Data Source: from January 1985 to September 2023 (~39 years)
Consolidated Returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Consolidated Returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.49%
1 Day
Oct 02 2023, 04:00PM Eastern Time
0.49%
Current Month
October 2023
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 8.03% compound annual return, with a 12.69% standard deviation.
Table of contents
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:
- Hourly-based financial consulting, which minimizes potential conflicts of interest between the client and the consultant/coach;
- Dollar cost averaging (DCA) and Value Averaging (VA) analysis, linear correlation analysis, relative strength analysis and many others.
- 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 Sep 30, 2023
The Dedalo Invest Dedalo Eleven Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
DEDALO INVEST DEDALO ELEVEN PORTFOLIO
Consolidated returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Sep 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Oct 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~39Y) |
|||
| Dedalo Invest Dedalo Eleven Portfolio | -0.49 | -0.49 | -4.05 | 1.55 | 15.76 | 5.59 | 7.30 | 8.03 | 9.79 | |||
| US Inflation Adjusted return | -4.05 | -0.16 | 11.91 | 1.53 | 4.44 | 5.37 | 6.80 | |||||
| Components | ||||||||||||
|
VTI
|
USD | Vanguard Total Stock Market | -0.13 | 04:00PM, Oct 02 2023 | -0.13 | -4.80 | 4.86 | 20.32 | 9.06 | 11.22 | 9.67 | 10.86 |
|
EEM
|
USD | iShares MSCI Emerging Markets | -0.50 | 04:00PM, Oct 02 2023 | -0.50 | -3.11 | -3.07 | 11.32 | -0.25 | 1.39 | 4.83 | 8.56 |
|
AAXJ
|
USD | iShares MSCI All Country Asia ex-Japan ETF | -0.38 | 04:00PM, Oct 02 2023 | -0.38 | -3.17 | -5.88 | 10.43 | -0.34 | 2.73 | 4.78 | 7.39 |
|
EWJ
|
USD | iShares MSCI Japan ETF | -0.86 | 04:00PM, Oct 02 2023 | -0.86 | -2.19 | 3.45 | 24.57 | 1.63 | 3.95 | 1.52 | 3.91 |
|
EWL
|
USD | iShares MSCI Switzerland ETF | -1.01 | 04:00PM, Oct 02 2023 | -1.01 | -5.55 | -1.70 | 18.95 | 6.73 | 5.63 | 8.07 | 9.95 |
|
EWU
|
USD | iShares MSCI United Kingdom ETF | -1.90 | 04:00PM, Oct 02 2023 | -1.90 | -1.12 | -0.02 | 24.90 | 2.25 | 1.93 | 5.45 | 6.88 |
|
WIP
|
USD | SPDR FTSE International Govt Infl-Protd Bond ETF | -1.62 | 04:00PM, Oct 02 2023 | -1.62 | -4.45 | -6.71 | 4.38 | -1.16 | -0.77 | 3.40 | 5.16 |
|
BNDX
|
USD | Vanguard Total International Bond | -0.54 | 04:00PM, Oct 02 2023 | -0.54 | -1.75 | -1.31 | 2.21 | -0.01 | 1.84 | 4.64 | 6.51 |
|
BND
|
USD | Vanguard Total Bond Market | -0.96 | 04:00PM, Oct 02 2023 | -0.96 | -2.48 | -4.01 | 0.49 | 0.09 | 1.09 | 4.00 | 5.63 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Aug 2023.
Waiting for updates, inflation of Sep 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.44%
, 5Y: 3.99%
, 10Y: 2.75%
, 30Y: 2.53%
Live update: World Markets and Indexes
In 2022, the Dedalo Invest Dedalo Eleven Portfolio granted a 2.04% 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 Sep 30, 2023
An investment of 1$, since October 1993,
now would be worth 10.15$, with a total return of 915.14% (8.03% annualized).
The Inflation Adjusted Capital now would be 4.80$, with a net total return of 379.75% (5.37% annualized).
The Inflation Adjusted Capital now would be 4.80$, with a net total return of 379.75% (5.37% annualized).
An investment of 1$, since January 1985,
now would be worth 37.31$, with a total return of 3630.58% (9.79% annualized).
The Inflation Adjusted Capital now would be 12.79$, with a net total return of 1179.47% (6.80% annualized).
The Inflation Adjusted Capital now would be 12.79$, with a net total return of 1179.47% (6.80% annualized).
