Dedalo Invest Dedalo Three Portfolio: ETF allocation and returns

Data Source: from January 1970 to January 2024 (~54 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 23 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.07%
1 Day
Feb 23 2024
4.89%
Current Month
February 2024

The Dedalo Invest Dedalo Three Portfolio is a Very High Risk portfolio and can be implemented with 2 ETFs.

It's exposed for 100% on the Stock Market.

In the last 30 Years, the Dedalo Invest Dedalo Three Portfolio obtained a 8.86% compound annual return, with a 15.41% standard deviation.

Table of contents
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Discover new asset allocations in USD and EUR,
in addition to the lazy portfolios on the website.

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 Three Lazy portfolio, in its original composition for EU investors, is composed by 3 ETFs. In its US version, it can be implemented with only 2 ETFs

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

Asset Allocation and ETFs

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

100% Stocks
0% Fixed Income
0% Commodities

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

Weight (%) Ticker Currency ETF Name Investment Themes
70.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
30.00
VT
USD Vanguard Total World Stock Equity, Global, Large Cap

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

Portfolio and ETF Returns as of Jan 31, 2024

The Dedalo Invest Dedalo Three Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: February 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
DEDALO INVEST DEDALO THREE PORTFOLIO
Consolidated returns as of 31 January 2024
Live Update: Feb 23 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~54Y)
Dedalo Invest Dedalo Three Portfolio 0.07 4.89 0.78 5.18 17.43 12.45 10.92 8.86 10.01
US Inflation Adjusted return 0.48 3.46 13.90 7.96 7.91 6.17 5.81
Components
VTI
USD Vanguard Total Stock Market 0.07 Feb 23 2024 5.06 1.12 5.88 19.21 13.44 11.92 9.95 10.59
VT
USD Vanguard Total World Stock 0.07 Feb 23 2024 4.51 0.00 3.52 13.36 10.13 8.55 6.23 8.45
Returns over 1 year are annualized | Available data source: since Jan 1970
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79% , 30Y: 2.53%

In 2023, the Dedalo Invest Dedalo Three Portfolio granted a 2.01% dividend yield. If you are interested in getting periodic income, please refer to the Dedalo Invest Dedalo Three Portfolio: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 12.77$, with a total return of 1176.53% (8.86% annualized).

The Inflation Adjusted Capital now would be 6.03$, with a net total return of 503.05% (6.17% annualized).
An investment of 1$, since January 1970, now would be worth 174.15$, with a total return of 17314.80% (10.01% annualized).

The Inflation Adjusted Capital now would be 21.20$, with a net total return of 2020.02% (5.81% annualized).

