Dedalo Invest Dedalo Four 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 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.76%
1 Day
Mar 01 2024
0.76%
Current Month
March 2024

The Dedalo Invest Dedalo Four Portfolio is a Very High Risk portfolio and can be implemented with 3 ETFs.

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

In the last 30 Years, the Dedalo Invest Dedalo Four Portfolio obtained a 8.47% compound annual return, with a 12.42% 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:

  • 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 Four Lazy portfolio, in its original composition for EU investors, is composed by 4 ETFs. In its US version, it can be implemented with only 3 ETFs

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

Asset Allocation and ETFs

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

80% Stocks
20% Fixed Income
0% Commodities

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

Weight (%) Ticker Currency ETF Name Investment Themes
55.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
25.00
VT
USD Vanguard Total World Stock Equity, Global, Large Cap
20.00
BNDX
USD Vanguard Total International Bond Bond, Developed Markets, 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 Four 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 FOUR PORTFOLIO
Consolidated returns as of 29 February 2024
Live Update: Mar 01 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 Four Portfolio 0.76 0.76 3.94 11.09 22.58 10.41 9.22 8.47 9.90
US Inflation Adjusted return 3.94 9.84 19.34 6.07 6.27 5.80 6.92
Components
VTI
USD Vanguard Total Stock Market 0.92 Mar 01 2024 0.92 5.30 13.69 28.61 13.82 11.96 10.22 11.25
VT
USD Vanguard Total World Stock 0.89 Mar 01 2024 0.89 4.49 11.33 22.34 10.49 8.47 6.44 8.49
BNDX
USD Vanguard Total International Bond 0.15 Mar 01 2024 0.15 -0.54 3.57 6.68 0.45 2.10 4.76 6.58
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. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the Dedalo Invest Dedalo Four Portfolio granted a 2.55% dividend yield. If you are interested in getting periodic income, please refer to the Dedalo Invest Dedalo Four Portfolio: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 11.45$, with a total return of 1045.08% (8.47% annualized).

The Inflation Adjusted Capital now would be 5.42$, with a net total return of 442.43% (5.80% annualized).
An investment of 1$, since January 1985, now would be worth 40.32$, with a total return of 3932.09% (9.90% annualized).

The Inflation Adjusted Capital now would be 13.74$, with a net total return of 1273.61% (6.92% annualized).

