Dedalo Invest Dedalo Three vs US Stocks Quality Portfolio Comparison

Period: January 1976 - September 2024 (~49 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Dedalo Invest Dedalo Three Portfolio
1.00$
Initial Capital
October 1994
17.22$
Final Capital
September 2024
9.95%
Yearly Return
15.48
Std Deviation
-52.14%
Max Drawdown
59 months
Recovery Period
US Stocks Quality Portfolio
1.00$
Initial Capital
October 1994
30.64$
Final Capital
September 2024
12.08%
Yearly Return
15.09
Std Deviation
-46.25%
Max Drawdown
40 months
Recovery Period
Dedalo Invest Dedalo Three Portfolio
1.00$
Initial Capital
January 1976
199.29$
Final Capital
September 2024
11.47%
Yearly Return
15.30
Std Deviation
-52.14%
Max Drawdown
59 months
Recovery Period
US Stocks Quality Portfolio
1.00$
Initial Capital
January 1976
318.66$
Final Capital
September 2024
12.55%
Yearly Return
15.02
Std Deviation
-46.25%
Max Drawdown
40 months
Recovery Period

The Dedalo Invest Dedalo Three Portfolio obtained a 9.95% compound annual return, with a 15.48% standard deviation, in the last 30 Years.

The US Stocks Quality Portfolio obtained a 12.08% compound annual return, with a 15.09% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1976 - 30 September 2024 (~49 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
Dedalo Three
Dedalo Invest 		19.75 2.08 9.55 34.00 14.27 11.80 9.95 11.47
US Stocks Quality 22.76 1.16 9.65 37.56 15.81 13.46 12.08 12.55
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since October 1994, now would be worth 17.22$, with a total return of 1622.15% (9.95% annualized).

US Stocks Quality Portfolio: an investment of 1$, since October 1994, now would be worth 30.64$, with a total return of 2963.60% (12.08% annualized).


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Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since January 1976, now would be worth 199.29$, with a total return of 19829.48% (11.47% annualized).

US Stocks Quality Portfolio: an investment of 1$, since January 1976, now would be worth 318.66$, with a total return of 31765.91% (12.55% annualized).


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Metrics as of Sep 30, 2024

The following metrics, updated as of 30 September 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1976 - 30 September 2024 (~49 years)
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Dedalo Three US Stocks Quality
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 34.00 37.56
Infl. Adjusted Return (%) 31.09 34.57
DRAWDOWN
Deepest Drawdown Depth (%) -4.12 -4.50
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.73 -1.48
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 11.85 11.80
Sharpe Ratio 2.42 2.73
Sortino Ratio 3.30 3.65
Ulcer Index 1.37 1.31
Ratio: Return / Standard Deviation 2.87 3.18
Ratio: Return / Deepest Drawdown 8.26 8.35
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Dedalo Three US Stocks Quality
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.27 15.81
Infl. Adjusted Return (%) 9.73 11.21
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -27.78
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -25.03 -27.78
Start to Recovery (months) 24 24
Longest Negative Period (months) 30 27
RISK INDICATORS
Standard Deviation (%) 18.04 18.64
Sharpe Ratio 0.67 0.73
Sortino Ratio 0.88 0.96
Ulcer Index 9.09 9.53
Ratio: Return / Standard Deviation 0.79 0.85
Ratio: Return / Deepest Drawdown 0.57 0.57
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Dedalo Three US Stocks Quality
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.80 13.46
Infl. Adjusted Return (%) 8.71 10.33
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -27.78
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -25.03 -27.78
Start to Recovery (months) 24 24
Longest Negative Period (months) 30 27
RISK INDICATORS
Standard Deviation (%) 15.28 15.57
Sharpe Ratio 0.67 0.77
Sortino Ratio 0.90 1.03
Ulcer Index 7.01 7.16
Ratio: Return / Standard Deviation 0.77 0.86
Ratio: Return / Deepest Drawdown 0.47 0.48
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Dedalo Three US Stocks Quality
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.95 12.08
Infl. Adjusted Return (%) 7.26 9.34
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -46.25
Start to Recovery (months) 59 40
Longest Drawdown Depth (%) -44.69 -43.01
Start to Recovery (months) 65 77
Longest Negative Period (months) 137 130
RISK INDICATORS
Standard Deviation (%) 15.48 15.09
Sharpe Ratio 0.49 0.65
Sortino Ratio 0.65 0.86
Ulcer Index 14.63 13.77
Ratio: Return / Standard Deviation 0.64 0.80
Ratio: Return / Deepest Drawdown 0.19 0.26
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Dedalo Three US Stocks Quality
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.47 12.55
Infl. Adjusted Return (%) 7.58 8.62
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -46.25
Start to Recovery (months) 59 40
Longest Drawdown Depth (%) -44.69 -43.01
Start to Recovery (months) 65 77
Longest Negative Period (months) 137 130
RISK INDICATORS
Standard Deviation (%) 15.30 15.02
Sharpe Ratio 0.47 0.55
Sortino Ratio 0.63 0.75
Ulcer Index 12.14 11.70
Ratio: Return / Standard Deviation 0.75 0.84
Ratio: Return / Deepest Drawdown 0.22 0.27
Metrics calculated over the period 1 January 1976 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1976 - 30 September 2024 (~49 years)

