Dedalo Invest Dedalo Eleven Portfolio: ETF allocation and returns

Data Source: from January 1985 to January 2024 (~39 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 29 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.31%
1 Day
Feb 29 2024
3.50%
Current Month
February 2024

The Dedalo Invest Dedalo Eleven Portfolio is a Very High Risk portfolio and can be implemented with 9 ETFs.

It's exposed for 80% on the Stock Market.

In the last 30 Years, the Dedalo Invest Dedalo Eleven Portfolio obtained a 7.99% compound annual return, with a 12.75% standard deviation.

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About the Author

Dedalo Invest offers a wide range of tools for portfolio analysis and replication. Dedalo Invest’s database includes both actively and passively managed funds, such as ETFs. Users can access all articles, some ebooks, and many analysis services for free (with some limitations).

The main services of Dedalo Invest are:

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  • Model portfolios.

Portfolio Overview

The Dedalo Eleven Lazy portfolio, in its original composition for EU investors, is composed by 11 ETFs. In its US version, it can be implemented with only 9 ETFs.

The portfolio is described in detail in the official Dedalo Invest page.

Asset Allocation and ETFs

The Dedalo Invest Dedalo Eleven Portfolio has the following asset allocation:

80% Stocks
20% Fixed Income
0% Commodities

The Dedalo Invest Dedalo Eleven Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
56.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
8.00
EEM
USD iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
4.00
AAXJ
USD iShares MSCI All Country Asia ex-Japan ETF Equity, Broad Asia, Large Cap
4.00
EWJ
USD iShares MSCI Japan ETF Equity, Japan, Large Cap
4.00
EWL
USD iShares MSCI Switzerland ETF Equity, Switzerland, Large Cap
4.00
EWU
USD iShares MSCI United Kingdom ETF Equity, United Kingdom, Large Cap
7.00
WIP
USD SPDR FTSE International Govt Infl-Protd Bond ETF Bond, Developed Markets, All-Term
7.00
BNDX
USD Vanguard Total International Bond Bond, Developed Markets, All-Term
6.00
BND
USD Vanguard Total Bond Market Bond, U.S., All-Term

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Jan 31, 2024

The Dedalo Invest Dedalo Eleven Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: February 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
DEDALO INVEST DEDALO ELEVEN PORTFOLIO
Consolidated returns as of 31 January 2024
Live Update: Feb 29 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Dedalo Invest Dedalo Eleven Portfolio 0.31 3.50 -0.31 2.94 11.45 8.51 7.95 7.99 9.97
US Inflation Adjusted return -0.62 1.26 8.09 4.17 5.03 5.33 6.98
Components
VTI
USD Vanguard Total Stock Market 0.42 Feb 29 2024 5.30 1.12 5.88 19.21 13.44 11.92 9.95 11.12
EEM
USD iShares MSCI Emerging Markets 0.05 Feb 29 2024 4.17 -4.53 -6.72 -4.65 -0.02 2.27 3.80 8.57
AAXJ
USD iShares MSCI All Country Asia ex-Japan ETF 0.14 Feb 29 2024 4.46 -5.29 -9.06 -8.99 0.04 3.16 3.53 7.35
EWJ
USD iShares MSCI Japan ETF 0.66 Feb 29 2024 4.40 3.23 5.87 15.25 5.86 5.53 1.70 4.16
EWL
USD iShares MSCI Switzerland ETF -0.47 Feb 29 2024 -1.45 -1.57 -0.42 7.35 9.47 6.31 7.53 10.11
EWU
USD iShares MSCI United Kingdom ETF 0.52 Feb 29 2024 0.99 -1.88 -0.37 3.84 4.45 2.15 4.88 6.95
WIP
USD SPDR FTSE International Govt Infl-Protd Bond ETF 0.23 Feb 29 2024 -0.25 -4.39 -2.31 -0.10 -1.04 -0.06 3.70 5.25
BNDX
USD Vanguard Total International Bond 0.14 Feb 29 2024 -0.54 -0.59 4.35 5.65 0.60 2.20 4.69 6.61
BND
USD Vanguard Total Bond Market 0.17 Feb 29 2024 -1.36 -0.16 3.11 1.86 0.79 1.57 4.18 5.74
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79% , 30Y: 2.53%

In 2023, the Dedalo Invest Dedalo Eleven Portfolio granted a 2.70% dividend yield. If you are interested in getting periodic income, please refer to the Dedalo Invest Dedalo Eleven Portfolio: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 10.05$, with a total return of 904.61% (7.99% annualized).