Portfolio Metrics as of Feb 29, 2024

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

Metrics are calculated based on monthly returns, assuming:
DEDALO INVEST DEDALO FOUR 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 (%) 3.94 9.56 11.09 22.58 6.68 10.41 9.22 8.24 8.47 9.90
Infl. Adjusted Return (%) details 3.94 8.97 9.84 19.34 1.10 6.07 6.27 5.54 5.80 6.92
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.79
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -7.93 -22.61 -22.61 -22.61 -43.94 -43.94 -43.94
Start to Recovery (# months) details 5 25 25 25 42 42 42
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 26 26 26
End (yyyy mm) 2023 12 2024 01 2024 01 2024 01 2011 04 2011 04 2011 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-33.87 -33.87
Start to Recovery (# months) details 64 64
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 26 34 34
End (yyyy mm) 2023 12 2024 01 2024 01 2024 01 2011 04 2005 07 2005 07
Longest negative period (# months) details 6 31 31 31 62 130 130
Period Start (yyyy mm) 2023 05 2021 04 2021 04 2021 04 2004 03 1998 05 1998 05
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 04 2009 02 2009 02
Annualized Return (%) -0.59 -0.11 -0.11 -0.11 -1.03 -0.10 -0.10
Deepest Drawdown Depth (%) -8.80 -26.82 -26.82 -26.82 -44.86 -44.86 -44.86
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
-37.45 -37.45
Start to Recovery (# months) details 80 80
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 50 50
End (yyyy mm) 2023 12 - - - 2013 01 2006 11 2006 11
Longest negative period (# months) details 7 35 39 39 76 149 149
Period Start (yyyy mm) 2023 04 2021 03 2019 07 2019 07 2004 03 1999 05 1999 05
Period End (yyyy mm) 2023 10 2024 01 2022 09 2022 09 2010 06 2011 09 2011 09
Annualized Return (%) -2.04 -0.20 -0.13 -0.13 -0.06 -0.17 -0.17
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 11.76 14.67 15.24 12.51 12.54 12.42 12.51
Sharpe Ratio 1.48 0.29 0.56 0.64 0.55 0.50 0.47
Sortino Ratio 2.10 0.40 0.75 0.86 0.72 0.65 0.62
Ulcer Index 2.77 10.00 8.29 6.24 9.91 10.94 9.97
Ratio: Return / Standard Deviation 1.92 0.46 0.68 0.74 0.66 0.68 0.79
Ratio: Return / Deepest Drawdown 2.85 0.30 0.46 0.41 0.19 0.19 0.23
% Positive Months details 66% 58% 61% 67% 66% 65% 66%
Positive Months 8 21 37 81 159 236 311
Negative Months 4 15 23 39 81 124 159
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 9.22 13.80 13.80 15.23
Worst 10 Years Return (%) - Annualized 5.80 -0.87 -0.87
Best 10 Years Return (%) - Annualized 6.27 11.83 11.83 12.16
Worst 10 Years Return (%) - Annualized 3.96 -3.38 -3.38
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 48.03 22.73 20.58 13.80 8.86 8.47
Worst Rolling Return (%) - Annualized -37.94 -11.89 -4.02 -0.87 4.83
% Positive Periods 78% 84% 96% 98% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 76.53 25.64 15.75 8.31 5.10 7.04
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.10 5.74
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 44.91 19.86 17.78 11.83 6.43 5.80
Worst Rolling Return (%) - Annualized -37.94 -14.00 -6.49 -3.38 2.69
% Positive Periods 76% 80% 79% 90% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 76.53 25.64 15.75 8.31 5.10 7.04
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.10 5.74
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 48.03 22.73 20.58 15.23 11.57 10.12
Worst Rolling Return (%) - Annualized -37.94 -11.89 -4.02 -0.87 4.83 7.91
% Positive Periods 79% 88% 97% 98% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 76.53 25.64 15.75 8.31 5.10 6.12
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.10 4.85
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 44.91 19.86 17.78 12.16 8.29 7.20
Worst Rolling Return (%) - Annualized -37.94 -14.00 -6.49 -3.38 2.69 5.26
% Positive Periods 77% 85% 84% 93% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 76.53 25.64 15.75 8.31 5.10 6.12
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.10 4.85
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
Asset
VTI
VT
BNDX
VTI
-
0.99
0.63
VT
0.99
-
0.65
BNDX
0.63
0.65
-
Asset
VTI
VT
BNDX
VTI
-
0.98
0.56
VT
0.98
-
0.56
BNDX
0.56
0.56
-
Asset
VTI
VT
BNDX
VTI
-
0.97
0.42
VT
0.97
-
0.42
BNDX
0.42
0.42
-
Asset
VTI
VT
BNDX
VTI
-
0.95
0.16
VT
0.95
-
0.17
BNDX
0.16
0.17
-
Asset
VTI
VT
BNDX
VTI
-
0.92
0.20
VT
0.92
-
0.21
BNDX
0.20
0.21
-

