Dedalo Invest Dedalo Three vs Stocks/Bonds 80/20 Portfolio Comparison

Period: January 1970 - August 2024 (~55 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Dedalo Invest Dedalo Three Portfolio
1.00$
Initial Capital
September 1994
16.55$
Final Capital
August 2024
9.81%
Yearly Return
15.49
Std Deviation
-52.14%
Max Drawdown
59 months
Recovery Period
Stocks/Bonds 80/20 Portfolio
1.00$
Initial Capital
September 1994
15.60$
Final Capital
August 2024
9.59%
Yearly Return
12.51
Std Deviation
-41.09%
Max Drawdown
39 months
Recovery Period
Dedalo Invest Dedalo Three Portfolio
1.00$
Initial Capital
January 1970
234.70$
Final Capital
August 2024
10.50%
Yearly Return
15.62
Std Deviation
-52.14%
Max Drawdown
59 months
Recovery Period
Stocks/Bonds 80/20 Portfolio
1.00$
Initial Capital
January 1970
199.94$
Final Capital
August 2024
10.18%
Yearly Return
12.84
Std Deviation
-41.09%
Max Drawdown
39 months
Recovery Period

The Dedalo Invest Dedalo Three Portfolio obtained a 9.81% compound annual return, with a 15.49% standard deviation, in the last 30 Years.

The Stocks/Bonds 80/20 Portfolio obtained a 9.59% compound annual return, with a 12.51% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1970 - 31 August 2024 (~55 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~55Y)
Dedalo Three
Dedalo Invest 		17.31 2.19 10.80 25.18 14.24 11.29 9.81 10.50
Stocks/Bonds 80/20 15.19 2.01 9.84 22.42 12.18 10.26 9.59 10.18
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since September 1994, now would be worth 16.55$, with a total return of 1554.92% (9.81% annualized).

Stocks/Bonds 80/20 Portfolio: an investment of 1$, since September 1994, now would be worth 15.60$, with a total return of 1459.84% (9.59% annualized).


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Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since January 1970, now would be worth 234.70$, with a total return of 23369.52% (10.50% annualized).

Stocks/Bonds 80/20 Portfolio: an investment of 1$, since January 1970, now would be worth 199.94$, with a total return of 19893.93% (10.18% annualized).


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Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1970 - 31 August 2024 (~55 years)
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Dedalo Three Stocks/Bonds 80/20
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 25.18 22.42
Infl. Adjusted Return (%) 22.25 19.56
DRAWDOWN
Deepest Drawdown Depth (%) -7.24 -6.73
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -7.24 -6.73
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 13.71 12.59
Sharpe Ratio 1.45 1.36
Sortino Ratio 1.95 1.81
Ulcer Index 2.64 2.49
Ratio: Return / Standard Deviation 1.84 1.78
Ratio: Return / Deepest Drawdown 3.48 3.33
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Dedalo Three Stocks/Bonds 80/20
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.24 12.18
Infl. Adjusted Return (%) 9.70 7.73
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -22.75
Start to Recovery (months) 24 25
Longest Drawdown Depth (%) -25.03 -22.75
Start to Recovery (months) 24 25
Longest Negative Period (months) 30 30
RISK INDICATORS
Standard Deviation (%) 18.04 15.38
Sharpe Ratio 0.67 0.65
Sortino Ratio 0.88 0.86
Ulcer Index 9.09 8.43
Ratio: Return / Standard Deviation 0.79 0.79
Ratio: Return / Deepest Drawdown 0.57 0.54
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Dedalo Three Stocks/Bonds 80/20
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.29 10.26
Infl. Adjusted Return (%) 8.24 7.24
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -22.75
Start to Recovery (months) 24 25
Longest Drawdown Depth (%) -25.03 -22.75
Start to Recovery (months) 24 25
Longest Negative Period (months) 30 30
RISK INDICATORS
Standard Deviation (%) 15.31 12.87
Sharpe Ratio 0.64 0.68
Sortino Ratio 0.86 0.91
Ulcer Index 7.01 6.32
Ratio: Return / Standard Deviation 0.74 0.80
Ratio: Return / Deepest Drawdown 0.45 0.45
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Dedalo Three Stocks/Bonds 80/20
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.81 9.59
Infl. Adjusted Return (%) 7.12 6.91
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -41.09
Start to Recovery (months) 59 39
Longest Drawdown Depth (%) -44.69 -33.33
Start to Recovery (months) 65 59
Longest Negative Period (months) 137 122
RISK INDICATORS
Standard Deviation (%) 15.49 12.51
Sharpe Ratio 0.49 0.58
Sortino Ratio 0.63 0.76
Ulcer Index 14.63 10.39
Ratio: Return / Standard Deviation 0.63 0.77
Ratio: Return / Deepest Drawdown 0.19 0.23
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Dedalo Three Stocks/Bonds 80/20
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.50 10.18
Infl. Adjusted Return (%) 6.30 5.99
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -41.09
Start to Recovery (months) 59 39
Longest Drawdown Depth (%) -44.69 -33.33
Start to Recovery (months) 65 59
Longest Negative Period (months) 137 122
RISK INDICATORS
Standard Deviation (%) 15.62 12.84
Sharpe Ratio 0.39 0.45
Sortino Ratio 0.52 0.60
Ulcer Index 12.73 9.32
Ratio: Return / Standard Deviation 0.67 0.79
Ratio: Return / Deepest Drawdown 0.20 0.25
Metrics calculated over the period 1 January 1970 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1970 - 31 August 2024 (~55 years)

