Data Source: from January 1970 to September 2023 (~54 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)
0.25%
1 Day
Oct 02 2023, 04:00PM Eastern Time
0.25%
Current Month
October 2023
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 8.64% compound annual return, with a 15.33% 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 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 Sep 30, 2023
The Dedalo Invest Dedalo Three 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 THREE 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
(~54Y) |
|||
| Dedalo Invest Dedalo Three Portfolio | -0.25 | -0.25 | -4.64 | 4.09 | 20.44 | 8.28 | 10.17 | 8.64 | 9.83 | |||
| US Inflation Adjusted return | -4.64 | 2.33 | 16.44 | 4.13 | 7.23 | 5.96 | 5.63 | |||||
| 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 | 10.40 |
|
VT
|
USD | Vanguard Total World Stock | -0.54 | 04:00PM, Oct 02 2023 | -0.54 | -4.25 | 2.30 | 20.71 | 6.47 | 7.70 | 6.16 | 8.29 |
Returns over 1 year are annualized | Available data source: since Jan 1970
(*) 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 Three Portfolio granted a 1.47% 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 Sep 30, 2023
An investment of 1$, since October 1993,
now would be worth 12.02$, with a total return of 1102.40% (8.64% annualized).
The Inflation Adjusted Capital now would be 5.68$, with a net total return of 468.25% (5.96% annualized).
The Inflation Adjusted Capital now would be 5.68$, with a net total return of 468.25% (5.96% annualized).
An investment of 1$, since January 1970,
now would be worth 154.42$, with a total return of 15342.47% (9.83% annualized).
The Inflation Adjusted Capital now would be 18.96$, with a net total return of 1796.19% (5.63% annualized).
The Inflation Adjusted Capital now would be 18.96$, with a net total return of 1796.19% (5.63% annualized).
Readings that may interest you
Portfolio Metrics as of Sep 30, 2023
Metrics of Dedalo Invest Dedalo Three 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 THREE PORTFOLIO
Advanced Metrics
Data Source: 1 January 1970 - 30 September 2023 (~54 years)
Swipe left to see all data
| Metrics as of Sep 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~54Y) |
|
| Investment Return (%) | -4.64 | -3.30 | 4.09 | 20.44 | 8.62 | 8.28 | 10.17 | 9.02 | 8.64 | 9.83 |
| Infl. Adjusted Return (%) details | -4.64 | -3.91 | 2.33 | 16.44 | 2.80 | 4.13 | 7.23 | 6.30 | 5.96 | 5.63 |
| US Inflation (%) | 0.00 | 0.63 | 1.72 | 3.44 | 5.66 | 3.99 | 2.75 | 2.56 | 2.53 | 3.98 |
| 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 (%) | -6.74 | -25.03 | -25.03 | -25.03 | -52.73 | -52.73 | -52.73 | |||
| Start to Recovery (# months) details | 2* | 21* | 21* | 21* | 62 | 62 | 62 | |||
| 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 | 46 | 46 | 46 | |||
| End (yyyy mm) | - | - | - | - | 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) | 2 | 9 | 9 | 9 | 16 | 30 | 30 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 2002 09 | |||
| Bottom to End (# months) | 0 | 12 | 12 | 12 | 46 | 43 | 43 | |||
| End (yyyy mm) | - | - | - | - | 2012 12 | 2006 04 | 2006 04 | |||
| Longest negative period (# months) details | 3 | 28* | 28* | 29 | 68 | 141 | 141 | |||
| Period Start (yyyy mm) | 2022 12 | 2021 06 | 2021 06 | 2017 11 | 2006 02 | 2000 01 | 2000 01 | |||
| Period End (yyyy mm) | 2023 02 | 2023 09 | 2023 09 | 2020 03 | 2011 09 | 2011 09 | 2011 09 | |||
