Dedalo Invest Dedalo Three vs US Stocks Portfolio Comparison

Period: January 1970 - September 2024 (~55 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 Portfolio
1.00$
Initial Capital
October 1994
20.97$
Final Capital
September 2024
10.68%
Yearly Return
15.54
Std Deviation
-50.84%
Max Drawdown
53 months
Recovery Period
Dedalo Invest Dedalo Three Portfolio
1.00$
Initial Capital
January 1970
239.58$
Final Capital
September 2024
10.52%
Yearly Return
15.61
Std Deviation
-52.14%
Max Drawdown
59 months
Recovery Period
US Stocks Portfolio
1.00$
Initial Capital
January 1970
275.68$
Final Capital
September 2024
10.81%
Yearly Return
15.70
Std Deviation
-50.84%
Max Drawdown
53 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 Portfolio obtained a 10.68% compound annual return, with a 15.54% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1970 - 30 September 2024 (~55 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~55Y)
Dedalo Three
Dedalo Invest 		19.75 2.08 9.55 34.00 14.27 11.80 9.95 10.52
US Stocks 20.58 2.03 9.67 35.24 15.18 12.78 10.68 10.81
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 Portfolio: an investment of 1$, since October 1994, now would be worth 20.97$, with a total return of 1997.12% (10.68% annualized).


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Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since January 1970, now would be worth 239.58$, with a total return of 23857.61% (10.52% annualized).

US Stocks Portfolio: an investment of 1$, since January 1970, now would be worth 275.68$, with a total return of 27468.30% (10.81% 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 1970 - 30 September 2024 (~55 years)
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Dedalo Three US Stocks
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 34.00 35.24
Infl. Adjusted Return (%) 30.85 32.06
DRAWDOWN
Deepest Drawdown Depth (%) -4.12 -4.34
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.73 -2.65
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 11.85 12.05
Sharpe Ratio 2.42 2.48
Sortino Ratio 3.30 3.36
Ulcer Index 1.37 1.41
Ratio: Return / Standard Deviation 2.87 2.92
Ratio: Return / Deepest Drawdown 8.26 8.11
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Dedalo Three US Stocks
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.27 15.18
Infl. Adjusted Return (%) 9.69 10.56
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -24.81
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -25.03 -24.81
Start to Recovery (months) 24 24
Longest Negative Period (months) 30 30
RISK INDICATORS
Standard Deviation (%) 18.04 18.37
Sharpe Ratio 0.67 0.71
Sortino Ratio 0.88 0.93
Ulcer Index 9.09 9.10
Ratio: Return / Standard Deviation 0.79 0.83
Ratio: Return / Deepest Drawdown 0.57 0.61
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Dedalo Three US Stocks
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.80 12.78
Infl. Adjusted Return (%) 8.69 9.65
DRAWDOWN
Deepest Drawdown Depth (%) -25.03 -24.81
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -25.03 -24.81
Start to Recovery (months) 24 24
Longest Negative Period (months) 30 30
RISK INDICATORS
Standard Deviation (%) 15.28 15.56
Sharpe Ratio 0.67 0.73
Sortino Ratio 0.90 0.96
Ulcer Index 7.01 6.95
Ratio: Return / Standard Deviation 0.77 0.82
Ratio: Return / Deepest Drawdown 0.47 0.52
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Dedalo Three US Stocks
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.95 10.68
Infl. Adjusted Return (%) 7.25 7.96
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -50.84
Start to Recovery (months) 59 53
Longest Drawdown Depth (%) -44.69 -43.94
Start to Recovery (months) 65 67
Longest Negative Period (months) 137 139
RISK INDICATORS
Standard Deviation (%) 15.48 15.54
Sharpe Ratio 0.49 0.54
Sortino Ratio 0.65 0.70
Ulcer Index 14.63 14.30
Ratio: Return / Standard Deviation 0.64 0.69
Ratio: Return / Deepest Drawdown 0.19 0.21
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Dedalo Three US Stocks
Author Dedalo Invest
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.52 10.81
Infl. Adjusted Return (%) 6.32 6.60
DRAWDOWN
Deepest Drawdown Depth (%) -52.14 -50.84
Start to Recovery (months) 59 53
Longest Drawdown Depth (%) -44.69 -43.94
Start to Recovery (months) 65 67
Longest Negative Period (months) 137 139
RISK INDICATORS
Standard Deviation (%) 15.61 15.70
Sharpe Ratio 0.39 0.41
Sortino Ratio 0.52 0.54
Ulcer Index 12.72 12.68
Ratio: Return / Standard Deviation 0.67 0.69
Ratio: Return / Deepest Drawdown 0.20 0.21
Metrics calculated over the period 1 January 1970 - 30 September 2024

