Dedalo Invest Dedalo Three Portfolio vs US Stocks Momentum Portfolio Portfolio Comparison

Simulation Settings
Period: January 1982 - January 2025 (~43 years)
Consolidated Returns as of 31 January 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1982)
Inflation Adjusted:
Dedalo Invest Dedalo Three Portfolio
1.00$
Initial Capital
February 1995
17.73$
Final Capital
January 2025
10.06%
Yearly Return
15.51%
Std Deviation
-52.14%
Max Drawdown
59months
Recovery Period
1.00$
Initial Capital
February 1995
8.36$
Final Capital
January 2025
7.33%
Yearly Return
15.51%
Std Deviation
-52.93%
Max Drawdown
65months
Recovery Period
1.00$
Initial Capital
January 1982
101.71$
Final Capital
January 2025
11.32%
Yearly Return
15.33%
Std Deviation
-52.14%
Max Drawdown
59months
Recovery Period
1.00$
Initial Capital
January 1982
29.99$
Final Capital
January 2025
8.21%
Yearly Return
15.33%
Std Deviation
-52.93%
Max Drawdown
65months
Recovery Period
US Stocks Momentum Portfolio
1.00$
Initial Capital
February 1995
42.51$
Final Capital
January 2025
13.31%
Yearly Return
15.46%
Std Deviation
-53.85%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
February 1995
20.04$
Final Capital
January 2025
10.51%
Yearly Return
15.46%
Std Deviation
-54.61%
Max Drawdown
67months
Recovery Period
1.00$
Initial Capital
January 1982
275.12$
Final Capital
January 2025
13.93%
Yearly Return
15.36%
Std Deviation
-53.85%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1982
81.11$
Final Capital
January 2025
10.74%
Yearly Return
15.36%
Std Deviation
-54.61%
Max Drawdown
67months
Recovery Period

As of January 2025, in the previous 30 Years, the Dedalo Invest Dedalo Three Portfolio obtained a 10.06% compound annual return, with a 15.51% standard deviation. It suffered a maximum drawdown of -52.14% that required 59 months to be recovered.

As of January 2025, in the previous 30 Years, the US Stocks Momentum Portfolio obtained a 13.31% compound annual return, with a 15.46% standard deviation. It suffered a maximum drawdown of -53.85% that required 63 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Dedalo Invest Dedalo Three Portfolio
Weight
(%)
ETF
Ticker
Name
70.00
VTI
Vanguard Total Stock Market
30.00
VT
Vanguard Total World Stock
US Stocks Momentum Portfolio
Weight
(%)
ETF
Ticker
Name
100.00
MTUM
iShares Edge MSCI USA Momentum Fctr
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Portfolio Returns as of Jan 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1982 - 31 January 2025 (~43 years)
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Return (%) as of Jan 31, 2025
YTD
(1M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_dedaloinvest.webp Dedalo Three
Dedalo Invest
3.04 3.04 9.16 24.34 13.47 12.16 10.06 11.32
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Momentum
-- Market Benchmark
5.90 5.90 15.39 33.29 12.24 13.86 13.31 13.93
Return over 1 year are annualized.
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Capital Growth as of Jan 31, 2025

Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since February 1995, now would be worth 17.73$, with a total return of 1672.95% (10.06% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since February 1995, now would be worth 42.51$, with a total return of 4150.75% (13.31% annualized).


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Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since January 1982, now would be worth 101.71$, with a total return of 10070.92% (11.32% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 275.12$, with a total return of 27411.79% (13.93% annualized).


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Portfolio Metrics as of Jan 31, 2025

The following metrics, updated as of 31 January 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 February 2024 - 31 January 2025 (1 year)
Period: 1 February 2020 - 31 January 2025 (5 years)
Period: 1 February 2015 - 31 January 2025 (10 years)
Period: 1 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1982 - 31 January 2025 (~43 years)
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Dedalo Three US Stocks Momentum
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 24.34 33.29
Infl. Adjusted Return (%) 20.65 29.33
DRAWDOWN
Deepest Drawdown Depth (%) -4.12 -5.47
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -3.01 -5.47
Start to Recovery (months) 2* 3
Longest Negative Period (months) 2 2
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.38 15.35
Sharpe Ratio 1.85 1.84
Sortino Ratio 2.31 2.42
Ulcer Index 1.45 1.98
Ratio: Return / Standard Deviation 2.34 2.17
Ratio: Return / Deepest Drawdown 5.91 6.09
Metrics calculated over the period 1 February 2024 - 31 January 2025
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Dedalo Three US Stocks Momentum
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 13.47 12.24
Infl. Adjusted Return (%) 8.81 7.64
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -30.16
Start to Recovery (months) 24 29
Longest Drawdown Depth (%) -25.03 -30.16
Start to Recovery (months) 24 29
Longest Negative Period (months) 30 38
RISK INDICATORS
Standard Deviation (%) 18.25 19.54
Sharpe Ratio 0.61 0.50
Sortino Ratio 0.80 0.70
Ulcer Index 9.06 14.43
Ratio: Return / Standard Deviation 0.74 0.63
Ratio: Return / Deepest Drawdown 0.54 0.41
Metrics calculated over the period 1 February 2020 - 31 January 2025
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Dedalo Three US Stocks Momentum
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.16 13.86
Infl. Adjusted Return (%) 8.77 10.42
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -30.16
Start to Recovery (months) 24 29
Longest Drawdown Depth (%) -25.03 -30.16
Start to Recovery (months) 24 29
Longest Negative Period (months) 30 38
RISK INDICATORS
Standard Deviation (%) 15.38 16.06
Sharpe Ratio 0.68 0.76
Sortino Ratio 0.91 1.04
Ulcer Index 7.01 10.58
Ratio: Return / Standard Deviation 0.79 0.86
Ratio: Return / Deepest Drawdown 0.49 0.46
Metrics calculated over the period 1 February 2015 - 31 January 2025
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Dedalo Three US Stocks Momentum
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.06 13.31
Infl. Adjusted Return (%) 7.33 10.51
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -53.85
Start to Recovery (months) 59 63
Longest Drawdown Depth (%) -44.69 -53.85
Start to Recovery (months) 65 63
Longest Negative Period (months) 137 126
RISK INDICATORS
Standard Deviation (%) 15.51 15.46
Sharpe Ratio 0.50 0.71
Sortino Ratio 0.65 0.94
Ulcer Index 14.63 16.18
Ratio: Return / Standard Deviation 0.65 0.86
Ratio: Return / Deepest Drawdown 0.19 0.25
Metrics calculated over the period 1 February 1995 - 31 January 2025
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Dedalo Three US Stocks Momentum
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.32 13.93
Infl. Adjusted Return (%) 8.21 10.74
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -53.85
Start to Recovery (months) 59 63
Longest Drawdown Depth (%) -44.69 -53.85
Start to Recovery (months) 65 63
Longest Negative Period (months) 137 126
RISK INDICATORS
Standard Deviation (%) 15.33 15.36
Sharpe Ratio 0.50 0.67
Sortino Ratio 0.67 0.90
Ulcer Index 12.72 14.19
Ratio: Return / Standard Deviation 0.74 0.91
Ratio: Return / Deepest Drawdown 0.22 0.26
Metrics calculated over the period 1 January 1982 - 31 January 2025
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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.