The Inflation Adjusted Capital now would be 4.75$, with a net total return of 374.59% (5.33% annualized).
An investment of 1$, since January 1985, now would be worth 41.06$, with a total return of 4005.74% (9.97% annualized).

The Inflation Adjusted Capital now would be 13.99$, with a net total return of 1298.70% (6.98% annualized).

Portfolio Metrics as of Jan 31, 2024

Metrics of Dedalo Invest Dedalo Eleven Portfolio, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
DEDALO INVEST DEDALO ELEVEN PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) -0.31 12.87 2.94 11.45 3.90 8.51 7.95 7.74 7.99 9.97
Infl. Adjusted Return (%) details -0.62 12.09 1.26 8.09 -1.67 4.17 5.03 5.03 5.33 6.98
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.53 2.79
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -8.80 -23.40 -23.40 -23.40 -44.63 -44.63 -44.63
Start to Recovery (# months) details 5 25* 25* 25* 40 40 40
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 16 16 16 24 24 24
End (yyyy mm) 2023 12 - - - 2011 02 2011 02 2011 02
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-31.29 -31.29
Start to Recovery (# months) details 56 56
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 04 2000 04
Start to Bottom (# months) 3 9 9 9 16 30 30
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09 2002 09
Bottom to End (# months) 2 16 16 16 24 26 26
End (yyyy mm) 2023 12 - - - 2011 02 2004 11 2004 11
Longest negative period (# months) details 9 33 34 34 62 116 116
Period Start (yyyy mm) 2023 02 2021 02 2021 01 2021 01 2004 02 1999 07 1999 07
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 03 2009 02 2009 02
Annualized Return (%) -1.68 -0.23 -0.24 -0.24 -0.80 -0.24 -0.24
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -9.66 -28.18 -28.18 -28.18 -45.55 -45.55 -45.55
Start to Recovery (# months) details 5 29* 29* 29* 63 63 63
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 13 13 13 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 16 16 16 47 47 47
End (yyyy mm) 2023 12 - - - 2013 01 2013 01 2013 01
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-35.01 -35.01
Start to Recovery (# months) details 69 69
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2000 04 2000 04
Start to Bottom (# months) 3 13 13 13 16 30 30
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09 2002 09
Bottom to End (# months) 2 16 16 16 47 39 39
End (yyyy mm) 2023 12 - - - 2013 01 2005 12 2005 12
Longest negative period (# months) details 9 36* 47 57 68 140 140
Period Start (yyyy mm) 2023 02 2021 02 2019 12 2018 01 2006 02 1997 07 1997 07
Period End (yyyy mm) 2023 10 2024 01 2023 10 2022 09 2011 09 2009 02 2009 02
Annualized Return (%) -4.72 -1.67 -0.11 -0.22 -0.19 -0.25 -0.25
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.67 14.33 14.95 12.43 12.85 12.75 12.75
Sharpe Ratio 0.50 0.12 0.45 0.55 0.50 0.45 0.47
Sortino Ratio 0.75 0.16 0.60 0.73 0.66 0.59 0.61
Ulcer Index 3.26 10.36 8.61 6.61 10.04 10.69 9.70
Ratio: Return / Standard Deviation 0.90 0.27 0.57 0.64 0.60 0.63 0.78
Ratio: Return / Deepest Drawdown 1.30 0.17 0.36 0.34 0.17 0.18 0.22
% Positive Months details 50% 58% 61% 65% 63% 63% 65%
Positive Months 6 21 37 78 153 229 306
Negative Months 6 15 23 42 87 131 163
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 7.95 12.97 12.97 15.51
Worst 10 Years Return (%) - Annualized 5.49 0.92 0.92
Best 10 Years Return (%) - Annualized 5.03 11.02 11.02 12.31
Worst 10 Years Return (%) - Annualized 3.65 -1.63 -1.63
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 50.89 23.30 19.40 12.97 9.08 7.99
Worst Rolling Return (%) - Annualized -38.28 -10.97 -2.65 0.92 5.14
% Positive Periods 77% 86% 97% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 76.06 25.73 16.19 8.97 5.59 6.83
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.50 5.39
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 47.72 20.42 16.86 11.02 6.69 5.33
Worst Rolling Return (%) - Annualized -38.28 -13.10 -5.16 -1.63 3.00
% Positive Periods 73% 80% 87% 97% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 76.06 25.73 16.19 8.97 5.59 6.83