Drawdowns

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

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Dedalo Three US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.14 59 Nov 2007
Sep 2012
-50.84 53 Nov 2007
Mar 2012
-44.69 65 Sep 2000
Jan 2006
-43.94 67 Sep 2000
Mar 2006
-25.03 24 Jan 2022
Dec 2023
-24.81 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-20.84 7 Jan 2020
Jul 2020
-17.57 5 Jul 1998
Nov 1998
-17.27 5 Jul 1998
Nov 1998
-14.20 7 Oct 2018
Apr 2019
-13.86 7 Oct 2018
Apr 2019
-10.24 14 Jun 2015
Jul 2016
-8.84 12 Jun 2015
May 2016
-8.44 5 Apr 2000
Aug 2000

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Dedalo Three US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.14 59 Nov 2007
Sep 2012
-50.84 53 Nov 2007
Mar 2012
-45.86 48 Jan 1973
Dec 1976
-44.80 48 Jan 1973
Dec 1976
-44.69 65 Sep 2000
Jan 2006
-43.94 67 Sep 2000
Mar 2006
-29.34 21 Sep 1987
May 1989
-28.32 20 Sep 1987
Apr 1989
-25.03 24 Jan 2022
Dec 2023
-24.81 24 Jan 2022
Dec 2023
-21.23 7 Jan 2020
Jul 2020
-20.84 7 Jan 2020
Jul 2020
-20.09 12 Jan 1970
Dec 1970
-19.06 12 Jan 1970
Dec 1970
-18.81 23 Dec 1980
Oct 1982

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 - 30 September 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 US Stocks
Year Return Drawdown Return Drawdown
2024
 19.75% -4.12% 20.58% -4.34%
2023
 24.84% -9.28% 26.05% -9.11%
2022
 -19.06% -25.03% -19.51% -24.81%
2021
 23.45% -4.36% 25.67% -4.46%
2020
 19.70% -21.23% 21.03% -20.84%
2019
 29.51% -6.31% 30.67% -6.45%
2018
 -6.58% -13.86% -5.21% -14.20%
2017
 22.20% 0.00% 21.21% 0.00%
2016
 11.53% -6.09% 12.83% -5.73%
2015
 -0.31% -9.69% 0.36% -8.84%
2014
 9.88% -3.55% 12.54% -3.17%
2013
 30.30% -2.87% 33.45% -3.03%
2012
 16.65% -7.77% 16.45% -6.82%
2011
 -1.57% -18.86% 0.97% -17.58%
2010
 16.12% -13.01% 17.42% -13.26%
2009
 30.02% -18.21% 28.89% -17.72%
2008
 -38.58% -39.39% -36.98% -38.08%
2007
 7.43% -4.72% 5.37% -5.23%
2006
 17.68% -2.99% 15.69% -3.22%
2005
 7.97% -3.59% 6.31% -4.48%
2004
 14.03% -3.28% 12.79% -3.56%
2003
 32.35% -3.73% 30.75% -4.27%
2002
 -20.01% -26.98% -20.47% -27.18%
2001
 -12.52% -24.34% -10.97% -23.65%
2000
 -10.82% -15.16% -10.57% -15.87%
1999
 24.56% -5.78% 23.81% -6.42%
1998
 23.06% -17.27% 23.26% -17.57%
1997
 26.24% -5.13% 30.99% -4.56%
1996
 18.59% -5.91% 20.96% -6.17%
1995
 30.83% -1.31% 35.79% -1.17%
1994
 1.59% -6.54% -0.17% -7.43%
1993
 14.86% -2.28% 10.62% -2.77%
1992
 5.08% -2.85% 9.11% -2.40%
1991
 28.61% -4.77% 32.39% -4.47%
1990
 -9.23% -17.64% -6.08% -16.20%
1989
 24.94% -3.57% 28.12% -3.05%
1988
 19.28% -3.15% 17.32% -3.42%
1987
 6.82% -28.32% 2.61% -29.34%
1986
 23.00% -7.23% 14.57% -7.92%
1985
 34.39% -3.95% 31.27% -4.77%
1984
 3.23% -8.43% 2.19% -9.02%
1983
 22.81% -3.17% 22.66% -4.00%
1982
 17.69% -12.44% 20.50% -11.21%
1981
 -3.92% -12.31% -4.15% -12.79%
1980
 31.48% -11.45% 33.15% -11.98%
1979
 20.74% -7.20% 24.25% -7.22%
1978
 11.35% -10.24% 8.45% -11.64%
1977
 -1.78% -6.78% -3.36% -8.29%
1976
 22.91% -2.35% 26.47% -2.10%
1975
 36.78% -11.94% 37.82% -11.74%
1974
 -26.84% -33.45% -27.81% -34.15%
1973
 -17.11% -18.23% -18.18% -19.22%
1972
 19.37% -2.07% 17.62% -2.45%
1971
 18.17% -6.41% 17.63% -6.54%
1970
 2.73% -20.09% 4.79% -19.06%