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Dedalo Three US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.14 59 Nov 2007
Sep 2012
-46.25 40 Nov 2007
Feb 2011
-44.69 65 Sep 2000
Jan 2006
-43.01 77 Sep 2000
Jan 2007
-27.78 24 Jan 2022
Dec 2023
-25.03 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-19.34 7 Jan 2020
Jul 2020
-17.27 5 Jul 1998
Nov 1998
-14.61 7 Oct 2018
Apr 2019
-13.90 9 May 2011
Jan 2012
-13.86 7 Oct 2018
Apr 2019
-12.07 4 Jul 1998
Oct 1998
-10.24 14 Jun 2015
Jul 2016
-7.51 5 Apr 2000
Aug 2000

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Dedalo Three US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.14 59 Nov 2007
Sep 2012
-46.25 40 Nov 2007
Feb 2011
-44.69 65 Sep 2000
Jan 2006
-43.01 77 Sep 2000
Jan 2007
-29.94 21 Sep 1987
May 1989
-28.32 20 Sep 1987
Apr 1989
-27.78 24 Jan 2022
Dec 2023
-25.03 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-19.34 7 Jan 2020
Jul 2020
-18.81 23 Dec 1980
Oct 1982
-18.54 23 Dec 1980
Oct 1982
-17.76 27 Jan 1977
Mar 1979
-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 1976 - 30 September 2024 (~49 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 Quality
Year Return Drawdown Return Drawdown
2024
 19.75% -4.12% 22.76% -4.50%
2023
 24.84% -9.28% 30.88% -6.88%
2022
 -19.06% -25.03% -20.49% -27.78%
2021
 23.45% -4.36% 26.93% -6.45%
2020
 19.70% -21.23% 17.03% -19.34%
2019
 29.51% -6.31% 33.89% -6.58%
2018
 -6.58% -13.86% -5.68% -14.61%
2017
 22.20% 0.00% 22.27% -0.04%
2016
 11.53% -6.09% 9.21% -4.62%
2015
 -0.31% -9.69% 5.46% -6.64%
2014
 9.88% -3.55% 11.62% -4.19%
2013
 30.30% -2.87% 34.11% -2.85%
2012
 16.65% -7.77% 12.59% -7.19%
2011
 -1.57% -18.86% 7.32% -13.90%
2010
 16.12% -13.01% 14.04% -12.90%
2009
 30.02% -18.21% 24.74% -18.35%
2008
 -38.58% -39.39% -31.36% -32.42%
2007
 7.43% -4.72% 9.91% -4.10%
2006
 17.68% -2.99% 12.62% -3.30%
2005
 7.97% -3.59% 5.28% -3.71%
2004
 14.03% -3.28% 8.51% -3.83%
2003
 32.35% -3.73% 23.58% -4.72%
2002
 -20.01% -26.98% -21.34% -27.87%
2001
 -12.52% -24.34% -10.47% -22.22%
2000
 -10.82% -15.16% -6.78% -12.22%
1999
 24.56% -5.78% 26.24% -4.34%
1998
 23.06% -17.27% 45.30% -12.07%
1997
 26.24% -5.13% 32.95% -5.23%
1996
 18.59% -5.91% 30.34% -3.76%
1995
 30.83% -1.31% 39.91% -0.17%
1994
 1.59% -6.54% 5.81% -6.09%
1993
 14.86% -2.28% -1.84% -3.85%
1992
 5.08% -2.85% 2.36% -3.83%
1991
 28.61% -4.77% 42.31% -3.57%
1990
 -9.23% -17.64% 3.83% -11.84%
1989
 24.94% -3.57% 36.63% -2.05%
1988
 19.28% -3.15% 15.66% -3.85%
1987
 6.82% -28.32% 4.18% -29.94%
1986
 23.00% -7.23% 24.86% -7.56%
1985
 34.39% -3.95% 33.09% -3.58%
1984
 3.23% -8.43% 8.49% -5.91%
1983
 22.81% -3.17% 16.46% -3.65%
1982
 17.69% -12.44% 19.76% -10.30%
1981
 -3.92% -12.31% -6.60% -13.09%
1980
 31.48% -11.45% 36.68% -9.37%
1979
 20.74% -7.20% 14.27% -7.04%
1978
 11.35% -10.24% 6.16% -9.35%
1977
 -1.78% -6.78% -11.04% -14.07%
1976
 22.91% -2.35% 16.99% -3.07%