| Annualized Return (%) | -5.25 | -0.25 | -0.25 | -0.36 | -0.37 | -0.15 | -0.15 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -7.14 | -29.57 | -29.57 | -29.57 | -53.46 | -53.46 | -53.64 | |||
| Start to Recovery (# months) details | 2* | 21* | 21* | 21* | 66 | 66 | 124 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 1973 01 | |||
| Start to Bottom (# months) | 2 | 9 | 9 | 9 | 16 | 16 | 21 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 1974 09 | |||
| Bottom to End (# months) | 0 | 12 | 12 | 12 | 50 | 50 | 103 | |||
| End (yyyy mm) | - | - | - | - | 2013 04 | 2013 04 | 1983 04 | |||
| Longest Drawdown Depth (%) | -3.18 |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-48.05 |
same as deepest |
|||
| Start to Recovery (# months) details | 5 | 91 | ||||||||
| Start (yyyy mm) | 2023 02 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 04 | 1973 01 | |||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 16 | 30 | 21 | |||
| Bottom (yyyy mm) | 2023 02 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 1974 09 | |||
| Bottom to End (# months) | 4 | 12 | 12 | 12 | 50 | 61 | 103 | |||
| End (yyyy mm) | 2023 06 | - | - | - | 2013 04 | 2007 10 | 1983 04 | |||
| Longest negative period (# months) details | 4 | 34* | 34 | 34 | 93 | 163 | 163 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2019 12 | 2019 12 | 2004 01 | 1998 03 | 1998 03 | |||
| Period End (yyyy mm) | 2023 03 | 2023 09 | 2022 09 | 2022 09 | 2011 09 | 2011 09 | 2011 09 | |||
| Annualized Return (%) | -0.04 | -0.36 | -0.40 | -0.40 | -0.03 | -0.12 | -0.12 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 15.48 | 17.50 | 18.94 | 14.99 | 15.34 | 15.33 | 15.56 | |||
| Sharpe Ratio | 1.03 | 0.40 | 0.36 | 0.62 | 0.51 | 0.42 | 0.38 | |||
| Sortino Ratio | 1.42 | 0.55 | 0.47 | 0.82 | 0.66 | 0.55 | 0.50 | |||
| Ulcer Index | 2.58 | 10.53 | 9.27 | 6.91 | 12.83 | 15.17 | 13.18 | |||
| Ratio: Return / Standard Deviation | 1.32 | 0.49 | 0.44 | 0.68 | 0.59 | 0.56 | 0.63 | |||
| Ratio: Return / Deepest Drawdown | 3.04 | 0.34 | 0.33 | 0.41 | 0.17 | 0.16 | 0.19 | |||
| % Positive Months details | 58% | 55% | 60% | 67% | 66% | 65% | 62% | |||
| Positive Months | 7 | 20 | 36 | 81 | 159 | 234 | 404 | |||
| Negative Months | 5 | 16 | 24 | 39 | 81 | 126 | 241 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 10.17 | 15.74 | 15.74 | 19.46 | ||||||
| Worst 10 Years Return (%) - Annualized | 5.45 | -2.86 | -2.86 | |||||||
| Best 10 Years Return (%) - Annualized | 7.23 | 13.73 | 13.73 | 13.73 | ||||||
| Worst 10 Years Return (%) - Annualized | 3.60 | -5.30 | -5.30 | |||||||
|
ROLLING PERIOD RETURNS
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 | 8.64 | ||||
| Worst Rolling Return (%) - Annualized | -45.49 | -17.17 | -6.27 | -2.86 | 4.23 | |||||
| % Positive Periods | 77% | 82% | 83% | 92% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 57.26 | 23.85 | 21.08 | 13.73 | 7.19 | 5.96 | ||||
| Worst Rolling Return (%) - Annualized | -45.61 | -19.17 | -8.69 | -5.30 | 2.12 | |||||
| % Positive Periods | 73% | 78% | 72% | 88% | 100% | 100% | ||||
| Over all the available data source (Jan 1970 - Sep 2023) | ||||||||||
| 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% | ||||
| Best Rolling Return (%) - Annualized | 59.21 | 31.37 | 26.35 | 13.73 | 12.27 | 8.26 | ||||
| Worst Rolling Return (%) - Annualized | -46.74 | -19.17 | -8.69 | -5.30 | 2.12 | 4.52 | ||||
