Dedalo Invest Dedalo Eleven Portfolio: ETF allocation and returns

Data Source: from January 1985 to February 2024 (~39 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 27 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.61%
1 Day
Mar 27 2024
2.42%
Current Month
March 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 8.24% compound annual return, with a 12.74% standard deviation.

Table of contents
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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 Feb 29, 2024

The Dedalo Invest Dedalo Eleven Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: March 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 29 February 2024
Live Update: Mar 27 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Dedalo Invest Dedalo Eleven Portfolio 0.61 2.42 3.53 9.32 19.16 8.80 7.90 8.24 10.05
US Inflation Adjusted return 3.07 7.61 15.51 4.42 4.94 5.56 7.05
Components
VTI
USD Vanguard Total Stock Market 0.88 Mar 27 2024 2.83 5.30 13.69 28.61 13.82 11.96 10.22 11.25
EEM
USD iShares MSCI Emerging Markets 0.17 Mar 27 2024 2.35 4.17 4.06 7.46 1.11 2.35 4.45 8.66
AAXJ
USD iShares MSCI All Country Asia ex-Japan ETF 0.03 Mar 27 2024 2.55 4.46 2.17 2.95 0.84 3.21 3.94 7.45
EWJ
USD iShares MSCI Japan ETF 0.43 Mar 27 2024 3.60 4.40 13.72 26.19 6.75 5.73 1.76 4.27
EWL
USD iShares MSCI Switzerland ETF 0.49 Mar 27 2024 1.20 -1.45 1.50 10.38 8.35 5.45 7.67 10.04
EWU
USD iShares MSCI United Kingdom ETF 0.53 Mar 27 2024 4.09 0.99 4.70 5.81 3.95 1.58 5.18 6.96
WIP
USD SPDR FTSE International Govt Infl-Protd Bond ETF 0.00 Mar 27 2024 0.67 -0.25 0.39 3.09 -0.88 -0.37 3.68 5.23
BNDX
USD Vanguard Total International Bond 0.31 Mar 27 2024 1.22 -0.54 3.57 6.68 0.45 2.10 4.76 6.58
BND
USD Vanguard Total Bond Market 0.34 Mar 27 2024 0.97 -1.36 2.38 3.47 0.54 1.39 4.19 5.69
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2024. Current inflation (annualized) is 1Y: 3.17% , 5Y: 4.19% , 10Y: 2.82% , 30Y: 2.54%

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 Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 10.76$, with a total return of 975.57% (8.24% annualized).

The Inflation Adjusted Capital now would be 5.07$, with a net total return of 407.26% (5.56% annualized).
An investment of 1$, since January 1985, now would be worth 42.50$, with a total return of 4150.50% (10.05% annualized).

The Inflation Adjusted Capital now would be 14.42$, with a net total return of 1341.64% (7.05% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Dedalo Invest Dedalo Eleven Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
DEDALO INVEST DEDALO ELEVEN PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) 3.53 8.17 9.32 19.16 4.52 8.80 7.90 7.83 8.24 10.05
Infl. Adjusted Return (%) details 3.07 7.12 7.61 15.51 -1.09 4.42 4.94 5.11 5.56 7.05
US Inflation (%) 0.44 0.98 1.59 3.17 5.68 4.19 2.82 2.59 2.54 2.80
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 26 26 26 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 17 17 17 24 24 24
End (yyyy mm) 2023 12 2024 02 2024 02 2024 02 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 17 17 17 24 26 26
End (yyyy mm) 2023 12 2024 02 2024 02 2024 02 2011 02 2004 11 2004 11
Longest negative period (# months) details 7 32 34 34 61 116 116
Period Start (yyyy mm) 2023 04 2021 03 2021 01 2021 01 2004 03 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 -0.86 -0.24 -0.24 -1.16 -0.24 -0.24
Deepest Drawdown Depth (%) -9.66 -28.18 -28.18 -28.18 -45.55 -45.55 -45.55
Start to Recovery (# months) details 5 30* 30* 30* 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 17 17 17 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 17 17 17 47 39 39
End (yyyy mm) 2023 12 - - - 2013 01 2005 12 2005 12
Longest negative period (# months) details 8 36* 47 57 68 140 140
Period Start (yyyy mm) 2023 03 2021 03 2019 12 2018 01 2006 02 1997 07 1997 07
Period End (yyyy mm) 2023 10 2024 02 2023 10 2022 09 2011 09 2009 02 2009 02
Annualized Return (%) -0.03 -1.09 -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 (%) 12.08 14.43 14.99 12.42 12.86 12.74 12.74
Sharpe Ratio 1.16 0.15 0.47 0.54 0.50 0.47 0.47
Sortino Ratio 1.64 0.20 0.62 0.72 0.66 0.61 0.62
Ulcer Index 3.14 10.36 8.61 6.61 10.04 10.65 9.69
Ratio: Return / Standard Deviation 1.59 0.31 0.59 0.64 0.61 0.65 0.79
Ratio: Return / Deepest Drawdown 2.18 0.19 0.38 0.34 0.18 0.18 0.23
% Positive Months details 58% 58% 61% 65% 63% 63% 65%
Positive Months 7 21 37 78 153 230 307
Negative Months 5 15 23 42 87 130 163
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 7.90 12.97 12.97 15.51
Worst 10 Years Return (%) - Annualized 5.49 0.92 0.92
Best 10 Years Return (%) - Annualized 4.94 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 8.24
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 7.12
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.50 5.71
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 5.56
Worst Rolling Return (%) - Annualized -38.28 -13.10 -5.16 -1.63 3.00
% Positive Periods 73% 79% 87% 97% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 76.06 25.73 16.19 8.97 5.59 7.12
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.50 5.71
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Feb 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 29 February 2024
Swipe left to see all data