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.50 5.39
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Jan 2024)
Best Rolling Return (%) - Annualized 50.89 23.30 19.40 15.51 12.36 10.71
Worst Rolling Return (%) - Annualized -38.28 -10.97 -2.65 0.92 5.14 7.83
% Positive Periods 79% 89% 98% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 76.06 25.73 16.19 8.97 5.59 6.83
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.50 5.39
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 47.72 20.42 16.86 12.31 9.06 7.77
Worst Rolling Return (%) - Annualized -38.28 -13.10 -5.16 -1.63 3.00 5.18
% Positive Periods 75% 84% 90% 98% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 76.06 25.73 16.19 8.97 5.59 6.83
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.50 5.39
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 January 2024
Swipe left to see all data
Asset
VTI
EEM
AAXJ
EWJ
EWL
EWU
WIP
BNDX
BND
VTI
-
0.87
0.83
0.90
0.85
0.73
0.85
0.74
0.81
EEM
0.87
-
0.99
0.85
0.82
0.74
0.89
0.68
0.75
AAXJ
0.83
0.99
-
0.82
0.80
0.71
0.90
0.69
0.74
EWJ
0.90
0.85
0.82
-
0.77
0.57
0.78
0.71
0.81
EWL
0.85
0.82
0.80
0.77
-
0.87
0.85
0.80
0.89
EWU
0.73
0.74
0.71
0.57
0.87
-
0.69
0.50
0.65
WIP
0.85
0.89
0.90
0.78
0.85
0.69
-
0.87
0.87
BNDX
0.74
0.68
0.69
0.71
0.80
0.50
0.87
-
0.96
BND
0.81
0.75
0.74
0.81
0.89
0.65
0.87
0.96
-
Asset
VTI
EEM
AAXJ
EWJ
EWL
EWU
WIP
BNDX
BND
VTI
-
0.74
0.65
0.79
0.84
0.82
0.76
0.57
0.53
EEM
0.74
-
0.98
0.76
0.72
0.79
0.81
0.47
0.54
AAXJ
0.65
0.98
-
0.70
0.66
0.72
0.75
0.43
0.54
EWJ
0.79
0.76
0.70
-
0.73
0.77
0.70
0.54
0.56
EWL
0.84
0.72
0.66
0.73
-
0.81
0.82
0.62
0.66
EWU
0.82
0.79
0.72
0.77
0.81
-
0.73
0.38
0.39
WIP
0.76
0.81
0.75
0.70
0.82
0.73
-
0.71
0.72
BNDX
0.57
0.47
0.43
0.54
0.62
0.38
0.71
-
0.90
BND
0.53
0.54
0.54
0.56
0.66
0.39
0.72
0.90
-
Asset
VTI
EEM
AAXJ
EWJ
EWL
EWU
WIP
BNDX
BND
VTI
-
0.70
0.65
0.78
0.81
0.79
0.63
0.43
0.40
EEM
0.70
-
0.97
0.72
0.69
0.75
0.80
0.35
0.43
AAXJ
0.65
0.97
-
0.71
0.65
0.70
0.73
0.35
0.45
EWJ
0.78
0.72
0.71
-
0.69
0.74
0.56
0.36
0.37
EWL
0.81
0.69
0.65
0.69
-
0.81
0.72
0.46
0.52
EWU
0.79
0.75
0.70
0.74
0.81
-
0.67
0.28
0.30
WIP
0.63
0.80
0.73
0.56
0.72
0.67
-
0.59
0.63
BNDX
0.43
0.35
0.35
0.36
0.46
0.28
0.59
-
0.88
BND
0.40
0.43
0.45
0.37
0.52
0.30
0.63
0.88
-
Asset
VTI
EEM
AAXJ
EWJ
EWL
EWU
WIP
BNDX
BND
VTI
-
0.76
0.70
0.62
0.72
0.81
0.38
0.16
0.16
EEM
0.76
-
0.91
0.62
0.65
0.76
0.45
0.15
0.15
AAXJ
0.70
0.91
-
0.60
0.56
0.71
0.36
0.15
0.16
EWJ
0.62
0.62
0.60
-
0.57
0.62
0.33
0.17
0.12
EWL
0.72
0.65
0.56
0.57
-
0.74
0.57
0.20
0.22
EWU
0.81
0.76
0.71
0.62
0.74
-
0.51
0.18
0.16
WIP
0.38
0.45
0.36
0.33
0.57
0.51
-
0.44
0.40
BNDX
0.16
0.15
0.15
0.17
0.20
0.18
0.44
-
0.68
BND
0.16
0.15
0.16
0.12
0.22
0.16
0.40
0.68
-
Asset
VTI
EEM
AAXJ
EWJ
EWL
EWU
WIP
BNDX
BND
VTI
-
0.71
0.64
0.50
0.62
0.69
0.23
0.20
0.20
EEM
0.71
-
0.77
0.49
0.53
0.58
0.26
0.20
0.19
AAXJ
0.64
0.77
-
0.59
0.53
0.70
0.26
0.13
0.11
EWJ
0.50
0.49
0.59
-
0.53
0.63
0.31
0.15
0.11
EWL
0.62
0.53
0.53
0.53
-
0.67
0.54
0.25
0.25
EWU
0.69
0.58
0.70
0.63
0.67
-
0.42
0.19
0.14
WIP
0.23
0.26
0.26
0.31
0.54
0.42
-
0.38
0.35
BNDX
0.20
0.20
0.13
0.15
0.25
0.19
0.38
-
0.74
BND
0.20
0.19
0.11
0.11
0.25
0.14
0.35
0.74
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DEDALO INVEST DEDALO ELEVEN PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-44.63% Nov 2007 Feb 2009 16 Feb 2011 24 40 21.11
-31.29% Apr 2000 Sep 2002 30 Nov 2004 26 56 16.79
-23.40% Jan 2022 Sep 2022 9 in progress 16 25 12.34
-17.40% Jan 2020 Mar 2020 3 Jul 2020 4 7 7.91
-15.43% May 2011 Sep 2011 5 Mar 2012 6 11 6.74
-15.40% May 1998 Aug 1998 4 Nov 1998 3 7 7.06
-10.59% Feb 2018 Dec 2018 11 Apr 2019 4 15 4.25
-10.24% Jun 2015 Feb 2016 9 Jul 2016 5 14 5.50
-7.82% Feb 1994 Mar 1994 2 Apr 1995 13 15 4.72
-6.70% Apr 2012 May 2012 2 Sep 2012 4 6 2.96
-4.93% May 2019 May 2019 1 Jun 2019 1 2 2.84
-4.89% Aug 1997 Aug 1997 1 Feb 1998 6 7 2.81
-4.31% Jun 1996 Jul 1996 2 Sep 1996 2 4 2.11
-4.05% Jan 2000 Jan 2000 1 Mar 2000 2 3 2.34
-3.84% Sep 2021 Sep 2021 1 Oct 2021 1 2 2.22
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 118 3.1 Months 32.69%
 