| % Positive Periods | 71% | 79% | 76% | 90% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 38.23 | 22.66 | 14.90 | 8.30 | 7.33 | 4.66 | ||||
| Perpetual WR (%) | 2.73 | 3.96 | 6.74 | 5.93 | 5.63 | 5.33 | ||||
- 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!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
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
|
VT
|
|---|---|---|
|
VTI
|
-
|
0.96
|
|
VT
|
0.96
|
-
|
| 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 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1970 - 30 September 2023 (~54 years)
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 | in progress | 12 | 21 | 13.62 |
| -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 period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -53.46% | Nov 2007 | Feb 2009 | 16 | Apr 2013 | 50 | 66 | 25.09 |
| -48.05% | Apr 2000 | Sep 2002 | 30 | Oct 2007 | 61 | 91 | 26.00 |
| -29.57% | Jan 2022 | Sep 2022 | 9 | in progress | 12 | 21 | 18.61 |
| -21.58% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 | 9.62 |
| -16.79% | Jul 1998 | Aug 1998 | 2 | Dec 1998 | 4 | 6 | 8.26 |
| -13.44% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 | 6.46 |
| -10.24% | Mar 2015 | Feb 2016 | 12 | Jul 2016 | 5 | 17 | 4.98 |
| -7.53% | Feb 1994 | Jun 1994 | 5 | Mar 1995 | 9 | 14 | 4.69 |
| -6.51% | May 2019 | May 2019 | 1 | Jul 2019 | 2 | 3 | 3.25 |
| -6.29% | Feb 2018 | Mar 2018 | 2 | Aug 2018 | 5 | 7 | 4.23 |
| -6.07% | Jul 1999 | Sep 1999 | 3 | Nov 1999 | 2 | 5 | 3.11 |
| -5.65% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 | 2.98 |
| -5.45% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 3.24 |
| -4.89% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 | 2.82 |
| -4.86% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 | 3.04 |
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 | in progress | 12 | 21 | 13.62 |
| -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 period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -53.64% | Jan 1973 | Sep 1974 | 21 | Apr 1983 | 103 | 124 | 28.29 |
| -53.46% | Nov 2007 | Feb 2009 | 16 | Apr 2013 | 50 | 66 | 25.09 |
| -48.05% | Apr 2000 | Sep 2002 | 30 | Oct 2007 | 61 | 91 | 26.00 |
| -29.57% | Jan 2022 | Sep 2022 | 9 | in progress | 12 | 21 | 18.61 |
| -28.94% | Sep 1987 | Nov 1987 | 3 | Jul 1989 | 20 | 23 | 15.47 |
| -22.36% | Jan 1970 | Jun 1970 | 6 | Jan 1971 | 7 | 13 | 11.41 |
| -21.58% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 | 9.62 |
| -20.95% | Jan 1990 | Sep 1990 | 9 | Oct 1991 | 13 | 22 | 9.75 |
| -16.79% | Jul 1998 | Aug 1998 | 2 | Dec 1998 | 4 | 6 | 8.26 |
| -13.44% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 | 6.46 |
| -13.35% | Jul 1983 | Jul 1984 | 13 | Jan 1985 | 6 | 19 | 6.59 |
| -10.24% | Mar 2015 | Feb 2016 | 12 | Jul 2016 | 5 | 17 | 4.98 |
| -8.00% | May 1971 | Oct 1971 | 6 | Dec 1971 | 2 | 8 | 5.33 |
| -7.65% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 | 3.58 |
| -7.53% | Feb 1994 | Jun 1994 | 5 | Mar 1995 | 9 | 14 | 4.69 |
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 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1970 - 30 September 2023 (~54 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 | -45.49 |
03/2008 02/2009 |
0.54$ | -8.51 | 0.91$ | 13.45 | 1.13$ | 24.93 | 1.24$ | 61.38 |
04/2020 03/2021 |
1.61$ | 20.44 | 22.92% |
| 2Y | -27.10 |