Readings that may interest you
Portfolio Metrics as of Sep 30, 2023
Metrics of Dedalo Invest Dedalo Eleven Portfolio, updated as of 30 September 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
DEDALO INVEST DEDALO ELEVEN PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 30 September 2023 (~39 years)
Swipe left to see all data
| Metrics as of Sep 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~39Y) |
|
| Investment Return (%) | -4.05 | -3.40 | 1.55 | 15.76 | 4.71 | 5.59 | 7.30 | 7.92 | 8.03 | 9.79 |
| Infl. Adjusted Return (%) details | -4.05 | -4.00 | -0.16 | 11.91 | -0.89 | 1.53 | 4.44 | 5.22 | 5.37 | 6.80 |
| US Inflation (%) | 0.00 | 0.63 | 1.72 | 3.44 | 5.66 | 3.99 | 2.75 | 2.56 | 2.53 | 2.80 |
| Waiting for updates, inflation of Sep 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -6.47 | -23.40 | -23.40 | -23.40 | -44.63 | -44.63 | -44.63 | |||
| Start to Recovery (# months) details | 2* | 21* | 21* | 21* | 40 | 40 | 40 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 2 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 0 | 12 | 12 | 12 | 24 | 24 | 24 | |||
| End (yyyy mm) | - | - | - | - | 2011 02 | 2011 02 | 2011 02 | |||
| Longest Drawdown Depth (%) | -3.18 |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-31.29 | -31.29 | |||
| Start to Recovery (# months) details | 3 | 56 | 56 | |||||||
| Start (yyyy mm) | 2023 02 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 04 | 2000 04 | |||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 16 | 30 | 30 | |||
| Bottom (yyyy mm) | 2023 02 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 2002 09 | |||
| Bottom to End (# months) | 2 | 12 | 12 | 12 | 24 | 26 | 26 | |||
| End (yyyy mm) | 2023 04 | - | - | - | 2011 02 | 2004 11 | 2004 11 | |||
| Longest negative period (# months) details | 4 | 30* | 30* | 30* | 64 | 116 | 116 | |||
| Period Start (yyyy mm) | 2023 02 | 2021 04 | 2021 04 | 2021 04 | 2003 11 | 1999 07 | 1999 07 | |||
| Period End (yyyy mm) | 2023 05 | 2023 09 | 2023 09 | 2023 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Annualized Return (%) | -0.21 | -0.68 | -0.68 | -0.68 | -0.69 | -0.24 | -0.24 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -6.87 | -28.09 | -28.09 | -28.09 | -45.48 | -45.48 | -45.48 | |||
| Start to Recovery (# months) details | 2* | 25* | 25* | 25* | 62 | 62 | 62 | |||
| Start (yyyy mm) | 2023 08 | 2021 09 | 2021 09 | 2021 09 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 2 | 13 | 13 | 13 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 0 | 12 | 12 | 12 | 46 | 46 | 46 | |||
| End (yyyy mm) | - | - | - | - | 2012 12 | 2012 12 | 2012 12 | |||
| Longest Drawdown Depth (%) | -3.71 |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-35.01 | -35.01 | |||
| Start to Recovery (# months) details | 5 | 69 | 69 | |||||||
| Start (yyyy mm) | 2023 02 | 2021 09 | 2021 09 | 2021 09 | 2007 11 | 2000 04 | 2000 04 | |||