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 FOUR 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:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-43.94% Nov 2007 Feb 2009 16 Apr 2011 26 42 20.64
-33.87% Apr 2000 Sep 2002 30 Jul 2005 34 64 17.15
-22.61% Jan 2022 Sep 2022 9 Jan 2024 16 25 11.91
-17.08% Jan 2020 Mar 2020 3 Jul 2020 4 7 7.46
-14.59% May 2011 Sep 2011 5 Feb 2012 5 10 6.53
-13.02% Jul 1998 Aug 1998 2 Nov 1998 3 5 6.38
-10.89% Oct 2018 Dec 2018 3 Apr 2019 4 7 5.05
-7.84% Jun 2015 Sep 2015 4 Jun 2016 9 13 4.16
-6.06% Apr 2012 May 2012 2 Aug 2012 3 5 2.81
-4.94% May 2019 May 2019 1 Jun 2019 1 2 2.85
-4.69% Mar 1994 Jun 1994 4 Aug 1994 2 6 2.94
-4.30% Feb 2018 Mar 2018 2 Jul 2018 4 6 2.80
-4.12% Jul 1999 Sep 1999 3 Oct 1999 1 4 2.35
-4.02% Sep 2020 Oct 2020 2 Nov 2020 1 3 2.38
-3.98% Aug 1997 Aug 1997 1 Sep 1997 1 2 2.30
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 128 2.8 Months 35.46%
 
DD = 0% 35.46%
 
0% < DD <= -5% 110 3.3 Months 30.47%
 
DD <= -5% 65.93%
 
-5% < DD <= -10% 34 10.6 Months 9.42%
 
DD <= -10% 75.35%
 
-10% < DD <= -15% 32 11.3 Months 8.86%
 
DD <= -15% 84.21%
 
-15% < DD <= -20% 24 15.0 Months 6.65%
 
DD <= -20% 90.86%
 
-20% < DD <= -25% 13 27.8 Months 3.60%
 
DD <= -25% 94.46%
 
-25% < DD <= -30% 6 60.2 Months 1.66%
 
DD <= -30% 96.12%
 
-30% < DD <= -35% 10 36.1 Months 2.77%
 
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
-44.86% Nov 2007 Feb 2009 16 Jan 2013 47 63 19.06
-37.45% Apr 2000 Sep 2002 30 Nov 2006 50 80 19.53
-26.82% Sep 2021 Sep 2022 13 in progress 17 30 15.48
-16.93% Jan 2020 Mar 2020 3 Jul 2020 4 7 7.20
-13.41% May 1998 Aug 1998 4 Nov 1998 3 7 5.82
-11.20% Sep 2018 Dec 2018 4 Apr 2019 4 8 5.00
-8.11% Mar 2015 Sep 2015 7 Jul 2016 10 17 3.95
-5.46% Mar 1994 Jun 1994 4 Mar 1995 9 13 3.23
-5.15% Jul 1999 Sep 1999 3 Nov 1999 2 5 2.68
-4.96% May 2019 May 2019 1 Jun 2019 1 2 2.87
-4.58% Feb 2018 Mar 2018 2 Aug 2018 5 7 3.01
-4.35% Sep 2020 Oct 2020 2 Nov 2020 1 3 2.58
-4.22% Aug 1997 Aug 1997 1 Sep 1997 1 2 2.44
-4.19% Jun 1996 Jul 1996 2 Sep 1996 2 4 2.15
-4.04% Jan 2000 Jan 2000 1 Mar 2000 2 3 2.46
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 97 3.7 Months 26.87%
 
