2020
Jul 2020

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 Warren Buffett Portfolio
Year Return Drawdown Return Drawdown
2024
 17.31% -4.12% 17.78% -3.67%
2023
 24.84% -9.28% 24.86% -7.55%
2022
 -19.06% -25.03% -18.29% -23.08%
2021
 23.45% -4.36% 24.59% -4.32%
2020
 19.70% -21.23% 19.19% -17.49%
2019
 29.51% -6.31% 28.46% -5.73%
2018
 -6.58% -13.86% -3.84% -12.09%
2017
 22.20% 0.00% 19.83% 0.00%
2016
 11.53% -6.09% 10.69% -4.87%
2015
 -0.31% -9.69% 0.96% -7.73%
2014
 9.88% -3.55% 12.08% -2.97%
2013
 30.30% -2.87% 29.44% -2.62%
2012
 16.65% -7.77% 14.59% -6.10%
2011
 -1.57% -18.86% 1.43% -15.04%
2010
 16.12% -13.01% 14.55% -11.71%
2009
 30.02% -18.21% 24.66% -16.03%
2008
 -38.58% -39.39% -32.35% -33.45%
2007
 7.43% -4.72% 6.30% -4.37%
2006
 17.68% -2.99% 14.32% -2.48%
2005
 7.97% -3.59% 5.58% -3.97%
2004
 14.03% -3.28% 9.73% -2.96%
2003
 32.35% -3.73% 25.87% -3.66%
2002
 -20.01% -26.98% -19.13% -24.82%
2001
 -12.52% -24.34% -10.04% -20.31%
2000
 -10.82% -15.16% -7.27% -11.55%
1999
 24.56% -5.78% 19.15% -5.59%
1998
 23.06% -17.27% 26.49% -13.83%
1997
 26.24% -5.13% 30.52% -5.15%
1996
 18.59% -5.91% 21.03% -3.99%
1995
 30.83% -1.31% 34.91% -0.25%
1994
 1.59% -6.54% 1.01% -6.47%
1993
 14.86% -2.28% 9.53% -2.10%
1992
 5.08% -2.85% 7.36% -2.36%
1991
 28.61% -4.77% 28.35% -4.14%
1990
 -9.23% -17.64% -2.00% -12.77%
1989
 24.94% -3.57% 29.38% -2.30%
1988
 19.28% -3.15% 15.17% -3.40%
1987
 6.82% -28.32% 4.71% -27.35%
1986
 23.00% -7.23% 17.29% -7.59%
1985
 34.39% -3.95% 29.49% -3.46%
1984
 3.23% -8.43% 6.99% -6.07%
1983
 22.81% -3.17% 19.96% -3.02%
1982
 17.69% -12.44% 21.09% -7.70%
1981
 -3.92% -12.31% -3.26% -10.93%
1980
 31.48% -11.45% 29.60% -8.82%
1979
 20.74% -7.20% 17.05% -6.17%
1978
 11.35% -10.24% 5.62% -8.58%
1977
 -1.78% -6.78% -6.77% -10.10%
1976
 22.91% -2.35% 22.58% -1.97%
1975
 36.78% -11.94% 34.14% -11.01%
1974
 -26.84% -33.45% -23.54% -30.75%
1973
 -17.11% -18.23% -14.10% -15.10%
1972
 19.37% -2.07% 17.45% -1.74%
1971
 18.17% -6.41% 13.67% -7.10%
1970
 2.73% -20.09% 4.95% -17.25%