| Start to Bottom (# months) | 1 | 13 | 13 | 13 | 16 | 30 | 30 | |||
| Bottom (yyyy mm) | 2023 02 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 2002 09 | |||
| Bottom to End (# months) | 4 | 12 | 12 | 12 | 46 | 39 | 39 | |||
| End (yyyy mm) | 2023 06 | - | - | - | 2012 12 | 2005 12 | 2005 12 | |||
| Longest negative period (# months) details | 8* | 36* | 48 | 58 | 68 | 140 | 140 | |||
| Period Start (yyyy mm) | 2023 02 | 2020 10 | 2018 10 | 2017 12 | 2006 02 | 1997 07 | 1997 07 | |||
| Period End (yyyy mm) | 2023 09 | 2023 09 | 2022 09 | 2022 09 | 2011 09 | 2009 02 | 2009 02 | |||
| Annualized Return (%) | -1.98 | -0.89 | -0.91 | -0.01 | -0.30 | -0.22 | -0.22 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 13.73 | 14.50 | 15.32 | 12.20 | 12.76 | 12.69 | 12.73 | |||
| Sharpe Ratio | 0.83 | 0.21 | 0.26 | 0.52 | 0.52 | 0.46 | 0.46 | |||
| Sortino Ratio | 1.15 | 0.29 | 0.35 | 0.69 | 0.68 | 0.60 | 0.59 | |||
| Ulcer Index | 2.42 | 10.05 | 8.56 | 6.47 | 9.99 | 10.66 | 9.72 | |||
| Ratio: Return / Standard Deviation | 1.15 | 0.33 | 0.36 | 0.60 | 0.62 | 0.63 | 0.77 | |||
| Ratio: Return / Deepest Drawdown | 2.44 | 0.20 | 0.24 | 0.31 | 0.18 | 0.18 | 0.22 | |||
| % Positive Months details | 58% | 58% | 61% | 65% | 64% | 63% | 65% | |||
| Positive Months | 7 | 21 | 37 | 79 | 155 | 230 | 304 | |||
| Negative Months | 5 | 15 | 23 | 41 | 85 | 130 | 161 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 7.30 | 12.97 | 12.97 | 15.51 | ||||||
| Worst 10 Years Return (%) - Annualized | 5.49 | 0.92 | 0.92 | |||||||
| Best 10 Years Return (%) - Annualized | 4.44 | 11.01 | 11.01 | 12.32 | ||||||
| Worst 10 Years Return (%) - Annualized | 3.63 | -1.62 | -1.62 | |||||||
|
ROLLING PERIOD RETURNS
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 | 8.03 | ||||
| Worst Rolling Return (%) - Annualized | -38.28 | -10.97 | -2.65 | 0.92 | 5.14 | |||||
| % Positive Periods | 76% | 86% | 97% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 47.73 | 20.44 | 16.88 | 11.01 | 6.69 | 5.37 | ||||
| Worst Rolling Return (%) - Annualized | -38.42 | -13.11 | -5.16 | -1.62 | 3.01 | |||||
| % Positive Periods | 73% | 81% | 87% | 97% | 100% | 100% | ||||
| Over all the available data source (Jan 1985 - Sep 2023) | ||||||||||
| 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 | 8.03 | ||||
| % Positive Periods | 79% | 89% | 98% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 47.73 | 20.44 | 16.88 | 12.32 | 9.09 | 7.79 | ||||
| Worst Rolling Return (%) - Annualized | -38.42 | -13.11 | -5.16 | -1.62 | 3.01 | 5.37 | ||||
| % Positive Periods | 75% | 85% | 90% | 97% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 35.92 | 21.91 | 13.39 | 8.54 | 7.43 | 10.68 | ||||
| Perpetual WR (%) | 0.00 | 1.51 | 4.25 | 4.96 | 5.09 | 6.37 | ||||
- 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 original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Analyze your Portfolio: Backtest Now!