DD = 0% 26.87%
 
0% < DD <= -5% 99 3.6 Months 27.42%
 
DD <= -5% 54.29%
 
-5% < DD <= -10% 45 8.0 Months 12.47%
 
DD <= -10% 66.76%
 
-10% < DD <= -15% 29 12.4 Months 8.03%
 
DD <= -15% 74.79%
 
-15% < DD <= -20% 36 10.0 Months 9.97%
 
DD <= -20% 84.76%
 
-20% < DD <= -25% 25 14.4 Months 6.93%
 
DD <= -25% 91.69%
 
-25% < DD <= -30% 11 32.8 Months 3.05%
 
DD <= -30% 94.74%
 
-30% < DD <= -35% 9 40.1 Months 2.49%
 
DD <= -35% 97.23%
 
-35% < DD <= -40% 8 45.1 Months 2.22%
 
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
-43.94% Nov 2007 Feb 2009 16 Apr 2011 26 42 20.64
-33.87% Apr 2000 Sep 2002 30 Jul 2005 34 64 17.15
-23.64% Sep 1987 Nov 1987 3 Apr 1989 17 20 11.25
-22.61% Jan 2022 Sep 2022 9 Jan 2024 16 25 11.91
-17.08% Jan 2020 Mar 2020 3 Jul 2020 4 7 7.46
-14.59% May 2011 Sep 2011 5 Feb 2012 5 10 6.53
-13.47% Jan 1990 Sep 1990 9 Feb 1991 5 14 6.79
-13.02% Jul 1998 Aug 1998 2 Nov 1998 3 5 6.38
-10.89% Oct 2018 Dec 2018 3 Apr 2019 4 7 5.05
-7.84% Jun 2015 Sep 2015 4 Jun 2016 9 13 4.16
-6.74% Feb 1994 Jun 1994 5 Mar 1995 9 14 3.85
-6.19% Sep 1986 Sep 1986 1 Jan 1987 4 5 2.69
-6.06% Apr 2012 May 2012 2 Aug 2012 3 5 2.81
-4.94% May 2019 May 2019 1 Jun 2019 1 2 2.85
-4.30% Feb 2018 Mar 2018 2 Jul 2018 4 6 2.80
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 176 2.7 Months 37.37%
 
DD = 0% 37.37%
 
0% < DD <= -5% 144 3.3 Months 30.57%
 
DD <= -5% 67.94%
 
-5% < DD <= -10% 51 9.2 Months 10.83%
 
DD <= -10% 78.77%
 
-10% < DD <= -15% 39 12.1 Months 8.28%
 
DD <= -15% 87.05%
 
-15% < DD <= -20% 27 17.4 Months 5.73%
 
DD <= -20% 92.78%
 
-20% < DD <= -25% 14 33.6 Months 2.97%
 
DD <= -25% 95.75%
 
-25% < DD <= -30% 6 78.5 Months 1.27%
 
DD <= -30% 97.03%
 
-30% < DD <= -35% 10 47.1 Months 2.12%
 
DD <= -35% 99.15%
 
-35% < DD <= -40% 2 235.5 Months 0.42%
 
DD <= -40% 99.58%
 
-40% < DD <= -45% 2 235.5 Months 0.42%
 
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
-44.86% Nov 2007 Feb 2009 16 Jan 2013 47 63 19.06
-37.45% Apr 2000 Sep 2002 30 Nov 2006 50 80 19.53
-26.82% Sep 2021 Sep 2022 13 in progress 17 30 15.48
-24.37% Sep 1987 Nov 1987 3 Jul 1989 20 23 12.52
-17.51% Jan 1990 Sep 1990 9 May 1991 8 17 8.99
-16.93% Jan 2020 Mar 2020 3 Jul 2020 4 7 7.20
-13.41% May 1998 Aug 1998 4 Nov 1998 3 7 5.82
-11.20% Sep 2018 Dec 2018 4 Apr 2019 4 8 5.00
-8.11% Mar 2015 Sep 2015 7 Jul 2016 10 17 3.95
-7.75% Feb 1994 Jun 1994 5 Apr 1995 10 15 5.01
-6.53% Sep 1986 Sep 1986 1 Jan 1987 4 5 3.02
-5.15% Jul 1999 Sep 1999 3 Nov 1999 2 5 2.68
-4.96% May 2019 May 2019 1 Jun 2019 1 2 2.87
-4.58% Feb 2018 Mar 2018 2 Aug 2018 5 7 3.01
-4.46% Jun 1991 Jun 1991 1 Aug 1991 2 3 2.25
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 138 3.4 Months 29.30%
 