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Dedalo Three Stocks/Bonds 80/20
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.14 59 Nov 2007
Sep 2012
-44.69 65 Sep 2000
Jan 2006
-41.09 39 Nov 2007
Jan 2011
-33.33 59 Sep 2000
Jul 2005
-25.03 24 Jan 2022
Dec 2023
-22.75 25 Jan 2022
Jan 2024
-21.23 7 Jan 2020
Jul 2020
-17.27 5 Jul 1998
Nov 1998
-16.53 6 Feb 2020
Jul 2020
-13.95 5 Jul 1998
Nov 1998
-13.86 7 Oct 2018
Apr 2019
-13.35 10 May 2011
Feb 2012
-11.32 7 Oct 2018
Apr 2019
-10.24 14 Jun 2015
Jul 2016
-7.51 5 Apr 2000
Aug 2000

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Dedalo Three Stocks/Bonds 80/20
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.14 59 Nov 2007
Sep 2012
-44.80 48 Jan 1973
Dec 1976
-44.69 65 Sep 2000
Jan 2006
-41.09 39 Nov 2007
Jan 2011
-36.88 39 Jan 1973
Mar 1976
-33.33 59 Sep 2000
Jul 2005
-28.32 20 Sep 1987
Apr 1989
-25.03 24 Jan 2022
Dec 2023
-24.55 20 Sep 1987
Apr 1989
-22.75 25 Jan 2022
Jan 2024
-21.23 7 Jan 2020
Jul 2020
-20.09 12 Jan 1970
Dec 1970
-18.81 23 Dec 1980
Oct 1982
-17.64 9 Jun 1990
Feb 1991
-17.27 5 Jul 1998
Nov 1998

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1970 - 31 August 2024 (~55 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Dedalo Three Stocks/Bonds 80/20
Year Return Drawdown Return Drawdown
2024
 17.31% -4.12% 15.19% -3.99%
2023
 24.84% -9.28% 21.92% -8.32%
2022
 -19.06% -25.03% -18.23% -22.75%
2021
 23.45% -4.36% 20.16% -3.88%
2020
 19.70% -21.23% 18.36% -16.53%
2019
 29.51% -6.31% 26.30% -4.97%
2018
 -6.58% -13.86% -4.19% -11.32%
2017
 22.20% 0.00% 17.68% 0.00%
2016
 11.53% -6.09% 10.77% -4.34%
2015
 -0.31% -9.69% 0.40% -7.05%
2014
 9.88% -3.55% 11.20% -2.23%
2013
 30.30% -2.87% 26.34% -2.66%
2012
 16.65% -7.77% 13.79% -5.21%
2011
 -1.57% -18.86% 2.36% -13.35%
2010
 16.12% -13.01% 15.18% -10.23%
2009
 30.02% -18.21% 23.84% -14.71%
2008
 -38.58% -39.39% -28.21% -30.13%
2007
 7.43% -4.72% 5.68% -4.17%
2006
 17.68% -2.99% 13.41% -2.63%
2005
 7.97% -3.59% 5.53% -3.41%
2004
 14.03% -3.28% 11.08% -2.95%
2003
 32.35% -3.73% 25.40% -3.13%
2002
 -20.01% -26.98% -14.73% -20.47%
2001
 -12.52% -24.34% -7.09% -17.69%
2000
 -10.82% -15.16% -6.18% -12.05%
1999
 24.56% -5.78% 18.90% -5.12%
1998
 23.06% -17.27% 20.33% -13.95%
1997
 26.24% -5.13% 26.68% -3.85%
1996
 18.59% -5.91% 17.49% -4.78%
1995
 30.83% -1.31% 32.26% -0.70%
1994
 1.59% -6.54% -0.67% -6.95%
1993
 14.86% -2.28% 10.44% -2.06%
1992
 5.08% -2.85% 8.71% -2.02%
1991
 28.61% -4.77% 28.96% -3.69%
1990
 -9.23% -17.64% -3.13% -12.23%
1989
 24.94% -3.57% 25.22% -2.00%
1988
 19.28% -3.15% 15.32% -2.84%
1987
 6.82% -28.32% 2.40% -24.55%
1986
 23.00% -7.23% 14.68% -6.76%
1985
 34.39% -3.95% 29.47% -3.45%
1984
 3.23% -8.43% 4.75% -7.80%
1983
 22.81% -3.17% 19.17% -3.09%
1982
 17.69% -12.44% 22.62% -7.08%
1981
 -3.92% -12.31% -1.44% -10.81%
1980
 31.48% -11.45% 27.10% -10.71%
1979
 20.74% -7.20% 20.47% -6.94%
1978
 11.35% -10.24% 6.99% -9.83%
1977
 -1.78% -6.78% -2.48% -6.59%
1976
 22.91% -2.35% 23.93% -1.62%
1975
 36.78% -11.94% 31.73% -10.05%
1974
 -26.84% -33.45% -21.11% -27.27%
1973
 -17.11% -18.23% -13.65% -14.55%
1972
 19.37% -2.07% 14.64% -1.96%
1971
 18.17% -6.41% 16.00% -6.14%
1970
 2.73% -20.09% 7.28% -14.57%