DD = 0% 32.69%
 
0% < DD <= -5% 117 3.1 Months 32.41%
 
DD <= -5% 65.10%
 
-5% < DD <= -10% 39 9.3 Months 10.80%
 
DD <= -10% 75.90%
 
-10% < DD <= -15% 29 12.4 Months 8.03%
 
DD <= -15% 83.93%
 
-15% < DD <= -20% 30 12.0 Months 8.31%
 
DD <= -20% 92.24%
 
-20% < DD <= -25% 10 36.1 Months 2.77%
 
DD <= -25% 95.01%
 
-25% < DD <= -30% 10 36.1 Months 2.77%
 
DD <= -30% 97.78%
 
-30% < DD <= -35% 4 90.3 Months 1.11%
 
DD <= -35% 98.89%
 
-35% < DD <= -40% 2 180.5 Months 0.55%
 
DD <= -40% 99.45%
 
-40% < DD <= -45% 2 180.5 Months 0.55%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-45.55% Nov 2007 Feb 2009 16 Jan 2013 47 63 19.02
-35.01% Apr 2000 Sep 2002 30 Dec 2005 39 69 18.61
-28.18% Sep 2021 Sep 2022 13 in progress 16 29 16.83
-17.25% Jan 2020 Mar 2020 3 Jul 2020 4 7 7.63
-16.02% May 1998 Aug 1998 4 Dec 1998 4 8 7.08
-11.97% Feb 2018 Dec 2018 11 Jun 2019 6 17 4.99
-10.52% May 2015 Feb 2016 10 Sep 2016 7 17 5.44
-8.49% Feb 1994 Jun 1994 5 May 1995 11 16 5.94
-5.30% Aug 1997 Oct 1997 3 Feb 1998 4 7 3.29
-4.68% Jun 1996 Jul 1996 2 Sep 1996 2 4 2.36
-4.62% Jul 1999 Sep 1999 3 Nov 1999 2 5 2.47
-4.33% Jan 2000 Jan 2000 1 Mar 2000 2 3 2.64
-4.05% May 2006 Jul 2006 3 Oct 2006 3 6 2.73
-4.02% Sep 2020 Oct 2020 2 Nov 2020 1 3 2.39
-3.46% Jan 2014 Jan 2014 1 Feb 2014 1 2 2.00
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 91 4.0 Months 25.21%
 