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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.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 September 2023
Swipe left to see all data
| Asset |
VTI
|
EEM
|
AAXJ
|
EWJ
|
EWL
|
EWU
|
WIP
|
BNDX
|
BND
|
|---|---|---|---|---|---|---|---|---|---|
|
VTI
|
-
|
0.65
|
0.52
|
0.78
|
0.78
|
0.69
|
0.74
|
0.74
|
0.56
|
|
EEM
|
0.65
|
-
|
0.98
|
0.95
|
0.82
|
0.76
|
0.92
|
0.68
|
0.84
|
|
AAXJ
|
0.52
|
0.98
|
-
|
0.91
|
0.76
|
0.71
|
0.89
|
0.64
|
0.84
|
|
EWJ
|
0.78
|
0.95
|
0.91
|
-
|
0.85
|
0.75
|
0.94
|
0.82
|
0.87
|
|
EWL
|
0.78
|
0.82
|
0.76
|
0.85
|
-
|
0.87
|
0.86
|
0.77
|
0.85
|
|
EWU
|
0.69
|
0.76
|
0.71
|
0.75
|
0.87
|
-
|
0.73
|
0.52
|
0.61
|
|
WIP
|
0.74
|
0.92
|
0.89
|
0.94
|
0.86
|
0.73
|
-
|
0.82
|
0.88
|
|
BNDX
|
0.74
|
0.68
|
0.64
|
0.82
|
0.77
|
0.52
|
0.82
|
-
|
0.85
|
|
BND
|
0.56
|
0.84
|
0.84
|
0.87
|
0.85
|
0.61
|
0.88
|
0.85
|
-
|
| Asset |
VTI
|
EEM
|
AAXJ
|
EWJ
|
EWL
|
EWU
|
WIP
|
BNDX
|
BND
|
|---|---|---|---|---|---|---|---|---|---|
|
VTI
|
-
|
0.75
|
0.66
|
0.81
|
0.85
|
0.83
|
0.72
|
0.49
|
0.45
|
|
EEM
|
0.75
|
-
|
0.98
|
0.78
|
0.71
|
0.79
|
0.78
|
0.42
|
0.50
|
|
AAXJ
|
0.66
|
0.98
|
-
|
0.73
|
0.66
|
0.71
|
0.72
|
0.39
|
0.51
|
|
EWJ
|
0.81
|
0.78
|
0.73
|
-
|
0.74
|
0.78
|
0.67
|
0.47
|
0.49
|
|
EWL
|
0.85
|
0.71
|
0.66
|
0.74
|
-
|
0.81
|
0.79
|
0.56
|
0.59
|
|
EWU
|
0.83
|
0.79
|
0.71
|
0.78
|
0.81
|
-
|
0.71
|
0.33
|
0.34
|
|
WIP
|
0.72
|
0.78
|
0.72
|
0.67
|
0.79
|
0.71
|
-
|
0.68
|
0.69
|
|
BNDX
|
0.49
|
0.42
|
0.39
|
0.47
|
0.56
|
0.33
|
0.68
|
-
|
0.88
|
|
BND
|
0.45
|
0.50
|
0.51
|
0.49
|
0.59
|
0.34
|
0.69
|
0.88
|
-
|
| Asset |
VTI
|
EEM
|
AAXJ
|
EWJ
|
EWL
|
EWU
|
WIP
|
BNDX
|
BND
|
|---|---|---|---|---|---|---|---|---|---|
|
VTI
|
-
|
0.70
|
0.65
|
0.77
|
0.80
|
0.79
|
0.61
|
0.39
|
0.34
|
|
EEM
|
0.70
|
-
|
0.97
|
0.73
|
0.68
|
0.75
|
0.79
|
0.30
|
0.39
|
|
AAXJ
|
0.65
|
0.97
|
-
|
0.72
|
0.64
|
0.70
|
0.72
|
0.31
|
0.42
|
|
EWJ
|
0.77
|
0.73
|
0.72
|
-
|
0.68
|
0.73
|
0.55
|
0.31
|
0.32
|
|
EWL
|
0.80
|
0.68
|
0.64
|
0.68
|
-
|
0.81
|
0.70
|
0.41
|
0.46
|
|
EWU
|
0.79
|
0.75
|
0.70
|
0.73
|
0.81
|
-
|
0.66
|
0.23
|
0.25
|
|
WIP
|
0.61
|
0.79
|
0.72
|
0.55
|
0.70
|
0.66
|
-
|
0.54
|
0.59
|
|
BNDX
|
0.39
|
0.30
|
0.31
|
0.31
|
0.41
|
0.23
|
0.54
|
-
|
0.86
|
|
BND
|
0.34
|
0.39
|
0.42
|
0.32
|
0.46
|
0.25
|
0.59
|
0.86
|
-
|
| Asset |
VTI
|
EEM
|
AAXJ
|
EWJ
|
EWL
|
EWU
|
WIP
|
BNDX
|
BND
|
|---|---|---|---|---|---|---|---|---|---|
|
VTI
|
-
|
0.75
|
0.69
|
0.62
|
0.71
|
0.80
|
0.37
|
0.15
|
0.14
|
|
EEM
|
0.75
|
-
|
0.91
|
0.61
|
0.65
|
0.76
|
0.43
|
0.16
|
0.14
|
|
AAXJ
|
0.69
|
0.91
|
-
|
0.57
|
0.56
|
0.70
|
0.33
|
0.16
|
0.14
|
|
EWJ
|
0.62
|
0.61
|
0.57
|
-
|
0.57
|
0.61
|
0.33
|
0.16
|
0.12
|
|
EWL
|
0.71
|
0.65
|
0.56
|
0.57
|
-
|
0.74
|
0.56
|
0.19
|
0.20
|
|
EWU
|
0.80
|
0.76
|
0.70
|
0.61
|
0.74
|
-
|
