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Pinwheel Portfolio

Last updated Dec 3, 2022

The Pinwheel Portfolio is a lazy portfolio created by Tyler from PortfolioCharts.com. It uses all four equally-weighted core asset classes: U.S. stocks, international stocks, bonds, and real estate. Each asset class is then enhanced with a performance tilt to optimize performance and reduce volatility and risk.

Expense Ratio

Rank 29 of 54

0.09%
0.00%0.94%
Dividend Yield

Rank 15 of 54

2.43%
0.00%4.45%
10Y Annualized Return

Rank 42 of 54

6.30%
3.67%55.26%
Sharpe Ratio

Rank 23 of 54

-0.54
-1.010.60
Maximum Drawdown

Rank 21 of 54

-28.78%
-91.88%-19.55%

Pinwheel PortfolioAsset Allocation


Pinwheel PortfolioPerformance

The chart shows the growth of $10,000 invested in Pinwheel Portfolio in Oct 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,888 for a total return of roughly 78.88%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-2.14%
-1.20%
Pinwheel Portfolio
Benchmark (^GSPC)
Portfolio components

Pinwheel PortfolioReturns

As of Dec 3, 2022, the Pinwheel Portfolio returned -12.53% Year-To-Date and 6.30% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark5.59%-2.52%-14.57%-9.78%9.04%11.20%
Pinwheel Portfolio6.76%-3.15%-11.20%-7.59%5.00%5.99%
VTI
Vanguard Total Stock Market ETF
5.46%-1.68%-14.55%-10.04%10.30%12.95%
IEFA
iShares Core MSCI EAFE ETF
13.24%-2.42%-12.94%-8.65%2.43%5.57%
USRT
iShares Core U.S. REIT ETF
5.41%-8.53%-20.81%-12.38%4.52%6.79%
SLYV
SPDR S&P 600 Small Cap Value ETF
3.46%-0.52%-4.81%0.50%6.74%11.38%
IEMG
iShares Core MSCI Emerging Markets ETF
13.00%-7.30%-17.74%-16.42%0.13%2.29%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.51%-2.02%-9.12%-9.63%0.48%0.79%
VGSH
Vanguard Short-Term Treasury ETF
0.97%-1.25%-3.80%-4.00%0.69%0.60%
IAU
iShares Gold Trust
9.04%-3.94%-1.98%0.83%6.86%0.26%

Pinwheel PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Pinwheel Portfolio Sharpe ratio is -0.54. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.50-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-0.59
-0.46
Pinwheel Portfolio
Benchmark (^GSPC)
Portfolio components

Pinwheel PortfolioDividends

Pinwheel Portfolio granted a 2.43% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

2.43%1.87%1.87%2.44%2.91%2.59%2.46%2.94%3.11%2.27%2.02%1.87%2.09%

Pinwheel PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-11.57%
-15.11%
Pinwheel Portfolio
Benchmark (^GSPC)
Portfolio components

Pinwheel PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Pinwheel Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Pinwheel Portfolio is 23.65%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.65%Feb 21, 202022Mar 23, 202097Aug 10, 2020119
-21.05%Nov 16, 2021230Oct 14, 2022
-11.53%Apr 29, 2015184Jan 20, 2016108Jun 23, 2016292
-11.2%Jan 29, 2018229Dec 24, 201866Apr 1, 2019295
-7.8%May 22, 201323Jun 24, 201360Sep 18, 201383
-5.51%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-5.31%Sep 8, 201426Oct 13, 201466Jan 16, 201592
-4.79%Sep 8, 201642Nov 4, 201654Jan 25, 201796
-4.75%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-3.8%Sep 7, 202118Sep 30, 202124Nov 3, 202142

Pinwheel PortfolioVolatility Chart

Current Pinwheel Portfolio volatility is 13.62%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
12.75%
20.47%
Pinwheel Portfolio
Benchmark (^GSPC)
Portfolio components