Portfolio Metrics as of Jan 31, 2024

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

Metrics are calculated based on monthly returns, assuming:
DEDALO INVEST DEDALO THREE PORTFOLIO
Advanced Metrics
Data Source: 1 January 1970 - 31 January 2024 (~54 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~54Y)
Investment Return (%) 0.78 15.93 5.18 17.43 8.04 12.45 10.92 8.91 8.86 10.01
Infl. Adjusted Return (%) details 0.48 15.13 3.46 13.90 2.25 7.96 7.91 6.18 6.17 5.81
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.53 3.97
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -9.28 -25.03 -25.03 -25.03 -52.73 -52.73 -52.73
Start to Recovery (# months) details 5 24 24 24 62 62 62
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 15 15 15 46 46 46
End (yyyy mm) 2023 12 2023 12 2023 12 2023 12 2012 12 2012 12 2012 12
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-45.07 -45.07
Start to Recovery (# months) details 73 73
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 15 15 15 46 43 43
End (yyyy mm) 2023 12 2023 12 2023 12 2023 12 2012 12 2006 04 2006 04
Longest negative period (# months) details 4 30 30 30 68 141 141
Period Start (yyyy mm) 2023 07 2021 05 2021 05 2021 05 2006 02 2000 01 2000 01
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2011 09 2011 09 2011 09
Annualized Return (%) -16.78 -1.02 -1.02 -1.02 -0.37 -0.15 -0.15
Deepest Drawdown Depth (%) -10.13 -28.96 -28.96 -28.96 -53.52 -53.52 -53.64
Start to Recovery (# months) details 5 25* 25* 25* 66 66 124
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 1973 01
Start to Bottom (# months) 3 9 9 9 16 16 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1974 09
Bottom to End (# months) 2 16 16 16 50 50 103
End (yyyy mm) 2023 12 - - - 2013 04 2013 04 1983 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-48.05
same as
deepest
Start to Recovery (# months) details 91
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 04 1973 01
Start to Bottom (# months) 3 9 9 9 16 30 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09 1974 09
Bottom to End (# months) 2 16 16 16 50 61 103
End (yyyy mm) 2023 12 - - - 2013 04 2007 10 1983 04
Longest negative period (# months) details 9 33 35 35 92 163 163
Period Start (yyyy mm) 2023 02 2021 02 2020 12 2020 12 2004 02 1998 03 1998 03
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2011 09 2011 09 2011 09
Annualized Return (%) -1.42 -2.66 -1.26 -1.26 -0.17 -0.11 -0.11
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 13.97 17.07 18.30 15.21 15.43 15.41 15.58
Sharpe Ratio 0.88 0.34 0.58 0.64 0.49 0.43 0.39
Sortino Ratio 1.33 0.46 0.78 0.86 0.65 0.56 0.52
Ulcer Index 3.33 10.74 9.11 7.00 12.85 15.19 13.15
Ratio: Return / Standard Deviation 1.25 0.47 0.68 0.72 0.58 0.57 0.64
Ratio: Return / Deepest Drawdown 1.88 0.32 0.50 0.44 0.17 0.17 0.19
% Positive Months details 58% 58% 61% 67% 65% 65% 62%
Positive Months 7 21 37 81 158 234 407
Negative Months 5 15 23 39 82 126 242
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 10.92 15.74 15.74 19.46
Worst 10 Years Return (%) - Annualized 5.45 -2.86 -2.86
Best 10 Years Return (%) - Annualized 7.91 13.74 13.74 13.74
Worst 10 Years Return (%) - Annualized 3.63 -5.31 -5.31
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 61.38 26.73 23.95 15.74 9.87 8.86
Worst Rolling Return (%) - Annualized -45.49 -17.17 -6.27 -2.86 4.23
% Positive Periods 77% 82% 83% 92% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 70.44 22.92 14.03 7.33 4.47 7.08
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.53 5.91
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 57.26 23.85 21.08 13.74 7.18 6.17
Worst Rolling Return (%) - Annualized -45.49 -19.15 -8.69 -5.31 2.11
% Positive Periods 73% 78% 72% 88% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 70.44 22.92 14.03 7.33 4.47 7.08
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.53 5.91
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1970 - Jan 2024)
Best Rolling Return (%) - Annualized 63.31 35.33 30.32 19.46 16.62 13.74
Worst Rolling Return (%) - Annualized -45.49 -17.17 -6.27 -2.86 4.23 8.05
% Positive Periods 78% 86% 91% 96% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 70.44 22.63 13.73 7.13 4.47 4.32
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.53 3.18
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 59.37 31.37 26.35 13.74 12.28 8.24
Worst Rolling Return (%) - Annualized -46.74 -19.15 -8.69 -5.31 2.11 4.53
% Positive Periods 71% 79% 77% 90% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 70.44 22.63 13.73 7.13 4.47 4.32
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.53 3.18
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Portfolio Components Correlation

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

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 January 2024
Swipe left to see all data
Asset
VTI
VT
VTI
-
0.99
VT
0.99
-
Asset
VTI
VT
VTI
-
0.98
VT
0.98
-
Asset
VTI
VT
VTI
-
0.97
VT
0.97
-
Asset
VTI
VT
VTI
-
0.95
VT
0.95
-
Asset
VTI
VT
VTI
-
0.94
VT
0.94
-