DD = 0% 25.21%
 
0% < DD <= -5% 107 3.4 Months 29.64%
 
DD <= -5% 54.85%
 
-5% < DD <= -10% 49 7.4 Months 13.57%
 
DD <= -10% 68.42%
 
-10% < DD <= -15% 31 11.6 Months 8.59%
 
DD <= -15% 77.01%
 
-15% < DD <= -20% 30 12.0 Months 8.31%
 
DD <= -20% 85.32%
 
-20% < DD <= -25% 25 14.4 Months 6.93%
 
DD <= -25% 92.24%
 
-25% < DD <= -30% 12 30.1 Months 3.32%
 
DD <= -30% 95.57%
 
-30% < DD <= -35% 8 45.1 Months 2.22%
 
DD <= -35% 97.78%
 
-35% < DD <= -40% 5 72.2 Months 1.39%
 
DD <= -40% 99.17%
 
-40% < DD <= -45% 2 180.5 Months 0.55%
 
DD <= -45% 99.72%
 
-45% < DD <= -50% 1 361.0 Months 0.28%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-44.63% Nov 2007 Feb 2009 16 Feb 2011 24 40 21.11
-31.29% Apr 2000 Sep 2002 30 Nov 2004 26 56 16.79
-23.40% Jan 2022 Sep 2022 9 in progress 16 25 12.34
-22.27% Sep 1987 Nov 1987 3 Jan 1989 14 17 11.24
-17.40% Jan 2020 Mar 2020 3 Jul 2020 4 7 7.91
-15.43% May 2011 Sep 2011 5 Mar 2012 6 11 6.74
-15.40% May 1998 Aug 1998 4 Nov 1998 3 7 7.06
-13.82% Aug 1990 Sep 1990 2 Feb 1991 5 7 8.04
-10.59% Feb 2018 Dec 2018 11 Apr 2019 4 15 4.25
-10.24% Jun 2015 Feb 2016 9 Jul 2016 5 14 5.50
-7.82% Feb 1994 Mar 1994 2 Apr 1995 13 15 4.72
-6.70% Apr 2012 May 2012 2 Sep 2012 4 6 2.96
-6.19% Sep 1986 Sep 1986 1 Jan 1987 4 5 3.31
-5.27% Jan 1990 Apr 1990 4 May 1990 1 5 3.32
-4.93% May 2019 May 2019 1 Jun 2019 1 2 2.84
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 174 2.7 Months 37.02%
 
DD = 0% 37.02%
 
0% < DD <= -5% 149 3.2 Months 31.70%
 
DD <= -5% 68.72%
 
-5% < DD <= -10% 49 9.6 Months 10.43%
 
DD <= -10% 79.15%
 
-10% < DD <= -15% 37 12.7 Months 7.87%
 
DD <= -15% 87.02%
 
-15% < DD <= -20% 32 14.7 Months 6.81%
 
DD <= -20% 93.83%
 
-20% < DD <= -25% 11 42.7 Months 2.34%
 
DD <= -25% 96.17%
 
-25% < DD <= -30% 10 47.0 Months 2.13%
 
DD <= -30% 98.30%
 
-30% < DD <= -35% 4 117.5 Months 0.85%
 
DD <= -35% 99.15%
 
-35% < DD <= -40% 2 235.0 Months 0.43%
 
DD <= -40% 99.57%
 
-40% < DD <= -45% 2 235.0 Months 0.43%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-45.55% Nov 2007 Feb 2009 16 Jan 2013 47 63 19.02
-35.01% Apr 2000 Sep 2002 30 Dec 2005 39 69 18.61
-28.18% Sep 2021 Sep 2022 13 in progress 16 29 16.83
-23.01% Sep 1987 Nov 1987 3 Jul 1989 20 23 11.55
-17.25% Jan 2020 Mar 2020 3 Jul 2020 4 7 7.63
-16.02% May 1998 Aug 1998 4 Dec 1998 4 8 7.08
-15.12% Aug 1990 Sep 1990 2 Mar 1991 6 8 8.98
-11.97% Feb 2018 Dec 2018 11 Jun 2019 6 17 4.99
-10.52% May 2015 Feb 2016 10 Sep 2016 7 17 5.44
-8.49% Feb 1994 Jun 1994 5 May 1995 11 16 5.94
-7.18% Jan 1990 Apr 1990 4 May 1990 1 5 4.52
-6.53% Sep 1986 Sep 1986 1 Jan 1987 4 5 3.76
-5.30% Aug 1997 Oct 1997 3 Feb 1998 4 7 3.29
-4.71% Jun 1991 Jun 1991 1 Aug 1991 2 3 2.39
-4.68% Jun 1996 Jul 1996 2 Sep 1996 2 4 2.36
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 139 3.4 Months 29.57%
 