0.50
|
0.17
|
0.14
|
|
WIP
|
0.37
|
0.43
|
0.33
|
0.33
|
0.56
|
0.50
|
-
|
0.42
|
0.38
|
|
BNDX
|
0.15
|
0.16
|
0.16
|
0.16
|
0.19
|
0.17
|
0.42
|
-
|
0.66
|
|
BND
|
0.14
|
0.14
|
0.14
|
0.12
|
0.20
|
0.14
|
0.38
|
0.66
|
-
|
| Asset |
VTI
|
EEM
|
AAXJ
|
EWJ
|
EWL
|
EWU
|
WIP
|
BNDX
|
BND
|
|---|---|---|---|---|---|---|---|---|---|
|
VTI
|
-
|
0.71
|
0.64
|
0.49
|
0.62
|
0.68
|
0.23
|
0.19
|
0.19
|
|
EEM
|
0.71
|
-
|
0.77
|
0.49
|
0.52
|
0.58
|
0.25
|
0.19
|
0.19
|
|
AAXJ
|
0.64
|
0.77
|
-
|
0.59
|
0.53
|
0.70
|
0.25
|
0.13
|
0.10
|
|
EWJ
|
0.49
|
0.49
|
0.59
|
-
|
0.53
|
0.63
|
0.31
|
0.15
|
0.10
|
|
EWL
|
0.62
|
0.52
|
0.53
|
0.53
|
-
|
0.67
|
0.53
|
0.24
|
0.24
|
|
EWU
|
0.68
|
0.58
|
0.70
|
0.63
|
0.67
|
-
|
0.41
|
0.19
|
0.13
|
|
WIP
|
0.23
|
0.25
|
0.25
|
0.31
|
0.53
|
0.41
|
-
|
0.37
|
0.34
|
|
BNDX
|
0.19
|
0.19
|
0.13
|
0.15
|
0.24
|
0.19
|
0.37
|
-
|
0.74
|
|
BND
|
0.19
|
0.19
|
0.10
|
0.10
|
0.24
|
0.13
|
0.34
|
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 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1985 - 30 September 2023 (~39 years)
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 | 12 | 21 | 13.00 |
| -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 period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -45.48% | Nov 2007 | Feb 2009 | 16 | Dec 2012 | 46 | 62 | 19.24 |
| -35.01% | Apr 2000 | Sep 2002 | 30 | Dec 2005 | 39 | 69 | 18.54 |
| -28.09% | Sep 2021 | Sep 2022 | 13 | in progress | 12 | 25 | 16.79 |
| -17.76% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 | 7.59 |
| -15.86% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 | 7.00 |
| -11.79% | Feb 2018 | Dec 2018 | 11 | Oct 2019 | 10 | 21 | 4.79 |
| -10.29% | May 2015 | Feb 2016 | 10 | Sep 2016 | 7 | 17 | 5.32 |
| -8.62% | Feb 1994 | Jun 1994 | 5 | May 1995 | 11 | 16 | 6.00 |
| -5.30% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 | 3.18 |
| -4.56% | Jul 1999 | Sep 1999 | 3 | Nov 1999 | 2 | 5 | 2.41 |
| -4.56% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 | 2.29 |
| -4.33% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 | 2.69 |
| -4.14% | May 2006 | Jun 2006 | 2 | Oct 2006 | 4 | 6 | 2.73 |
| -3.86% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 2.30 |
| -3.58% | Jan 2014 | Jan 2014 | 1 | Apr 2014 | 3 | 4 | 1.60 |
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 | 12 | 21 | 13.00 |
| -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 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -45.48% | Nov 2007 | Feb 2009 | 16 | Dec 2012 | 46 | 62 | 19.24 |
| -35.01% | Apr 2000 | Sep 2002 | 30 | Dec 2005 | 39 | 69 | 18.54 |
| -28.09% | Sep 2021 | Sep 2022 | 13 | in progress | 12 | 25 | 16.79 |
| -22.94% | Sep 1987 | Nov 1987 | 3 | Jul 1989 | 20 | 23 | 11.49 |
| -17.76% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 | 7.59 |
| -15.86% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 | 7.00 |