03/2007 02/2009 |
0.53$ | -3.87 | 0.92$ | 11.92 | 1.25$ | 21.33 | 1.47$ | 39.48 |
03/2009 02/2011 |
1.94$ | -1.11 | 17.80% |
| 3Y | -17.17 |
04/2000 03/2003 |
0.56$ | -3.07 | 0.91$ | 11.52 | 1.38$ | 18.63 | 1.66$ | 26.73 |
04/1995 03/1998 |
2.03$ | 8.62 | 17.85% |
| 5Y | -6.27 |
03/2004 02/2009 |
0.72$ | -0.42 | 0.97$ | 9.24 | 1.55$ | 15.87 | 2.08$ | 23.95 |
01/1995 12/1999 |
2.92$ | 8.28 | 16.61% |
| 7Y | -3.03 |
03/2002 02/2009 |
0.80$ | 3.38 | 1.26$ | 6.12 | 1.51$ | 12.72 | 2.31$ | 16.53 |
10/1993 09/2000 |
2.91$ | 10.70 | 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$ | 10.17 | 7.47% |
| 15Y | 3.75 |
03/1994 02/2009 |
1.73$ | 4.60 | 1.96$ | 6.69 | 2.63$ | 9.12 | 3.70$ | 10.38 |
02/2003 01/2018 |
4.39$ | 10.05 | 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$ | 9.02 | 0.00% |
| 30Y | 8.64 |
10/1993 09/2023 |
12.02$ | 8.64 | 12.02$ | 8.64 | 12.02$ | 8.64 | 12.02$ | 8.64 |
10/1993 09/2023 |
12.02$ | 8.64 | 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 | -45.61 |
03/2008 02/2009 |
0.54$ | -12.26 | 0.87$ | 10.78 | 1.10$ | 22.17 | 1.22$ | 57.26 |
04/2020 03/2021 |
1.57$ | 16.44 | 26.93% |
| 2Y | -28.61 |
03/2007 02/2009 |
0.50$ | -6.53 | 0.87$ | 8.91 | 1.18$ | 18.64 | 1.40$ | 36.57 |
03/2009 02/2011 |
1.86$ | -6.53 | 22.55% |
| 3Y | -19.17 |
04/2000 03/2003 |
0.52$ | -5.07 | 0.85$ | 8.71 | 1.28$ | 15.18 | 1.52$ | 23.85 |
04/1995 03/1998 |
1.89$ | 2.80 | 21.54% |
| 5Y | -8.69 |
03/2004 02/2009 |
0.63$ | -2.53 | 0.87$ | 6.39 | 1.36$ | 13.43 | 1.87$ | 21.08 |
01/1995 12/1999 |
2.60$ | 4.13 | 27.57% |
| 7Y | -5.45 |
03/2002 02/2009 |
0.67$ | 0.80 | 1.05$ | 3.79 | 1.29$ | 10.66 | 2.03$ | 14.26 |
03/2009 02/2016 |
2.54$ | 6.96 | 7.94% |
| 10Y | -5.30 |
03/1999 02/2009 |
0.58$ | 1.15 | 1.12$ | 5.38 | 1.68$ | 10.10 | 2.61$ | 13.73 |
03/2009 02/2019 |
3.62$ | 7.23 | 11.62% |
| 15Y | 1.22 |
03/1994 02/2009 |
1.20$ | 2.21 | 1.38$ | 4.30 | 1.87$ | 6.92 | 2.72$ | 8.12 |
02/2003 01/2018 |
3.22$ | 7.59 | 0.00% |
| 20Y | 2.12 |
04/2000 03/2020 |
1.52$ | 3.77 | 2.09$ | 5.13 | 2.71$ | 6.44 | 3.48$ | 7.19 |
04/2003 03/2023 |
4.00$ | 6.30 | 0.00% |
| 30Y | 5.96 |
10/1993 09/2023 |
5.68$ | 5.96 | 5.68$ | 5.96 | 5.68$ | 5.96 | 5.68$ | 5.96 |
10/1993 09/2023 |
5.68$ | 5.96 | 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 | -45.49 |
03/2008 02/2009 |
0.54$ | -5.10 | 0.94$ | 13.45 | 1.13$ | 27.12 | 1.27$ | 63.31 |
07/1982 06/1983 |
1.63$ | 20.44 | 21.77% |
| 2Y | -27.10 |
03/2007 02/2009 |
0.53$ | 0.91 | 1.01$ | 11.57 | 1.24$ | 21.69 | 1.48$ | 39.81 |
10/1985 09/1987 |
1.95$ | -1.11 | 13.34% |
| 3Y | -17.17 |
04/2000 03/2003 |
0.56$ | 1.10 | 1.03$ | 11.58 | 1.38$ | 18.93 | 1.68$ | 35.33 |
08/1984 07/1987 |
2.47$ | 8.62 | 13.44% |
| 5Y | -6.27 |
03/2004 02/2009 |
0.72$ | 1.41 | 1.07$ | 11.31 | 1.70$ | 17.24 | 2.21$ | 30.32 |
08/1982 07/1987 |
3.75$ | 8.28 | 8.87% |
| 7Y | -3.03 |
03/2002 02/2009 |
0.80$ | 4.30 | 1.34$ | 11.46 | 2.13$ | 16.15 | 2.85$ | 23.20 |
08/1982 07/1989 |
4.30$ | 10.70 | 1.07% |
| 10Y | -2.86 |
03/1999 02/2009 |
0.74$ | 6.46 | 1.86$ | 11.06 | 2.85$ | 15.05 | 4.06$ | 19.46 |
09/1977 08/1987 |
5.91$ | 10.17 | 3.42% |
| 15Y | 3.75 |
03/1994 02/2009 |
1.73$ | 5.83 | 2.33$ | 9.76 | 4.04$ | 14.79 | 7.91$ | 17.88 |
10/1974 09/1989 |
11.79$ | 10.05 | 0.00% |
| 20Y | 4.23 |
04/2000 03/2020 |
2.29$ | 6.97 | 3.84$ | 10.13 | 6.88$ | 13.90 | 13.51$ | 16.62 |
04/1980 03/2000 |
21.63$ | 9.02 | 0.00% |
| 30Y | 8.05 |
04/1990 03/2020 |