DD = 0% 29.57%
 
0% < DD <= -5% 142 3.3 Months 30.21%
 
DD <= -5% 59.79%
 
-5% < DD <= -10% 58 8.1 Months 12.34%
 
DD <= -10% 72.13%
 
-10% < DD <= -15% 43 10.9 Months 9.15%
 
DD <= -15% 81.28%
 
-15% < DD <= -20% 34 13.8 Months 7.23%
 
DD <= -20% 88.51%
 
-20% < DD <= -25% 26 18.1 Months 5.53%
 
DD <= -25% 94.04%
 
-25% < DD <= -30% 12 39.2 Months 2.55%
 
DD <= -30% 96.60%
 
-30% < DD <= -35% 8 58.8 Months 1.70%
 
DD <= -35% 98.30%
 
-35% < DD <= -40% 5 94.0 Months 1.06%
 
DD <= -40% 99.36%
 
-40% < DD <= -45% 2 235.0 Months 0.43%
 
DD <= -45% 99.79%
 
-45% < DD <= -50% 1 470.0 Months 0.21%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

DEDALO INVEST DEDALO ELEVEN PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -38.28 03/2008
02/2009
0.61$ -6.27 0.93$ 11.49 1.11$ 20.57 1.20$ 50.89 03/2009
02/2010
1.50$ 11.45 22.92%
2Y -20.50 03/2007
02/2009
0.63$ -2.04 0.95$ 10.40 1.21$ 17.47 1.37$ 34.54 03/2009
02/2011
1.81$ 0.85 19.88%
3Y -10.97 04/2000
03/2003
0.70$ 0.94 1.02$ 9.28 1.30$ 15.04 1.52$ 23.30 03/2009
02/2012
1.87$ 3.90 13.85%
5Y -2.65 03/2004
02/2009
0.87$ 2.61 1.13$ 7.33 1.42$ 13.24 1.86$ 19.40 01/1995
12/1999
2.42$ 8.51 2.33%
7Y 0.91 03/2002
02/2009
1.06$ 5.55 1.45$ 7.25 1.63$ 9.81 1.92$ 13.30 03/2009
02/2016
2.39$ 8.55 0.00%
10Y 0.92 03/1999
02/2009
1.09$ 5.86 1.76$ 8.10 2.17$ 9.67 2.51$ 12.97 03/2009
02/2019
3.38$ 7.95 0.00%
15Y 5.02 03/1994
02/2009
2.08$ 6.13 2.44$ 7.29 2.87$ 8.20 3.26$ 10.67 02/2009
01/2024
4.57$ 10.67 0.00%
20Y 5.14 04/2000
03/2020
2.72$ 6.54 3.54$ 7.61 4.33$ 8.68 5.28$ 9.08 11/2001
10/2021
5.68$ 7.74 0.00%
30Y 7.99 02/1994
01/2024
10.04$ 7.99 10.04$ 7.99 10.04$ 7.99 10.04$ 7.99 02/1994
01/2024
10.04$ 7.99 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -38.28 03/2008
02/2009
0.61$ -8.63 0.91$ 8.89 1.08$ 18.06 1.18$ 47.72 03/2009
02/2010
1.47$ 8.09 26.65%
2Y -22.10 03/2007
02/2009
0.60$ -6.05 0.88$ 7.80 1.16$ 14.48 1.31$ 31.73 03/2009
02/2011
1.73$ -3.69 22.26%
3Y -13.10 04/2000
03/2003
0.65$ -1.74 0.94$ 7.00 1.22$ 12.56 1.42$ 20.42 03/2009
02/2012
1.74$ -1.67 20.00%
5Y -5.16 03/2004
02/2009
0.76$ 0.23 1.01$ 5.37 1.29$ 10.68 1.66$ 16.86 03/2009
02/2014
2.17$ 4.17 12.96%
7Y -1.62 03/2002
02/2009
0.89$ 3.03 1.23$ 4.57 1.36$ 7.83 1.69$ 11.54 03/2009
02/2016
2.14$ 4.89 1.08%
10Y -1.63 03/1999
02/2009
0.84$ 3.67 1.43$ 5.63 1.72$ 7.47 2.05$ 11.02 03/2009
02/2019
2.84$ 5.03 2.90%
15Y 2.45 03/1994
02/2009
1.43$ 3.71 1.72$ 4.81 2.02$ 6.11 2.43$ 7.90 02/2009
01/2024
3.12$ 7.90 0.00%
20Y 3.00 04/2000
03/2020
1.80$ 4.38 2.35$ 5.26 2.78$ 6.15 3.30$ 6.69 11/2001
10/2021
3.65$ 5.03 0.00%
30Y 5.33 02/1994
01/2024
4.74$ 5.33 4.74$ 5.33 4.74$ 5.33 4.74$ 5.33 02/1994
01/2024
4.74$ 5.33 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -38.28 03/2008
02/2009
0.61$ -3.46 0.96$ 12.42 1.12$ 22.28 1.22$ 50.89 03/2009
02/2010
1.50$ 11.45 20.52%
2Y -20.50 03/2007
02/2009
0.63$ -0.20 0.99$ 11.35 1.23$ 17.46 1.37$ 34.54 03/2009
02/2011
1.81$ 0.85 15.02%
3Y -10.97 04/2000
03/2003
0.70$ 3.53 1.10$ 10.90 1.36$ 15.43 1.53$ 23.30 03/2009
02/2012
1.87$ 3.90 10.37%
5Y -2.65 03/2004
02/2009
0.87$ 3.63 1.19$ 10.24 1.62$ 14.92 2.00$ 19.40 01/1995
12/1999
2.42$ 8.51 1.71%
7Y 0.91 03/2002