DD = 0% 29.30%
 
0% < DD <= -5% 131 3.6 Months 27.81%
 
DD <= -5% 57.11%
 
-5% < DD <= -10% 62 7.6 Months 13.16%
 
DD <= -10% 70.28%
 
-10% < DD <= -15% 42 11.2 Months 8.92%
 
DD <= -15% 79.19%
 
-15% < DD <= -20% 42 11.2 Months 8.92%
 
DD <= -20% 88.11%
 
-20% < DD <= -25% 26 18.1 Months 5.52%
 
DD <= -25% 93.63%
 
-25% < DD <= -30% 11 42.8 Months 2.34%
 
DD <= -30% 95.97%
 
-30% < DD <= -35% 9 52.3 Months 1.91%
 
DD <= -35% 97.88%
 
-35% < DD <= -40% 8 58.9 Months 1.70%
 
DD <= -40% 99.58%
 
-40% < DD <= -45% 2 235.5 Months 0.42%
 
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%
 

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 FOUR 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 -37.94 03/2008
02/2009
0.62$ -6.97 0.93$ 11.98 1.11$ 20.89 1.20$ 48.03 03/2009
02/2010
1.48$ 22.58 21.78%
2Y -21.33 03/2007
02/2009
0.61$ -1.86 0.96$ 10.37 1.21$ 17.96 1.39$ 33.39 03/2009
02/2011
1.77$ 5.93 19.29%
3Y -11.89 04/2000
03/2003
0.68$ -0.48 0.98$ 9.77 1.32$ 15.97 1.55$ 22.73 03/2009
02/2012
1.84$ 6.68 16.00%
5Y -4.02 03/2004
02/2009
0.81$ 1.44 1.07$ 8.19 1.48$ 13.53 1.88$ 20.58 01/1995
12/1999
2.54$ 10.41 3.99%
7Y -1.12 03/2002
02/2009
0.92$ 4.37 1.34$ 6.59 1.56$ 10.99 2.07$ 14.36 03/2009
02/2016
2.55$ 9.95 1.08%
10Y -0.87 03/1999
02/2009
0.91$ 4.47 1.54$ 7.75 2.10$ 10.61 2.74$ 13.80 03/2009
02/2019
3.64$ 9.22 1.66%
15Y 4.43 03/1994
02/2009
1.91$ 5.34 2.18$ 6.92 2.72$ 8.59 3.44$ 12.66 03/2009
02/2024
5.98$ 12.66 0.00%
20Y 4.83 04/2000
03/2020
2.56$ 6.16 3.30$ 7.39 4.15$ 8.41 5.02$ 8.86 04/2003
03/2023
5.45$ 8.24 0.00%
30Y 8.47 03/1994
02/2024
11.45$ 8.47 11.45$ 8.47 11.45$ 8.47 11.45$ 8.47 03/1994
02/2024
11.45$ 8.47 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 -37.94 03/2008
02/2009
0.62$ -9.06 0.90$ 9.50 1.09$ 18.42 1.18$ 44.91 03/2009
02/2010
1.44$ 19.34 23.21%
2Y -22.91 03/2007
02/2009
0.59$ -5.73 0.88$ 7.42 1.15$ 15.33 1.33$ 30.60 03/2009
02/2011
1.70$ 1.54 22.85%
3Y -14.00 04/2000
03/2003
0.63$ -2.84 0.91$ 7.35 1.23$ 13.07 1.44$ 19.86 03/2009
02/2012
1.72$ 1.10 19.08%
5Y -6.49 03/2004
02/2009
0.71$ -0.97 0.95$ 5.66 1.31$ 11.06 1.68$ 17.78 01/1995
12/1999
2.26$ 6.07 20.93%
7Y -3.61 03/2002
02/2009
0.77$ 1.72 1.12$ 4.23 1.33$ 8.99 1.82$ 12.59 03/2009
02/2016
2.29$ 6.27 2.89%
10Y -3.38 03/1999
02/2009
0.70$ 1.94 1.21$ 5.29 1.67$ 8.62 2.28$ 11.83 03/2009
02/2019
3.05$ 6.27 9.96%
15Y 1.87 03/1994
02/2009
1.32$ 2.93 1.54$ 4.54 1.94$ 6.39 2.53$ 9.88 03/2009
02/2024
4.10$ 9.88 0.00%
20Y 2.69 04/2000
03/2020
1.69$ 3.95 2.17$ 5.09 2.69$ 5.90 3.14$ 6.43 11/2001
10/2021
3.47$ 5.54 0.00%
30Y 5.80 03/1994
02/2024
5.42$ 5.80 5.42$ 5.80 5.42$ 5.80 5.42$ 5.80 03/1994
02/2024
5.42$ 5.80 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 -37.94 03/2008
02/2009
0.62$ -3.28 0.96$ 12.31 1.12$ 22.14 1.22$ 48.03 03/2009
02/2010
1.48$ 22.58 20.26%
2Y -21.33 03/2007
02/2009
0.61$ 0.86 1.01$ 10.62 1.22$ 17.69 1.38$ 34.46 10/1985
09/1987
1.80$ 5.93 14.54%
3Y -11.89 04/2000
03/2003
0.68$ 2.60 1.08$ 10.54 1.35$ 15.90 1.55$ 22.73 03/2009
02/2012
1.84$ 6.68 11.95%
5Y -4.02 03/2004
02/2009
0.81$ 2.23 1.11$ 9.90 1.60$ 14.21 1.94$ 20.58 01/1995