DRAWDOWN COMPARISON
Period: 1 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1982 - 31 January 2025 (~43 years)

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Dedalo Three US Stocks Momentum
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-53.85 63 Nov 2007
Jan 2013
-52.14 59 Nov 2007
Sep 2012
-44.69 65 Sep 2000
Jan 2006
-43.19 59 Sep 2000
Jul 2005
-30.16 29 Nov 2021
Mar 2024
-25.03 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-17.90 5 Feb 2020
Jun 2020
-17.27 5 Jul 1998
Nov 1998
-15.44 9 Oct 2018
Jun 2019
-13.86 7 Oct 2018
Apr 2019
-11.51 3 Aug 1998
Oct 1998
-10.24 14 Jun 2015
Jul 2016
-7.82 3 Sep 2020
Nov 2020
-7.78 10 Aug 2015
May 2016

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Dedalo Three US Stocks Momentum
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-53.85 63 Nov 2007
Jan 2013
-52.14 59 Nov 2007
Sep 2012
-44.69 65 Sep 2000
Jan 2006
-43.19 59 Sep 2000
Jul 2005
-30.55 23 Sep 1987
Jul 1989
-30.16 29 Nov 2021
Mar 2024
-28.32 20 Sep 1987
Apr 1989
-25.03 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-17.90 5 Feb 2020
Jun 2020
-17.64 9 Jun 1990
Feb 1991
-17.27 5 Jul 1998
Nov 1998
-15.44 9 Oct 2018
Jun 2019
-13.86 7 Oct 2018
Apr 2019
-12.56 8 Jun 1990
Jan 1991

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
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1982 - 31 January 2025 (~43 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 US Stocks Momentum
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
3.04 0.00 5.90 0.00
2024
21.62 -4.12 32.89 -5.47
2023
24.84 -9.28 9.15 -6.59
2022
-19.06 -25.03 -18.26 -26.94
2021
23.45 -4.36 13.37 -4.41
2020
19.70 -21.23 29.85 -17.90
2019
29.51 -6.31 27.26 -2.20
2018
-6.58 -13.86 -1.66 -15.44
2017
22.20 0.00 37.50 0.00
2016
11.53 -6.09 5.00 -5.03
2015
-0.31 -9.69 8.93 -7.78
2014
9.88 -3.55 14.61 -4.38
2013
30.30 -2.87 34.58 -2.81
2012
16.65 -7.77 14.94 -6.80
2011
-1.57 -18.86 5.93 -14.50
2010
16.12 -13.01 18.02 -12.13
2009
30.02 -18.21 17.45 -19.56
2008
-38.58 -39.39 -40.96 -41.23
2007
7.43 -4.72 17.64 -2.82
2006
17.68 -2.99 10.56 -3.64
2005
7.97 -3.59 19.14 -1.25
2004
14.03 -3.28 16.70 -2.66
2003
32.35 -3.73 25.99 -4.14
2002
-20.01 -26.98 -12.28 -22.85
2001
-12.52 -24.34 -17.35 -26.75
2000
-10.82 -15.16 -9.61 -13.35
1999
24.56 -5.78 40.42 -1.57
1998
23.06 -17.27 48.76 -11.51
1997
26.24 -5.13 36.86 -4.89
1996
18.59 -5.91 29.83 -3.81
1995
30.83 -1.31 42.32 -0.02
1994
1.59 -6.54 -1.09 -7.23
1993
14.86 -2.28 13.22 -2.14
1992
5.08 -2.85 4.32 -3.35
1991
28.61 -4.77 36.90 -4.00
1990
-9.23 -17.64 1.49 -12.56
1989
24.94 -3.57 42.76 -1.57
1988
19.28 -3.15 7.07 -5.33
1987
6.82 -28.32 2.34 -30.55
1986
23.00 -7.23 22.70 -7.79
1985
34.39 -3.95 32.38 -3.74
1984
3.23 -8.43 -0.83 -10.30
1983
22.81 -3.17 16.95 -3.61
1982
17.69 -12.44 30.44 -4.93
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with Lazy Portfolios and Passive Investing