02/2009
1.06$ 5.76 1.47$ 8.84 1.80$ 14.07 2.51$ 17.47 10/1990
09/1997
3.08$ 8.55 0.00%
10Y 0.92 03/1999
02/2009
1.09$ 6.27 1.83$ 8.70 2.30$ 13.63 3.58$ 15.51 12/1987
11/1997
4.22$ 7.95 0.00%
15Y 5.02 03/1994
02/2009
2.08$ 6.29 2.49$ 7.98 3.16$ 10.65 4.56$ 16.10 01/1985
12/1999
9.38$ 10.67 0.00%
20Y 5.14 04/2000
03/2020
2.72$ 7.12 3.95$ 8.43 5.04$ 10.63 7.54$ 12.36 01/1985
12/2004
10.29$ 7.74 0.00%
30Y 7.83 11/1993
10/2023
9.60$ 8.41 11.28$ 9.19 13.99$ 9.69 16.05$ 10.71 01/1985
12/2014
21.14$ 7.99 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -38.28 03/2008
02/2009
0.61$ -5.74 0.94$ 9.42 1.09$ 19.18 1.19$ 47.72 03/2009
02/2010
1.47$ 8.09 24.24%
2Y -22.10 03/2007
02/2009
0.60$ -2.54 0.94$ 8.22 1.17$ 14.10 1.30$ 31.73 03/2009
02/2011
1.73$ -3.69 16.82%
3Y -13.10 04/2000
03/2003
0.65$ -0.35 0.98$ 8.03 1.26$ 12.32 1.41$ 20.42 03/2009
02/2012
1.74$ -1.67 15.21%
5Y -5.16 03/2004
02/2009
0.76$ 1.14 1.05$ 7.35 1.42$ 11.36 1.71$ 16.86 03/2009
02/2014
2.17$ 4.17 9.51%
7Y -1.62 03/2002
02/2009
0.89$ 3.31 1.25$ 6.57 1.56$ 10.36 1.99$ 14.23 10/1990
09/1997
2.53$ 4.89 0.78%
10Y -1.63 03/1999
02/2009
0.84$ 4.05 1.48$ 6.09 1.80$ 10.04 2.60$ 12.31 10/1990
09/2000
3.19$ 5.03 2.00%
15Y 2.45 03/1994
02/2009
1.43$ 3.87 1.76$ 5.74 2.31$ 7.65 3.02$ 12.52 01/1985
12/1999
5.86$ 7.90 0.00%
20Y 3.00 04/2000
03/2020
1.80$ 4.81 2.55$ 5.80 3.08$ 7.31 4.09$ 9.06 01/1985
12/2004
5.66$ 5.03 0.00%
30Y 5.18 11/1993
10/2023
4.54$ 5.77 5.38$ 6.46 6.53$ 7.09 7.80$ 7.77 01/1985
12/2014
9.44$ 5.33 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Dedalo Invest Dedalo Eleven Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Dedalo Invest Dedalo Eleven Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.27
20%
-1.47
40%
-0.83
80%
1.72
80%
-0.09
60%
1.60
80%
3.06
100%
-0.20
40%
-3.45
20%
1.50
60%
5.01
80%
2.20
80%
Best 6.5
2023
2.1
2019
3.0
2023
9.0
2020
4.1
2020
5.8
2019
6.1
2022
4.7
2020
1.5
2019
4.7
2022
9.4
2020
4.8
2023
Worst -4.1
2022
-5.8
2020
-11.7
2020
-7.5
2022
-4.9
2019
-6.7
2022
0.4
2019
-3.7
2022
-8.5
2022
-2.5
2023
-1.6
2021
-4.2
2022
Monthly Seasonality over the period Feb 1985 - Jan 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.99
40%
-0.04
50%
0.19
70%
1.27
80%
0.47
80%
0.94
70%
2.28
90%
-0.14
60%
-2.02
40%
0.88
60%
3.12
80%
0.51
60%
Best 7.2
2019
4.3
2015
6.6
2016
9.0
2020
4.1
2020
5.8
2019
6.1
2022
4.7
2020
1.5
2017
6.0
2015
9.4
2020
4.8
2023
Worst -4.4
2016
-5.8
2020
-11.7
2020
-7.5
2022
-4.9
2019
-6.7
2022
-1.2
2014
-5.7
2015
-8.5
2022
-6.3
2018
-1.6
2021
-6.1
2018
Monthly Seasonality over the period Feb 1985 - Jan 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.99
58%
0.56
56%
0.92
69%
1.58
79%
0.93
67%
0.45
59%
1.37
67%
-0.19
62%
-0.59
51%
0.69
64%
1.62
72%
2.04
79%
Best 9.5
1987
6.6
1998
7.8
2009
9.4
2009
8.4
1990
5.8
2019
7.4
2009
5.4
1986
7.8
2010
9.0
2011
9.4
2020
10.9
1991
Worst -7.4
2009
-8.3
2009
-11.7
2020
-7.5
2022
-7.0
2010
-6.7
2022
-6.1
2002
-12.7
1998
-8.9
2008
-18.1
1987
-6.7
2000
-6.1
2018
Monthly Seasonality over the period Feb 1985 - Jan 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Dedalo Invest Dedalo Eleven Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