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 THREE PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1970 - 31 January 2024 (~54 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-52.73% Nov 2007 Feb 2009 16 Dec 2012 46 62 23.13
-45.07% Apr 2000 Sep 2002 30 Apr 2006 43 73 24.01
-25.03% Jan 2022 Sep 2022 9 Dec 2023 15 24 13.03
-21.23% Jan 2020 Mar 2020 3 Jul 2020 4 7 9.48
-16.58% Jul 1998 Aug 1998 2 Nov 1998 3 5 8.71
-13.86% Oct 2018 Dec 2018 3 Apr 2019 4 7 6.55
-10.24% Jun 2015 Feb 2016 9 Jul 2016 5 14 5.20
-6.46% Feb 1994 Mar 1994 2 Aug 1994 5 7 4.29
-6.31% May 2019 May 2019 1 Jun 2019 1 2 3.64
-5.65% Feb 2018 Mar 2018 2 Jul 2018 4 6 3.67
-5.40% Jun 1996 Jul 1996 2 Sep 1996 2 4 2.78
-5.28% Sep 2020 Oct 2020 2 Nov 2020 1 3 3.13
-5.11% Jul 1999 Sep 1999 3 Oct 1999 1 4 2.88
-4.71% Aug 1997 Aug 1997 1 Sep 1997 1 2 2.72
-4.58% Jan 2000 Jan 2000 1 Mar 2000 2 3 2.69
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 116 3.1 Months 32.13%
 
DD = 0% 32.13%
 
0% < DD <= -5% 80 4.5 Months 22.16%
 
DD <= -5% 54.29%
 
-5% < DD <= -10% 46 7.8 Months 12.74%
 
DD <= -10% 67.04%
 
-10% < DD <= -15% 31 11.6 Months 8.59%
 
DD <= -15% 75.62%
 
-15% < DD <= -20% 21 17.2 Months 5.82%
 
DD <= -20% 81.44%
 
-20% < DD <= -25% 18 20.1 Months 4.99%
 
DD <= -25% 86.43%
 
-25% < DD <= -30% 18 20.1 Months 4.99%
 
DD <= -30% 91.41%
 
-30% < DD <= -35% 12 30.1 Months 3.32%
 
DD <= -35% 94.74%
 
-35% < DD <= -40% 7 51.6 Months 1.94%
 
DD <= -40% 96.68%
 
-40% < DD <= -45% 8 45.1 Months 2.22%
 
DD <= -45% 98.89%
 
-45% < DD <= -50% 3 120.3 Months 0.83%
 
DD <= -50% 99.72%
 
-50% < DD <= -55% 1 361.0 Months 0.28%
 
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
-53.52% Nov 2007 Feb 2009 16 Apr 2013 50 66 25.02
-48.05% Apr 2000 Sep 2002 30 Oct 2007 61 91 26.07
-28.96% Jan 2022 Sep 2022 9 in progress 16 25 17.36
-21.09% Jan 2020 Mar 2020 3 Jul 2020 4 7 9.21
-16.89% Jul 1998 Aug 1998 2 Dec 1998 4 6 8.31
-14.09% Sep 2018 Dec 2018 4 Apr 2019 4 8 6.38
-10.37% Jun 2015 Feb 2016 9 Jul 2016 5 14 5.47
-7.41% Feb 1994 Jun 1994 5 Mar 1995 9 14 4.64
-6.33% May 2019 May 2019 1 Jun 2019 1 2 3.66
-6.13% Jul 1999 Sep 1999 3 Nov 1999 2 5 3.17
-5.92% Feb 2018 Mar 2018 2 Aug 2018 5 7 3.83
-5.77% Jun 1996 Jul 1996 2 Sep 1996 2 4 3.04
-5.60% Sep 2020 Oct 2020 2 Nov 2020 1 3 3.32
-4.95% Aug 1997 Aug 1997 1 Sep 1997 1 2 2.86
-4.86% Jan 2000 Jan 2000 1 Mar 2000 2 3 2.99
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 90 4.0 Months 24.93%
 