| -15.31% | Aug 1990 | Sep 1990 | 2 | Mar 1991 | 6 | 8 | 9.04 |
| -11.79% | Feb 2018 | Dec 2018 | 11 | Oct 2019 | 10 | 21 | 4.79 |
| -10.29% | May 2015 | Feb 2016 | 10 | Sep 2016 | 7 | 17 | 5.32 |
| -8.62% | Feb 1994 | Jun 1994 | 5 | May 1995 | 11 | 16 | 6.00 |
| -7.33% | Jan 1990 | Apr 1990 | 4 | May 1990 | 1 | 5 | 4.64 |
| -6.61% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 | 3.71 |
| -5.30% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 | 3.18 |
| -4.71% | Jun 1991 | Jun 1991 | 1 | Aug 1991 | 2 | 3 | 2.39 |
| -4.56% | Jul 1999 | Sep 1999 | 3 | Nov 1999 | 2 | 5 | 2.41 |
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 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1985 - 30 September 2023 (~39 years)
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$ | 11.48 | 1.11$ | 20.57 | 1.20$ | 50.89 |
03/2009 02/2010 |
1.50$ | 15.76 | 23.21% |
| 2Y | -20.50 |
03/2007 02/2009 |
0.63$ | -2.02 | 0.96$ | 10.85 | 1.22$ | 17.47 | 1.37$ | 34.54 |
03/2009 02/2011 |
1.81$ | -3.08 | 18.99% |
| 3Y | -10.97 |
04/2000 03/2003 |
0.70$ | 0.94 | 1.02$ | 9.49 | 1.31$ | 15.18 | 1.52$ | 23.30 |
03/2009 02/2012 |
1.87$ | 4.71 | 13.85% |
| 5Y | -2.65 |
03/2004 02/2009 |
0.87$ | 2.61 | 1.13$ | 7.37 | 1.42$ | 13.35 | 1.87$ | 19.40 |
01/1995 12/1999 |
2.42$ | 5.59 | 2.33% |
| 7Y | 0.91 |
03/2002 02/2009 |
1.06$ | 5.55 | 1.45$ | 7.25 | 1.63$ | 9.90 | 1.93$ | 13.73 |
10/1993 09/2000 |
2.46$ | 7.50 | 0.00% |
| 10Y | 0.92 |
03/1999 02/2009 |
1.09$ | 5.86 | 1.76$ | 8.18 | 2.19$ | 9.67 | 2.51$ | 12.97 |
03/2009 02/2019 |
3.38$ | 7.30 | 0.00% |
| 15Y | 5.02 |
03/1994 02/2009 |
2.08$ | 6.13 | 2.44$ | 7.27 | 2.86$ | 8.13 | 3.22$ | 9.96 |
02/2003 01/2018 |
4.15$ | 8.09 | 0.00% |
| 20Y | 5.14 |
04/2000 03/2020 |
2.72$ | 6.54 | 3.54$ | 7.68 | 4.39$ | 8.68 | 5.28$ | 9.08 |
11/2001 10/2021 |
5.68$ | 7.92 | 0.00% |
| 30Y | 8.03 |
10/1993 09/2023 |
10.15$ | 8.03 | 10.15$ | 8.03 | 10.15$ | 8.03 | 10.15$ | 8.03 |
10/1993 09/2023 |
10.15$ | 8.03 | 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 | -38.42 |
03/2008 02/2009 |
0.61$ | -8.61 | 0.91$ | 8.79 | 1.08$ | 17.95 | 1.17$ | 47.73 |
03/2009 02/2010 |
1.47$ | 11.91 | 26.93% |
| 2Y | -22.14 |
03/2007 02/2009 |
0.60$ | -5.47 | 0.89$ | 8.03 | 1.16$ | 14.50 | 1.31$ | 31.74 |
03/2009 02/2011 |
1.73$ | -8.39 | 21.07% |
| 3Y | -13.11 |
04/2000 03/2003 |
0.65$ | -1.70 | 0.94$ | 7.10 | 1.22$ | 12.59 | 1.42$ | 20.44 |
03/2009 02/2012 |
1.74$ | -0.89 | 18.77% |
| 5Y | -5.16 |
03/2004 02/2009 |
0.76$ | 0.25 | 1.01$ | 5.56 | 1.31$ | 10.76 | 1.66$ | 16.88 |
03/2009 02/2014 |
2.18$ | 1.53 | 12.62% |
| 7Y | -1.61 |
03/2002 02/2009 |
0.89$ | 3.00 | 1.23$ | 4.63 | 1.37$ | 7.90 | 1.70$ | 11.52 |
03/2009 02/2016 |
2.14$ | 3.87 | 1.08% |
| 10Y | -1.62 |
03/1999 02/2009 |
0.84$ | 3.64 | 1.43$ | 5.69 | 1.73$ | 7.51 | 2.06$ | 11.01 |
03/2009 02/2019 |
2.84$ | 4.44 | 2.90% |
| 15Y | 2.46 |
03/1994 02/2009 |
1.44$ | 3.72 | 1.73$ | 4.77 | 2.01$ | 5.98 | 2.39$ | 7.70 |