12/1999
2.54$ 10.41 2.92%
7Y -1.12 03/2002
02/2009
0.92$ 4.77 1.38$ 9.65 1.90$ 12.86 2.33$ 16.42 01/1993
12/1999
2.89$ 9.95 0.78%
10Y -0.87 03/1999
02/2009
0.91$ 5.81 1.75$ 8.58 2.27$ 12.69 3.30$ 15.23 10/1990
09/2000
4.12$ 9.22 1.14%
15Y 4.43 03/1994
02/2009
1.91$ 5.59 2.26$ 8.05 3.19$ 9.67 3.99$ 15.60 01/1985
12/1999
8.80$ 12.66 0.00%
20Y 4.83 04/2000
03/2020
2.56$ 6.67 3.63$ 7.86 4.54$ 9.22 5.83$ 11.57 01/1985
12/2004
8.93$ 8.24 0.00%
30Y 7.91 11/1993
10/2023
9.82$ 8.28 10.87$ 8.62 11.95$ 9.21 14.03$ 10.12 01/1985
12/2014
18.04$ 8.47 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 -37.94 03/2008
02/2009
0.62$ -6.28 0.93$ 9.46 1.09$ 19.02 1.19$ 44.91 03/2009
02/2010
1.44$ 19.34 22.88%
2Y -22.91 03/2007
02/2009
0.59$ -2.41 0.95$ 7.11 1.14$ 15.20 1.32$ 30.60 03/2009
02/2011
1.70$ 1.54 17.67%
3Y -14.00 04/2000
03/2003
0.63$ 0.10 1.00$ 7.35 1.23$ 12.67 1.43$ 19.86 03/2009
02/2012
1.72$ 1.10 14.71%
5Y -6.49 03/2004
02/2009
0.71$ -0.12 0.99$ 6.78 1.38$ 11.49 1.72$ 17.78 01/1995
12/1999
2.26$ 6.07 15.33%
7Y -3.61 03/2002
02/2009
0.77$ 2.16 1.16$ 6.44 1.54$ 10.04 1.95$ 13.61 01/1993
12/1999
2.44$ 6.27 2.07%
10Y -3.38 03/1999
02/2009
0.70$ 3.17 1.36$ 6.02 1.79$ 9.39 2.45$ 12.16 10/1990
09/2000
3.15$ 6.27 6.84%
15Y 1.87 03/1994
02/2009
1.32$ 3.11 1.58$ 5.65 2.28$ 6.98 2.75$ 12.04 01/1985
12/1999
5.50$ 9.88 0.00%
20Y 2.69 04/2000
03/2020
1.69$ 4.13 2.24$ 5.30 2.80$ 6.18 3.31$ 8.29 01/1985
12/2004
4.91$ 5.54 0.00%
30Y 5.26 11/1993
10/2023
4.65$ 5.58 5.10$ 5.97 5.68$ 6.69 6.97$ 7.20 01/1985
12/2014
8.05$ 5.80 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 Four Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Dedalo Invest Dedalo Four 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
0.31
40%
-0.95
40%
-0.62
80%
2.02
80%
-0.05
40%
1.62
80%
3.49
100%
0.10
40%
-3.38
20%
1.81
60%
4.90
80%
1.88
80%
Best 6.2
2023
3.9
2024
2.7
2021
9.8
2020
4.2
2020
5.8
2019
7.4
2022
5.2
2020
1.5
2019
6.0
2022
9.6
2020
4.9
2023
Worst -4.8
2022
-6.0
2020
-11.7
2020
-7.6
2022
-4.9
2019
-6.8
2022
1.0
2019
-3.8
2022
-7.9
2022
-2.2
2023
-1.3
2021
-4.9
2022
Monthly Seasonality over the period Feb 1985 - Feb 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
0.82
50%
0.23
50%
0.17
70%
1.32
90%
0.63
70%
0.99
80%
2.50
90%
0.13
60%
-1.91
40%
1.10
60%
3.31
90%
0.35
60%
Best 6.9
2019
4.6
2015
6.0
2016
9.8
2020
4.2
2020
5.8
2019
7.4
2022
5.2
2020
1.8
2017
6.2
2015
9.6
2020
4.9
2023
Worst -4.8
2022
-6.0
2020
-11.7
2020
-7.6
2022
-4.9
2019
-6.8
2022
-1.4
2014
-5.2
2015
-7.9
2022
-6.1
2018
-1.3
2021
-6.6
2018
Monthly Seasonality over the period Feb 1985 - Feb 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
1.00
63%
0.74
63%
0.90
69%
1.38
74%
1.00
69%
0.37
64%
1.35
64%
-0.09
62%
-0.64
51%
0.82
64%
1.66
72%
1.77
79%
Best 11.0
1987
7.2
1986
6.6
2009
9.8
2020
8.0
1990
5.8
2019
7.4
2009
6.3
1986
7.5
2010
8.8
2011
9.6
2020
8.7
1991
Worst -6.9
2009
-8.2
2009
-11.7
2020
-7.6
2022
-6.6
2010
-6.8
2022
-6.3
2002
-11.8
1998
-9.0
2008
-17.6
1987
-6.6
2000
-6.6
2018
Monthly Seasonality over the period Feb 1985 - Feb 2024