DD = 0% 24.93%
 
0% < DD <= -5% 72 5.0 Months 19.94%
 
DD <= -5% 44.88%
 
-5% < DD <= -10% 41 8.8 Months 11.36%
 
DD <= -10% 56.23%
 
-10% < DD <= -15% 32 11.3 Months 8.86%
 
DD <= -15% 65.10%
 
-15% < DD <= -20% 28 12.9 Months 7.76%
 
DD <= -20% 72.85%
 
-20% < DD <= -25% 33 10.9 Months 9.14%
 
DD <= -25% 81.99%
 
-25% < DD <= -30% 26 13.9 Months 7.20%
 
DD <= -30% 89.20%
 
-30% < DD <= -35% 12 30.1 Months 3.32%
 
DD <= -35% 92.52%
 
-35% < DD <= -40% 8 45.1 Months 2.22%
 
DD <= -40% 94.74%
 
-40% < DD <= -45% 12 30.1 Months 3.32%
 
DD <= -45% 98.06%
 
-45% < DD <= -50% 6 60.2 Months 1.66%
 
DD <= -50% 99.72%
 
-50% < DD <= -55% 1 361.0 Months 0.28%
 
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
-52.73% Nov 2007 Feb 2009 16 Dec 2012 46 62 23.13
-45.07% Apr 2000 Sep 2002 30 Apr 2006 43 73 24.01
-44.80% Jan 1973 Sep 1974 21 Dec 1976 27 48 19.54
-28.32% Sep 1987 Nov 1987 3 Apr 1989 17 20 14.33
-25.03% Jan 2022 Sep 2022 9 Dec 2023 15 24 13.03
-21.23% Jan 2020 Mar 2020 3 Jul 2020 4 7 9.48
-20.09% Jan 1970 Jun 1970 6 Dec 1970 6 12 9.81
-18.81% Dec 1980 Jul 1982 20 Oct 1982 3 23 9.66
-16.81% Jan 1990 Sep 1990 9 Feb 1991 5 14 8.69
-16.58% Jul 1998 Aug 1998 2 Nov 1998 3 5 8.71
-13.86% Oct 2018 Dec 2018 3 Apr 2019 4 7 6.55
-11.45% Mar 1980 Mar 1980 1 Jun 1980 3 4 6.10
-10.24% Sep 1978 Oct 1978 2 Mar 1979 5 7 5.04
-10.24% Jun 2015 Feb 2016 9 Jul 2016 5 14 5.20
-9.63% Jul 1983 May 1984 11 Aug 1984 3 14 4.86
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 209 3.1 Months 32.15%
 
DD = 0% 32.15%
 
0% < DD <= -5% 166 3.9 Months 25.54%
 
DD <= -5% 57.69%
 
-5% < DD <= -10% 95 6.8 Months 14.62%
 
DD <= -10% 72.31%
 
-10% < DD <= -15% 51 12.7 Months 7.85%
 
DD <= -15% 80.15%
 
-15% < DD <= -20% 42 15.5 Months 6.46%
 
DD <= -20% 86.62%
 
-20% < DD <= -25% 27 24.1 Months 4.15%
 
DD <= -25% 90.77%
 
-25% < DD <= -30% 22 29.5 Months 3.38%
 
DD <= -30% 94.15%
 
-30% < DD <= -35% 14 46.4 Months 2.15%
 
DD <= -35% 96.31%
 
-35% < DD <= -40% 11 59.1 Months 1.69%
 
DD <= -40% 98.00%
 
-40% < DD <= -45% 9 72.2 Months 1.38%
 
DD <= -45% 99.38%
 
-45% < DD <= -50% 3 216.7 Months 0.46%
 
DD <= -50% 99.85%
 
-50% < DD <= -55% 1 650.0 Months 0.15%
 
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
-53.64% Jan 1973 Sep 1974 21 Apr 1983 103 124 28.30
-53.52% Nov 2007 Feb 2009 16 Apr 2013 50 66 25.02
-48.05% Apr 2000 Sep 2002 30 Oct 2007 61 91 26.07
-29.00% Sep 1987 Nov 1987 3 Jul 1989 20 23 15.53
-28.96% Jan 2022 Sep 2022 9 in progress 16 25 17.36
-22.36% Jan 1970 Jun 1970 6 Jan 1971 7 13 11.41
-21.09% Jan 2020 Mar 2020 3 Jul 2020 4 7 9.21
-20.71% Jan 1990 Sep 1990 9 Oct 1991 13 22 9.64
-16.89% Jul 1998 Aug 1998 2 Dec 1998 4 6 8.31
-14.09% Sep 2018 Dec 2018 4 Apr 2019 4 8 6.38
-13.44% Jul 1983 Jul 1984 13 Jan 1985 6 19 6.70
-10.37% Jun 2015 Feb 2016 9 Jul 2016 5 14 5.47
-8.00% May 1971 Oct 1971 6 Dec 1971 2 8 5.29
-7.57% Sep 1986 Sep 1986 1 Jan 1987 4 5 3.60
-7.41% Feb 1994 Jun 1994 5 Mar 1995 9 14 4.64
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 140 4.6 Months 21.54%
 