02/2003 01/2018 |
3.04$ | 5.67 | 0.00% |
| 20Y | 3.01 |
04/2000 03/2020 |
1.80$ | 4.37 | 2.35$ | 5.36 | 2.83$ | 6.16 | 3.30$ | 6.69 |
11/2001 10/2021 |
3.65$ | 5.22 | 0.00% |
| 30Y | 5.37 |
10/1993 09/2023 |
4.79$ | 5.37 | 4.79$ | 5.37 | 4.79$ | 5.37 | 4.79$ | 5.37 |
10/1993 09/2023 |
4.79$ | 5.37 | 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$ | -3.50 | 0.96$ | 12.46 | 1.12$ | 22.41 | 1.22$ | 50.89 |
03/2009 02/2010 |
1.50$ | 15.76 | 20.70% |
| 2Y | -20.50 |
03/2007 02/2009 |
0.63$ | 1.18 | 1.02$ | 11.41 | 1.24$ | 17.47 | 1.37$ | 34.54 |
03/2009 02/2011 |
1.81$ | -3.08 | 14.48% |
| 3Y | -10.97 |
04/2000 03/2003 |
0.70$ | 3.53 | 1.10$ | 11.02 | 1.36$ | 15.44 | 1.53$ | 23.30 |
03/2009 02/2012 |
1.87$ | 4.71 | 10.47% |
| 5Y | -2.65 |
03/2004 02/2009 |
0.87$ | 3.54 | 1.18$ | 10.32 | 1.63$ | 14.92 | 2.00$ | 19.40 |
01/1995 12/1999 |
2.42$ | 5.59 | 1.72% |
| 7Y | 0.91 |
03/2002 02/2009 |
1.06$ | 5.73 | 1.47$ | 8.86 | 1.81$ | 14.07 | 2.51$ | 17.47 |
10/1990 09/1997 |
3.08$ | 7.50 | 0.00% |
| 10Y | 0.92 |
03/1999 02/2009 |
1.09$ | 6.27 | 1.83$ | 8.73 | 2.30$ | 13.63 | 3.58$ | 15.51 |
12/1987 11/1997 |
4.22$ | 7.30 | 0.00% |
| 15Y | 5.02 |
03/1994 02/2009 |
2.08$ | 6.28 | 2.49$ | 7.96 | 3.15$ | 10.65 | 4.56$ | 16.10 |
01/1985 12/1999 |
9.38$ | 8.09 | 0.00% |
| 20Y | 5.14 |
04/2000 03/2020 |
2.72$ | 7.06 | 3.91$ | 8.43 | 5.05$ | 10.63 | 7.54$ | 12.36 |
01/1985 12/2004 |
10.29$ | 7.92 | 0.00% |
| 30Y | 8.03 |
10/1993 09/2023 |
10.15$ | 8.49 | 11.52$ | 9.21 | 14.05$ | 9.69 | 16.05$ | 10.71 |
01/1985 12/2014 |
21.14$ | 8.03 | 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 | -38.42 |
03/2008 02/2009 |
0.61$ | -5.80 | 0.94$ | 9.42 | 1.09$ | 19.30 | 1.19$ | 47.73 |
03/2009 02/2010 |
1.47$ | 11.91 | 24.45% |
| 2Y | -22.14 |
03/2007 02/2009 |
0.60$ | -1.55 | 0.96$ | 8.25 | 1.17$ | 14.40 | 1.30$ | 31.74 |
03/2009 02/2011 |
1.73$ | -8.39 | 16.06% |
| 3Y | -13.11 |
04/2000 03/2003 |
0.65$ | 0.39 | 1.01$ | 8.10 | 1.26$ | 12.39 | 1.41$ | 20.44 |
03/2009 02/2012 |
1.74$ | -0.89 | 14.42% |
| 5Y | -5.16 |
03/2004 02/2009 |
0.76$ | 1.13 | 1.05$ | 7.45 | 1.43$ | 11.36 | 1.71$ | 16.88 |
03/2009 02/2014 |
2.18$ | 1.53 | 9.36% |
| 7Y | -1.61 |
03/2002 02/2009 |
0.89$ | 3.29 | 1.25$ | 6.73 | 1.57$ | 10.43 | 2.00$ | 14.25 |
10/1990 09/1997 |
2.54$ | 3.87 | 0.79% |
| 10Y | -1.62 |
03/1999 02/2009 |
0.84$ | 4.02 | 1.48$ | 6.10 | 1.80$ | 10.05 | 2.60$ | 12.32 |
10/1990 09/2000 |
3.19$ | 4.44 | 2.02% |
| 15Y | 2.46 |
03/1994 02/2009 |
1.44$ | 3.83 | 1.75$ | 5.68 | 2.29$ | 7.63 | 3.01$ | 12.53 |
01/1985 12/1999 |
5.87$ | 5.67 | 0.00% |
| 20Y | 3.01 |
04/2000 03/2020 |
1.80$ | 4.78 | 2.54$ | 5.83 | 3.10$ | 7.29 | 4.08$ | 9.09 |
01/1985 12/2004 |
5.69$ | 5.22 | 0.00% |
| 30Y | 5.37 |
10/1993 09/2023 |
4.79$ | 5.85 | 5.49$ | 6.50 | 6.61$ | 7.07 | 7.77$ | 7.79 |
01/1985 12/2014 |
9.48$ | 5.37 | 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.