Monthly Returns

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

DEDALO INVEST DEDALO FOUR PORTFOLIO
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
236 Positive Months (66%) - 124 Negative Months (34%)
311 Positive Months (66%) - 159 Negative Months (34%)
Swipe left to see all data
(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
  • VT - Vanguard Total World Stock (VT), up to December 2008
  • BNDX - Vanguard Total International Bond (BNDX), up to December 2013

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 +11.32 12.42 -43.61 80 20 0
Stocks/Bonds 60/40 Momentum +9.77 9.60 -32.52 60 40 0
US Stocks Minimum Volatility +9.77 13.71 -43.27 100 0 0
Stocks/Bonds 80/20 +9.29 12.51 -41.09 80 20 0
Simple Path to Wealth JL Collins +9.04 11.77 -38.53 75 25 0
Shield Strategy Aim Ways +8.74 8.84 -19.36 42 38 20
Dedalo Four Dedalo Invest +8.47 12.42 -43.94 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 +13.98 24.02 -81.08 100 0 0
US Stocks Momentum +12.68 15.38 -53.85 100 0 0
US Stocks Quality +11.77 15.08 -46.25 100 0 0
Stocks/Bonds 80/20 Momentum +11.32 12.42 -43.61 80 20 0
US Stocks +10.22 15.55 -50.84 100 0 0
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