10.21$ | 8.78 | 12.50$ | 10.00 | 17.43$ | 12.02 | 30.15$ | 13.74 |
07/1970 06/2000 |
47.61$ | 8.64 | 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 | -46.74 |
10/1973 09/1974 |
0.53$ | -10.15 | 0.89$ | 9.40 | 1.09$ | 22.88 | 1.22$ | 59.21 |
07/1982 06/1983 |
1.59$ | 16.44 | 28.55% |
| 2Y | -29.73 |
10/1972 09/1974 |
0.49$ | -4.46 | 0.91$ | 7.23 | 1.14$ | 18.00 | 1.39$ | 36.57 |
03/2009 02/2011 |
1.86$ | -6.53 | 21.38% |
| 3Y | -19.17 |
04/2000 03/2003 |
0.52$ | -2.91 | 0.91$ | 7.58 | 1.24$ | 14.94 | 1.51$ | 31.37 |
08/1984 07/1987 |
2.26$ | 2.80 | 20.16% |
| 5Y | -8.69 |
03/2004 02/2009 |
0.63$ | -2.40 | 0.88$ | 6.76 | 1.38$ | 13.56 | 1.88$ | 26.35 |
08/1982 07/1987 |
3.22$ | 4.13 | 23.04% |
| 7Y | -5.45 |
03/2002 02/2009 |
0.67$ | 0.63 | 1.04$ | 6.68 | 1.57$ | 11.93 | 2.20$ | 18.98 |
08/1982 07/1989 |
3.37$ | 6.96 | 11.57% |
| 10Y | -5.30 |
03/1999 02/2009 |
0.58$ | 1.66 | 1.17$ | 7.17 | 1.99$ | 10.86 | 2.80$ | 13.73 |
03/2009 02/2019 |
3.62$ | 7.23 | 9.32% |
| 15Y | 1.22 |
03/1994 02/2009 |
1.20$ | 3.22 | 1.60$ | 6.42 | 2.54$ | 9.54 | 3.92$ | 13.97 |
08/1982 07/1997 |
7.11$ | 7.59 | 0.00% |
| 20Y | 2.12 |
04/2000 03/2020 |
1.52$ | 4.50 | 2.41$ | 6.09 | 3.26$ | 9.16 | 5.76$ | 12.27 |
04/1980 03/2000 |
10.12$ | 6.30 | 0.00% |
| 30Y | 4.52 |
10/1972 09/2002 |
3.76$ | 5.87 | 5.53$ | 6.65 | 6.89$ | 7.44 | 8.60$ | 8.26 |
01/1975 12/2004 |
10.82$ | 5.96 | 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.
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 |
1.82
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% |
1.33
60% |
4.32
80% |
-0.50
60% |
| Best |
8.4 2019 |
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 |
4.8 2020 |
| 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 |
-7.5 2018 |
-1.8 2021 |
-8.6 2018 |
Monthly Seasonality over the period Feb 1970 - 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 |
0.49
40% |
0.32
50% |
0.16
70% |
1.71
90% |
0.76
70% |
1.17
80% |
2.91
90% |
0.20
60% |
-2.25
40% |
2.07
70% |
3.27
90% |
0.06
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 |
4.8 2020 |
| 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 - Sep 2023
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 |
1.20
57% |
0.58
59% |
1.02
67% |
1.51
72% |
0.64
61% |
0.52
57% |
1.04
57% |
0.34
59% |
-0.76
50% |
0.97
62% |
1.88
74% |
1.72
75% |
| 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 - Sep 2023
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 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1970 - 30 September 2023 (~54 years)
234 Positive Months (65%) - 126 Negative Months (35%)
404 Positive Months (63%) - 241 Negative Months (37%)
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(Scroll down to see all data)
Investment Returns, up to December 2008, 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
- VT - Vanguard Total World Stock, 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 | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| 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 Minimum Volatility | +9.43 | 13.69 | -43.27 | 100 | 0 | 0 | ||
| Warren Buffett Portfolio | +9.34 | 13.57 | -45.52 | 90 | 10 | 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 | ||
| Dedalo Three | +8.64 | 15.33 | -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 | 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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