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 |
1.77
40% |
-1.47
40% |
-0.83
80% |
1.72
80% |
-0.09
60% |
1.60
80% |
3.06
100% |
-0.20
40% |
-3.45
20% |
0.75
60% |
3.76
80% |
0.02
60% |
| Best |
7.2 2019 |
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 |
4.4 2020 |
| 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 |
-6.3 2018 |
-1.6 2021 |
-6.1 2018 |
Monthly Seasonality over the period Feb 1985 - Sep 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.70
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% |
1.48
70% |
2.48
80% |
0.21
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 |
4.4 2020 |
| 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 - Sep 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.02
59% |
0.56
56% |
0.92
69% |
1.58
79% |
0.93
67% |
0.45
59% |
1.37
67% |
-0.19
62% |
-0.59
51% |
0.77
66% |
1.45
71% |
1.97
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 - Sep 2023
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 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1985 - 30 September 2023 (~39 years)
230 Positive Months (64%) - 130 Negative Months (36%)
304 Positive Months (65%) - 161 Negative Months (35%)
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Investment Returns, up to December 2013, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
- VTI - Vanguard Total Stock Market, up to December 2001
- EEM - iShares MSCI Emerging Markets, up to December 2003
- AAXJ - iShares MSCI All Country Asia ex-Japan ETF, up to August 2008
- EWJ - iShares MSCI Japan ETF, up to December 1996
- EWL - iShares MSCI Switzerland ETF, up to December 1996
- EWU - iShares MSCI United Kingdom ETF, up to December 1996
- WIP - SPDR FTSE International Govt Infl-Protd Bond ETF, up to March 2008
- BNDX - Vanguard Total International Bond, up to December 2013
- BND - Vanguard Total Bond Market, 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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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Stocks/Bonds 80/20 Momentum | +10.57 | 12.27 | -43.61 | 80 | 20 | 0 | ||
| US Stocks Minimum Volatility | +9.43 | 13.69 | -43.27 | 100 | 0 | 0 | ||
| Stocks/Bonds 60/40 Momentum | +9.16 | 9.48 | -32.52 | 60 | 40 | 0 | ||
| Stocks/Bonds 80/20 | +8.81 | 12.40 | -41.09 | 80 | 20 | 0 | ||
| Simple Path to Wealth | +8.57 | 11.66 | -38.53 | 75 | 25 | 0 | ||
| Robust | +8.50 | 11.04 | -44.20 | 70 | 20 | 10 | ||
| Dedalo Four | +8.06 | 12.33 | -43.94 | 80 | 20 | 0 | ||
| Dedalo Eleven | +8.03 | 12.69 | -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.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +13.48 | 23.94 | -81.08 | 100 | 0 | 0 | ||
| US Stocks Momentum | +11.80 | 15.21 | -53.85 | 100 | 0 | 0 | ||
| Stocks/Bonds 80/20 Momentum | +10.57 | 12.27 | -43.61 | 80 | 20 | 0 | ||
| US Stocks | +9.67 | 15.44 | -50.84 | 100 | 0 | 0 | ||
| US Stocks Value | +9.49 | 15.27 | -55.41 | 100 | 0 | 0 | ||
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