Dedalo Invest Dedalo Three vs US Stocks Momentum Portfolio Comparison

Last Update: 31 March 2024

The Dedalo Invest Dedalo Three Portfolio obtained a 9.39% compound annual return, with a 15.40% standard deviation, in the last 30 Years.

The US Stocks Momentum Portfolio obtained a 12.95% compound annual return, with a 15.35% standard deviation, in the last 30 Years.

Summary

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Dedalo Invest Dedalo Three Portfolio US Stocks Momentum Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
30 Years Stats Return +9.39% +12.95%
Std Dev 15.40% 15.35%
Max Drawdown -52.73% -53.85%
All time Stats
(Since Jan 1982)
Return +10.81% +13.78%
Std Dev 15.30% 15.37%
Max Drawdown -52.73% -53.85%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Dedalo Invest Dedalo Three Portfolio +2.98 +22.01 +27.01 +13.20 +11.20 +9.39 +10.81
US Stocks Momentum Portfolio +2.91 +34.54 +36.11 +12.19 +13.40 +12.95 +13.78
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since April 1994, now would be worth 14.77$, with a total return of 1376.59% (9.39% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 38.63$, with a total return of 3762.72% (12.95% annualized).

Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since January 1982, now would be worth 76.44$, with a total return of 7544.04% (10.81% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 233.67$, with a total return of 23266.82% (13.78% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Dedalo Invest Dedalo Three Portfolio
US Stocks Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-53.85% Nov 2007 Feb 2009 (16) Jan 2013 (63) 26.01
-52.73% Nov 2007 Feb 2009 (16) Dec 2012 (62) 23.13
-45.07% Apr 2000 Sep 2002 (30) Apr 2006 (73) 24.01
-43.19% Sep 2000 Sep 2002 (25) Jul 2005 (59) 24.89
-30.16% Nov 2021 Sep 2022 (11) Mar 2024 (29) 20.09
-25.03% Jan 2022 Sep 2022 (9) Dec 2023 (24) 13.03
-21.23% Jan 2020 Mar 2020 (3) Jul 2020 (7) 9.48
-17.90% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.65
-16.58% Jul 1998 Aug 1998 (2) Nov 1998 (5) 8.71
-15.44% Oct 2018 Dec 2018 (3) Jun 2019 (9) 7.83
-13.86% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.55
-11.51% Aug 1998 Aug 1998 (1) Oct 1998 (3) 6.32
-10.24% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.20
-7.82% Sep 2020 Oct 2020 (2) Nov 2020 (3) 4.35
-7.78% Aug 2015 Sep 2015 (2) May 2016 (10) 3.71
-6.40% Jan 2000 Feb 2000 (2) Mar 2000 (3) 4.05
-6.31% May 2019 May 2019 (1) Jun 2019 (2) 3.64
-5.65% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.67
-5.40% Jun 1996 Jul 1996 (2) Sep 1996 (4) 2.78
-5.28% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.13

Drawdown comparison chart since January 1982.

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Dedalo Invest Dedalo Three Portfolio
US Stocks Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-53.85% Nov 2007 Feb 2009 (16) Jan 2013 (63) 26.01
-52.73% Nov 2007 Feb 2009 (16) Dec 2012 (62) 23.13
-45.07% Apr 2000 Sep 2002 (30) Apr 2006 (73) 24.01
-43.19% Sep 2000 Sep 2002 (25) Jul 2005 (59) 24.89
-30.55% Sep 1987 Nov 1987 (3) Jul 1989 (23) 18.49
-30.16% Nov 2021 Sep 2022 (11) Mar 2024 (29) 20.09
-28.32% Sep 1987 Nov 1987 (3) Apr 1989 (20) 14.33
-25.03% Jan 2022 Sep 2022 (9) Dec 2023 (24) 13.03
-21.23% Jan 2020 Mar 2020 (3) Jul 2020 (7) 9.48
-17.90% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.65
-16.81% Jan 1990 Sep 1990 (9) Feb 1991 (14) 8.69
-16.58% Jul 1998 Aug 1998 (2) Nov 1998 (5) 8.71
-15.44% Oct 2018 Dec 2018 (3) Jun 2019 (9) 7.83
-13.86% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.55
-12.56% Jun 1990 Sep 1990 (4) Jan 1991 (8) 7.07
-12.44% Jan 1982 Jul 1982 (7) Oct 1982 (10) 6.76
-12.00% Jul 1983 Jul 1984 (13) Jan 1985 (19) 5.40
-11.51% Aug 1998 Aug 1998 (1) Oct 1998 (3) 6.32
-10.24% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.20
-9.63% Jul 1983 May 1984 (11) Aug 1984 (14) 4.86

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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Year Return Drawdown Return Drawdown
2024
+9.04%
0.00%
+19.52%
0.00%
2023
+24.84%
-9.28%
+9.16%
-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
-38.95%
-40.28%
-40.96%
-41.23%
2007
+6.65%
-5.35%
+17.64%
-2.82%
2006
+16.62%
-3.54%
+10.56%
-3.64%
2005
+7.06%
-4.28%
+19.14%
-1.25%
2004
+12.94%
-3.65%
+16.70%
-2.66%
2003
+31.01%
-4.47%
+25.99%
-4.14%
2002
-20.48%
-26.93%
-12.28%
-22.85%
2001
-12.85%
-24.35%
-17.35%
-26.75%
2000
-11.93%
-15.88%
-9.61%
-13.35%
1999
+24.17%
-5.11%
+40.42%
-1.57%
1998
+22.27%
-16.58%
+48.76%
-11.51%
1997
+25.58%
-4.71%
+36.86%
-4.89%
1996
+17.95%
-5.40%
+29.83%
-3.81%
1995
+30.12%
-1.35%
+42.32%
-0.02%
1994
+0.74%
-6.46%
-1.09%
-7.23%
1993
+14.07%
-2.83%
+13.22%
-2.14%
1992
+4.36%
-3.17%
+4.32%
-3.35%
1991
+27.75%
-5.00%
+36.90%
-4.00%
1990
-9.84%
-16.81%
+1.49%
-12.56%
1989
+24.23%
-2.98%
+42.76%
-1.57%
1988
+18.48%
-3.64%
+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%