DD = 0% 21.54%
 
0% < DD <= -5% 135 4.8 Months 20.77%
 
DD <= -5% 42.31%
 
-5% < DD <= -10% 67 9.7 Months 10.31%
 
DD <= -10% 52.62%
 
-10% < DD <= -15% 56 11.6 Months 8.62%
 
DD <= -15% 61.23%
 
-15% < DD <= -20% 52 12.5 Months 8.00%
 
DD <= -20% 69.23%
 
-20% < DD <= -25% 53 12.3 Months 8.15%
 
DD <= -25% 77.38%
 
-25% < DD <= -30% 63 10.3 Months 9.69%
 
DD <= -30% 87.08%
 
-30% < DD <= -35% 37 17.6 Months 5.69%
 
DD <= -35% 92.77%
 
-35% < DD <= -40% 19 34.2 Months 2.92%
 
DD <= -40% 95.69%
 
-40% < DD <= -45% 16 40.6 Months 2.46%
 
DD <= -45% 98.15%
 
-45% < DD <= -50% 9 72.2 Months 1.38%
 
DD <= -50% 99.54%
 
-50% < DD <= -55% 3 216.7 Months 0.46%
 
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 THREE PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1970 - 31 January 2024 (~54 years)
Inflation Adjusted:
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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 -45.49 03/2008
02/2009
0.54$ -8.51 0.91$ 13.47 1.13$ 24.93 1.24$ 61.38 04/2020
03/2021
1.61$ 17.43 22.92%
2Y -27.10 03/2007
02/2009
0.53$ -3.93 0.92$ 11.74 1.24$ 21.33 1.47$ 39.48 03/2009
02/2011
1.94$ 3.87 18.40%
3Y -17.17 04/2000
03/2003
0.56$ -3.07 0.91$ 11.33 1.37$ 18.63 1.66$ 26.73 04/1995
03/1998
2.03$ 8.04 17.85%
5Y -6.27 03/2004
02/2009
0.72$ -0.42 0.97$ 9.24 1.55$ 15.73 2.07$ 23.95 01/1995
12/1999
2.92$ 12.45 16.61%
7Y -3.03 03/2002
02/2009
0.80$ 3.38 1.26$ 6.12 1.51$ 12.47 2.27$ 16.09 03/2009
02/2016
2.84$ 11.76 2.17%
10Y -2.86 03/1999
02/2009
0.74$ 3.64 1.42$ 7.88 2.13$ 12.06 3.12$ 15.74 03/2009
02/2019
4.31$ 10.92 7.47%
15Y 3.75 03/1994
02/2009
1.73$ 4.60 1.96$ 6.76 2.66$ 9.21 3.75$ 13.56 02/2009
01/2024
6.73$ 13.56 0.00%
20Y 4.23 04/2000
03/2020
2.29$ 5.92 3.15$ 7.37 4.14$ 9.03 5.64$ 9.87 04/2003
03/2023
6.56$ 8.91 0.00%
30Y 8.86 02/1994
01/2024
12.76$ 8.86 12.76$ 8.86 12.76$ 8.86 12.76$ 8.86 02/1994
01/2024
12.76$ 8.86 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -45.49 03/2008
02/2009
0.54$ -12.26 0.87$ 10.79 1.10$ 22.24 1.22$ 57.26 04/2020
03/2021
1.57$ 13.90 26.65%
2Y -28.57 03/2007
02/2009
0.51$ -6.99 0.86$ 8.60 1.17$ 18.67 1.40$ 36.56 03/2009
02/2011
1.86$ -0.81 23.74%
3Y -19.15 04/2000
03/2003
0.52$ -5.11 0.85$ 8.57 1.27$ 15.15 1.52$ 23.85 04/1995
03/1998
1.89$ 2.25 21.54%
5Y -8.69 03/2004
02/2009
0.63$ -2.54 0.87$ 6.35 1.36$ 13.31 1.86$ 21.08 01/1995
12/1999
2.60$ 7.96 27.57%
7Y -5.47 03/2002
02/2009
0.67$ 0.79 1.05$ 3.79 1.29$ 10.55 2.01$ 14.28 03/2009
02/2016
2.54$ 7.99 9.03%
10Y -5.31 03/1999
02/2009
0.57$ 1.14 1.12$ 5.39 1.68$ 10.10 2.61$ 13.74 03/2009
02/2019
3.62$ 7.91 11.62%
15Y 1.21 03/1994
02/2009
1.19$ 2.21 1.38$ 4.38 1.90$ 7.04 2.77$ 10.73 02/2009
01/2024
4.61$ 10.73 0.00%
20Y 2.11 04/2000
03/2020
1.51$ 3.78 2.09$ 5.12 2.71$ 6.44 3.48$ 7.18 04/2003
03/2023
4.00$ 6.18 0.00%
30Y 6.17 02/1994
01/2024
6.03$ 6.17 6.03$ 6.17 6.03$ 6.17 6.03$ 6.17 02/1994
01/2024
6.03$ 6.17 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -45.49 03/2008
02/2009
0.54$ -5.08 0.94$ 13.45 1.13$ 26.79 1.26$ 63.31 07/1982
06/1983
1.63$ 17.43 21.63%
2Y -27.10 03/2007
02/2009
0.53$ 0.81 1.01$ 11.56 1.24$ 21.64 1.47$ 39.81 10/1985
09/1987
1.95$ 3.87 13.58%
3Y -17.17 04/2000
03/2003
0.56$ 1.10 1.03$ 11.56 1.38$ 18.89 1.68$ 35.33 08/1984
07/1987
2.47$ 8.04 13.36%
5Y -6.27 03/2004
02/2009
