Developed World ex-US Stocks Momentum vs Dedalo Invest Dedalo Three Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US Stocks Momentum Portfolio obtained a 5.00% compound annual return, with a 13.60% standard deviation, in the last 10 Years.

The Dedalo Invest Dedalo Three Portfolio obtained a 10.93% compound annual return, with a 15.22% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US Stocks Momentum Portfolio Dedalo Invest Dedalo Three Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
10 Years Stats Return +5.00% +10.93%
Std Dev 13.60% 15.22%
Max Drawdown -28.57% -25.03%
All time Stats
(Since Aug 2009)
Return +6.55% +12.60%
Std Dev 15.24% 15.03%
Max Drawdown -28.57% -25.03%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US Stocks Momentum Portfolio +5.40 +15.30 +20.62 +8.78 +5.00 +6.55
Dedalo Invest Dedalo Three Portfolio +5.06 +12.98 +26.71 +12.83 +10.93 +12.60
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.63$, with a total return of 62.90% (5.00% annualized).

Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since March 2014, now would be worth 2.82$, with a total return of 182.09% (10.93% annualized).

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.52$, with a total return of 152.39% (6.55% annualized).

Dedalo Invest Dedalo Three Portfolio: an investment of 1$, since August 2009, now would be worth 5.65$, with a total return of 464.75% (12.60% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US Stocks Momentum Portfolio
Dedalo Invest Dedalo Three Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-25.03% Jan 2022 Sep 2022 (9) Dec 2023 (24) 13.03
-21.23% Jan 2020 Mar 2020 (3) Jul 2020 (7) 9.48
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-13.86% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.55
-10.24% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.20
-6.31% May 2019 May 2019 (1) Jun 2019 (2) 3.64
-5.65% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.67
-5.28% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.13
-4.36% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.52
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-2.99% Dec 2014 Jan 2015 (2) Feb 2015 (3) 1.52
-2.47% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.24
-2.13% Oct 2016 Oct 2016 (1) Nov 2016 (2) 1.23
-2.09% Aug 2019 Aug 2019 (1) Oct 2019 (3) 1.05
-1.99% Mar 2014 Apr 2014 (2) May 2014 (3) 1.17
-1.92% Jul 2014 Jul 2014 (1) Aug 2014 (2) 1.11

Drawdown comparison chart since August 2009.

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Developed World ex-US Stocks Momentum Portfolio
Dedalo Invest Dedalo Three Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-26.91% May 2011 Sep 2011 (5) Apr 2013 (24) 14.61
-25.03% Jan 2022 Sep 2022 (9) Dec 2023 (24) 13.03
-21.23% Jan 2020 Mar 2020 (3) Jul 2020 (7) 9.48
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-18.86% May 2011 Sep 2011 (5) Mar 2012 (11) 8.39
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-14.08% Apr 2010 Jun 2010 (3) Sep 2010 (6) 8.07
-13.86% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.55
-13.01% May 2010 Jun 2010 (2) Oct 2010 (6) 7.53
-10.24% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.20
-7.77% Apr 2012 May 2012 (2) Sep 2012 (6) 3.46
-7.18% Jan 2010 Jan 2010 (1) Mar 2010 (3) 4.79
-6.52% May 2013 Jun 2013 (2) Sep 2013 (5) 4.30
-6.31% May 2019 May 2019 (1) Jun 2019 (2) 3.64
-5.65% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.67
-5.28% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.13
-5.15% Jan 2014 Jan 2014 (1) Jun 2014 (6) 2.47
-4.36% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.52

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
+8.63%
0.00%
+5.88%
0.00%
2023
+13.91%
-8.35%
+24.84%
-9.28%
2022
-16.80%
-28.32%
-19.06%
-25.03%
2021
+6.60%
-4.63%
+23.45%
-4.36%
2020
+22.16%
-15.97%
+19.70%
-21.23%
2019
+24.51%
-2.38%
+29.51%
-6.31%
2018
-14.30%
-19.22%
-6.58%
-13.86%
2017
+25.46%
-0.73%
+22.20%
0.00%
2016
+0.47%
-7.09%
+11.53%
-6.09%
2015
-1.60%
-12.26%
-0.31%
-9.69%
2014
-9.19%
-9.77%
+9.88%
-3.55%
2013
+22.20%
-6.52%
+30.30%
-2.87%
2012
+17.94%
-8.24%
+16.65%
-7.77%
2011
-14.36%
-26.91%
-1.57%
-18.86%
2010
+14.14%
-14.08%
+16.12%
-13.01%