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 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Inflation Adjusted:
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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 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 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$ 11.50 1.11$ 20.57 1.20$ 50.89 03/2009
02/2010
1.50$ 19.16 22.64%
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$ 3.77 19.88%
3Y -10.97 04/2000
03/2003
0.70$ 0.94 1.02$ 9.27 1.30$ 15.04 1.52$ 23.30 03/2009
02/2012
1.87$ 4.52 13.85%
5Y -2.65 03/2004
02/2009
0.87$ 2.61 1.13$ 7.33 1.42$ 13.22 1.86$ 19.40 01/1995
12/1999
2.42$ 8.80 2.33%
7Y 0.91 03/2002
02/2009
1.06$ 5.55 1.45$ 7.25 1.63$ 9.80 1.92$ 13.30 03/2009
02/2016
2.39$ 8.67 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$ 7.90 0.00%
15Y 5.02 03/1994
02/2009
2.08$ 6.13 2.44$ 7.30 2.87$ 8.25 3.28$ 11.56 03/2009
02/2024
5.16$ 11.56 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$ 7.83 0.00%
30Y 8.24 03/1994
02/2024
10.75$ 8.24 10.75$ 8.24 10.75$ 8.24 10.75$ 8.24 03/1994
02/2024
10.75$ 8.24 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$ 8.99 1.08$ 18.06 1.18$ 47.72 03/2009
02/2010
1.47$ 15.51 26.36%
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$ -0.75 22.55%
3Y -13.10 04/2000
03/2003
0.65$ -1.74 0.94$ 6.98 1.22$ 12.56 1.42$ 20.42 03/2009
02/2012
1.74$ -1.09 20.31%
5Y -5.16 03/2004
02/2009
0.76$ 0.23 1.01$ 5.36 1.29$ 10.66 1.65$ 16.86 03/2009
02/2014
2.17$ 4.42 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$ 4.97 1.08%
10Y -1.63 03/1999
02/2009
0.84$ 3.67 1.43$ 5.59 1.72$ 7.47 2.05$ 11.02 03/2009
02/2019
2.84$ 4.94 2.90%
15Y 2.45 03/1994
02/2009
1.43$ 3.72 1.72$ 4.91 2.05$ 6.11 2.43$ 8.77 03/2009
02/2024
3.53$ 8.77 0.00%
20Y 3.00 04/2000
03/2020
1.80$ 4.38 2.35$ 5.24 2.77$ 6.15 3.30$ 6.69 11/2001
10/2021
3.65$ 5.11 0.00%
30Y 5.56 03/1994
02/2024
5.07$ 5.56 5.07$ 5.56 5.07$ 5.56 5.07$ 5.56 03/1994
02/2024
5.07$ 5.56 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$ 12.46 1.12$ 22.28 1.22$ 50.89 03/2009
02/2010
1.50$ 19.16 20.48%
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$ 3.77 14.99%
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$ 4.52 10.34%
5Y -2.65 03/2004
02/2009
0.87$ 3.63 1.19$ 10.24 1.62$ 14.83 1.99$ 19.40 01/1995
12/1999
2.42$ 8.80 1.70%
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$ 8.67 0.00%
10Y 0.92 03/1999
02/2009
1.09$ 6.27 1.83$ 8.70 2.30$ 13.57 3.56$ 15.51 12/1987
11/1997
4.22$ 7.90 0.00%
15Y 5.02 03/1994
02/2009
2.08$ 6.29 2.49$ 8.04 3.18$ 10.65 4.56$ 16.10 01/1985
12/1999
9.38$ 11.56 0.00%
20Y 5.14 04/2000
03/2020
2.72$ 7.12 3.95$ 8.43 5.04$ 10.57 7.46$ 12.36 01/1985
12/2004
10.29$ 7.83 0.00%
30Y 7.83 11/1993
10/2023
9.60$ 8.40 11.24$ 9.19 13.99$ 9.60 15.66$ 10.71 01/1985
12/2014
21.14$ 8.24 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$ 9.53 1.09$ 19.18 1.19$ 47.72 03/2009
02/2010
1.47$ 15.51 24.18%
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$ -0.75 17.00%
3Y -13.10 04/2000
03/2003
0.65$ -0.47 0.98$ 8.03 1.26$ 12.32 1.41$ 20.42 03/2009
02/2012
1.74$ -1.09 15.40%
5Y -5.16 03/2004
02/2009
0.76$ 1.14 1.05$ 7.35 1.42$ 11.35 1.71$ 16.86 03/2009
02/2014
2.17$ 4.42 9.49%
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$ 4.97 0.78%
10Y -1.63 03/1999
02/2009
0.84$ 4.05 1.48$ 6.09 1.80$ 10.02 2.59$ 12.31 10/1990
09/2000
3.19$ 4.94 1.99%
15Y 2.45 03/1994
02/2009
1.43$ 3.87 1.76$ 5.75 2.31$ 7.65 3.02$ 12.52 01/1985
12/1999
5.86$ 8.77 0.00%
20Y 3.00 04/2000
03/2020
1.80$ 4.81 2.55$ 5.80 3.08$ 7.28 4.07$ 9.06 01/1985
12/2004
5.66$ 5.11 0.00%
30Y 5.18 11/1993
10/2023
4.54$ 5.74 5.33$ 6.46 6.53$ 7.05 7.71$ 7.77 01/1985
12/2014
9.44$ 5.56 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.
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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 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
230 Positive Months (64%) - 130 Negative Months (36%)
307 Positive Months (65%) - 163 Negative Months (35%)
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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.

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In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.

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