0.72$ 1.51 1.07$ 11.31 1.70$ 17.24 2.21$ 30.32 08/1982
07/1987
3.75$ 12.45 8.81%
7Y -3.03 03/2002
02/2009
0.80$ 4.32 1.34$ 11.47 2.13$ 16.14 2.84$ 23.20 08/1982
07/1989
4.30$ 11.76 1.06%
10Y -2.86 03/1999
02/2009
0.74$ 6.46 1.87$ 10.94 2.82$ 15.05 4.06$ 19.46 09/1977
08/1987
5.91$ 10.92 3.40%
15Y 3.75 03/1994
02/2009
1.73$ 5.85 2.34$ 9.80 4.06$ 14.79 7.91$ 17.88 10/1974
09/1989
11.79$ 13.56 0.00%
20Y 4.23 04/2000
03/2020
2.29$ 6.97 3.84$ 9.87 6.56$ 13.90 13.51$ 16.62 04/1980
03/2000
21.63$ 8.91 0.00%
30Y 8.05 04/1990
03/2020
10.21$ 8.78 12.50$ 9.98 17.37$ 12.02 30.15$ 13.74 07/1970
06/2000
47.61$ 8.86 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -46.74 10/1973
09/1974
0.53$ -10.06 0.89$ 9.35 1.09$ 22.78 1.22$ 59.37 07/1982
06/1983
1.59$ 13.90 28.37%
2Y -29.73 10/1972
09/1974
0.49$ -4.78 0.90$ 7.24 1.15$ 18.00 1.39$ 36.56 03/2009
02/2011
1.86$ -0.81 21.88%
3Y -19.15 04/2000
03/2003
0.52$ -2.93 0.91$ 7.44 1.24$ 14.91 1.51$ 31.37 08/1984
07/1987
2.26$ 2.25 20.03%
5Y -8.69 03/2004
02/2009
0.63$ -2.28 0.89$ 6.77 1.38$ 13.52 1.88$ 26.35 08/1982
07/1987
3.22$ 7.96 22.88%
7Y -5.47 03/2002
02/2009
0.67$ 0.63 1.04$ 6.87 1.59$ 11.92 2.20$ 18.97 08/1982
07/1989
3.37$ 7.99 12.01%
10Y -5.31 03/1999
02/2009
0.57$ 1.66 1.17$ 7.17 1.99$ 10.84 2.79$ 13.74 03/2009
02/2019
3.62$ 7.91 9.25%
15Y 1.21 03/1994
02/2009
1.19$ 3.29 1.62$ 6.43 2.54$ 9.58 3.94$ 13.98 08/1982
07/1997
7.11$ 10.73 0.00%
20Y 2.11 04/2000
03/2020
1.51$ 4.51 2.41$ 6.11 3.27$ 9.15 5.75$ 12.28 04/1980
03/2000
10.13$ 6.18 0.00%
30Y 4.53 10/1972
09/2002
3.77$ 5.87 5.54$ 6.64 6.87$ 7.45 8.62$ 8.24 01/1975
12/2004
10.74$ 6.17 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 Three Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Dedalo Invest Dedalo Three 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 Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.30
40%
-1.33
40%
-0.77
80%
2.65
80%
-0.05
40%
1.95
80%
4.06
100%
0.27
40%
-3.95
20%
2.29
60%
5.80
80%
2.27
80%
Best 7.1
2023
3.3
2019
3.4
2021
12.3
2020
5.3
2020
6.9
2019
8.6
2022
6.8
2020
1.9
2019
7.6
2022
12.0
2020
5.2
2023
Worst -5.6
2022
-7.8
2020
-14.2
2020
-8.8
2022
-6.3
2019
-8.2
2022
1.0
2019
-3.8
2022
-9.3
2022
-2.7
2023
-1.8
2021
-5.4
2022
Monthly Seasonality over the period Feb 1970 - Jan 2024
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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
0.92
50%
0.32
50%
0.16
70%
1.71
90%
0.76
70%
1.17
80%
2.91
90%
0.20
60%
-2.25
40%
1.39
60%
3.96
90%
0.32
60%
Best 8.4
2019
5.8
2015
7.4
2016
12.3
2020
5.3
2020
6.9
2019
8.6
2022
6.8
2020
2.3
2017
7.7
2015
12.0
2020
5.2
2023
Worst -5.8
2016
-7.8
2020
-14.2
2020
-8.8
2022
-6.3
2019
-8.2
2022
-1.9
2014
-6.3
2015
-9.3
2022
-7.5
2018
-1.8
2021
-8.6
2018
Monthly Seasonality over the period Feb 1970 - Jan 2024
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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
1.19
58%
0.58
59%
1.02
67%
1.51
72%
0.64
61%
0.52
57%
1.04
57%
0.34
59%
-0.76
50%
0.90
61%
2.02
74%
1.78
76%
Best 13.5
1975
7.8
1986
8.4
2009
12.3
2020
9.2
1990
6.9
2019
8.6
2022
12.0
1982
9.6
2010
17.3
1974
12.0
2020
9.6
1991
Worst -8.9
2009
-10.2
2009
-14.2
2020
-8.9
1970
-8.5
2010
-8.2
2022
-8.4
2002
-15.2
1998
-11.1
1974
-21.5
1987
-11.6
1973
-8.6
2018
Monthly Seasonality over the period Feb 1970 - Jan 2024