DEDALO INVEST DEDALO ELEVEN PORTFOLIO
Monthly Returns Distribution
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
229 Positive Months (64%) - 131 Negative Months (36%)
306 Positive Months (65%) - 163 Negative Months (35%)
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(Scroll down to see all data)
Investment Returns, up to December 2013, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • VTI - Vanguard Total Stock Market (VTI), up to December 2001
  • EEM - iShares MSCI Emerging Markets (EEM), up to December 2003
  • AAXJ - iShares MSCI All Country Asia ex-Japan ETF (AAXJ), up to August 2008
  • EWJ - iShares MSCI Japan ETF (EWJ), up to December 1996
  • EWL - iShares MSCI Switzerland ETF (EWL), up to December 1996
  • EWU - iShares MSCI United Kingdom ETF (EWU), up to December 1996
  • WIP - SPDR FTSE International Govt Infl-Protd Bond ETF (WIP), up to March 2008
  • BNDX - Vanguard Total International Bond (BNDX), up to December 2013
  • BND - Vanguard Total Bond Market (BND), up to December 2007

Portfolio efficiency

The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 80/20 Momentum +10.93 12.38 -43.61 80 20 0
US Stocks Minimum Volatility +9.58 13.72 -43.27 100 0 0
Stocks/Bonds 60/40 Momentum +9.48 9.58 -32.52 60 40 0
Stocks/Bonds 80/20 +9.07 12.50 -41.09 80 20 0
Simple Path to Wealth JL Collins +8.83 11.77 -38.53 75 25 0
Robust Alpha Architect +8.69 11.10 -44.20 70 20 10
Shield Strategy Aim Ways +8.63 8.85 -19.36 42 38 20
Dedalo Four Dedalo Invest +8.25 12.41 -43.94 80 20 0
Talmud Portfolio Roger Gibson +8.07 10.85 -40.17 66.7 33.3 0
Stocks/Bonds 60/40 +8.05 9.63 -30.55 60 40 0
Weird Portfolio Value Stock Geek +8.02 10.84 -32.97 60 20 20
Late Sixties and Beyond Burton Malkiel +8.00 11.69 -41.80 71 29 0
Dedalo Eleven Dedalo Invest +7.99 12.75 -44.63 80 20 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Technology +13.76 24.01 -81.08 100 0 0
US Stocks Momentum +12.21 15.32 -53.85 100 0 0
US Stocks Quality +11.44 15.06 -46.25 100 0 0
Stocks/Bonds 80/20 Momentum +10.93 12.38 -43.61 80 20 0
US Stocks +9.95 15.54 -50.84 100 0 0
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