Monthly Returns

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

DEDALO INVEST DEDALO THREE PORTFOLIO
Monthly Returns Distribution
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1970 - 31 January 2024 (~54 years)
234 Positive Months (65%) - 126 Negative Months (35%)
407 Positive Months (63%) - 242 Negative Months (37%)
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(Scroll down to see all data)
Investment Returns, up to December 2008, 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

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 Author Return Dev.Std Drawdown Stocks Bonds Comm
US Stocks Quality +11.44 15.06 -46.25 100 0 0
Stocks/Bonds 80/20 Momentum +10.93 12.38 -43.61 80 20 0
US Stocks +9.95 15.54 -50.84 100 0 0
Warren Buffett Portfolio Warren Buffett +9.59 13.65 -45.52 90 10 0
US Stocks Minimum Volatility +9.58 13.72 -43.27 100 0 0
Stocks/Bonds 60/40 Momentum +9.48 9.58 -32.52 60 40 0
Stocks/Bonds 80/20 +9.07 12.50 -41.09 80 20 0
Dedalo Three Dedalo Invest +8.86 15.41 -52.73 100 0 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 Author Return Dev.Std Drawdown Stocks Bonds Comm
Technology +13.76 24.01 -81.08 100 0 0
US Stocks Momentum +12.21 15.32 -53.85 100 0 0
US Stocks Quality +11.44 15.06 -46.25 100 0 0
Stocks/Bonds 80/20 Momentum +10.93 12.38 -43.61 80 20 0
US Stocks +9.95 15.54 -50.84 100 0 0
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