Pinwheel Portfolio
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.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Pinwheel Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Oct 22, 2012, corresponding to the inception date of IEFA
Returns By Period
As of Nov 20, 2024, the Pinwheel Portfolio returned 11.65% Year-To-Date and 6.55% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| Pinwheel Portfolio | 11.64% | -0.80% | 7.25% | 19.12% | 7.32% | 6.55% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 24.70% | 1.68% | 12.42% | 32.52% | 14.95% | 12.63% |
IEFA iShares Core MSCI EAFE ETF | 4.06% | -4.64% | -2.46% | 10.80% | 5.43% | 5.18% |
USRT iShares Core U.S. REIT ETF | 14.20% | 0.31% | 17.38% | 28.99% | 5.50% | 6.50% |
SLYV SPDR S&P 600 Small Cap Value ETF | 10.08% | 4.60% | 12.31% | 26.45% | 9.60% | 8.65% |
IEMG iShares Core MSCI Emerging Markets ETF | 8.35% | -4.77% | 1.02% | 12.58% | 3.88% | 3.32% |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.51% | -0.92% | 2.84% | 4.83% | -0.21% | 1.13% |
VGSH Vanguard Short-Term Treasury ETF | 3.44% | -0.13% | 2.95% | 5.04% | 1.28% | 1.27% |
IAU iShares Gold Trust | 28.18% | -2.63% | 11.20% | 32.25% | 12.48% | 8.03% |
Monthly Returns
The table below presents the monthly returns of Pinwheel Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.60% | 1.89% | 2.88% | -2.86% | 3.24% | 0.75% | 3.98% | 2.18% | 2.25% | -1.84% | 11.64% | ||
| 2023 | 7.06% | -3.42% | 1.46% | 0.65% | -1.92% | 3.25% | 2.88% | -2.58% | -3.99% | -1.85% | 6.70% | 5.52% | 13.69% |
| 2022 | -3.52% | -0.94% | 0.69% | -4.87% | -0.62% | -5.37% | 4.50% | -3.74% | -7.78% | 3.80% | 6.74% | -2.69% | -13.89% |
| 2021 | 0.39% | 1.93% | 1.95% | 3.23% | 2.14% | -0.09% | 0.55% | 1.23% | -2.99% | 2.98% | -1.64% | 3.39% | 13.67% |
| 2020 | -0.63% | -4.54% | -10.61% | 7.01% | 2.65% | 2.66% | 4.12% | 2.68% | -2.39% | -0.85% | 7.92% | 4.24% | 11.28% |
| 2019 | 6.60% | 1.35% | 0.71% | 1.57% | -2.91% | 4.38% | 0.01% | 0.26% | 1.38% | 2.03% | 0.37% | 2.29% | 19.25% |
| 2018 | 1.97% | -3.72% | 0.54% | 0.13% | 1.18% | -0.12% | 1.25% | 0.61% | -0.87% | -4.46% | 1.83% | -3.91% | -5.71% |
| 2017 | 1.92% | 2.00% | 0.46% | 1.14% | 0.69% | 0.63% | 1.84% | 0.49% | 1.09% | 0.70% | 1.34% | 0.91% | 14.02% |
| 2016 | -2.53% | 0.95% | 5.47% | 0.76% | -0.30% | 2.32% | 3.03% | -0.68% | 0.65% | -2.46% | -0.10% | 1.44% | 8.61% |
| 2015 | 1.35% | 1.35% | -0.31% | 0.36% | 0.00% | -1.85% | -0.11% | -3.80% | -1.24% | 4.52% | -0.75% | -1.12% | -1.81% |
| 2014 | -1.24% | 3.87% | 0.04% | 0.67% | 1.27% | 1.87% | -1.52% | 2.15% | -3.83% | 2.30% | 0.91% | -0.49% | 5.93% |
| 2013 | 2.35% | -0.21% | 1.69% | 1.48% | -2.07% | -2.71% | 3.39% | -1.85% | 3.25% | 2.58% | -0.58% | 0.47% | 7.80% |
Expense Ratio
Pinwheel Portfolio has an expense ratio of 0.09%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Pinwheel Portfolio is 45, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.57 | 3.45 | 1.47 | 3.75 | 16.43 |
IEFA iShares Core MSCI EAFE ETF | 0.81 | 1.19 | 1.14 | 1.19 | 3.70 |
USRT iShares Core U.S. REIT ETF | 1.73 | 2.43 | 1.30 | 1.18 | 7.92 |
SLYV SPDR S&P 600 Small Cap Value ETF | 1.17 | 1.79 | 1.21 | 1.56 | 5.27 |
IEMG iShares Core MSCI Emerging Markets ETF | 0.79 | 1.20 | 1.15 | 0.47 | 3.79 |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.01 | 1.49 | 1.18 | 0.38 | 2.96 |
VGSH Vanguard Short-Term Treasury ETF | 2.75 | 4.39 | 1.58 | 2.50 | 13.78 |
IAU iShares Gold Trust | 2.27 | 3.02 | 1.39 | 4.14 | 13.43 |
Dividends
Dividend yield
Pinwheel Portfolio provided a 2.52% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.52% | 2.41% | 1.97% | 1.84% | 1.80% | 2.29% | 2.65% | 2.30% | 2.11% | 2.46% | 2.51% | 1.77% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
IEFA iShares Core MSCI EAFE ETF | 3.17% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% | 2.16% |
USRT iShares Core U.S. REIT ETF | 2.76% | 3.18% | 3.47% | 2.27% | 3.12% | 3.34% | 5.66% | 3.43% | 3.98% | 3.59% | 3.46% | 3.84% |
SLYV SPDR S&P 600 Small Cap Value ETF | 2.16% | 2.11% | 1.47% | 1.94% | 1.40% | 1.66% | 2.14% | 5.53% | 2.18% | 6.55% | 7.50% | 1.58% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.74% | 2.89% | 2.70% | 3.06% | 1.87% | 3.15% | 2.76% | 2.34% | 2.28% | 2.52% | 2.30% | 1.76% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.57% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
VGSH Vanguard Short-Term Treasury ETF | 4.15% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% | 0.34% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Pinwheel Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Pinwheel Portfolio was 23.65%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current Pinwheel Portfolio drawdown is 1.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.65% | Feb 21, 2020 | 22 | Mar 23, 2020 | 97 | Aug 10, 2020 | 119 |
| -21.05% | Nov 16, 2021 | 230 | Oct 14, 2022 | 363 | Mar 27, 2024 | 593 |
| -11.53% | Apr 29, 2015 | 184 | Jan 20, 2016 | 108 | Jun 23, 2016 | 292 |
| -11.2% | Jan 29, 2018 | 229 | Dec 24, 2018 | 66 | Apr 1, 2019 | 295 |
| -7.8% | May 22, 2013 | 23 | Jun 24, 2013 | 60 | Sep 18, 2013 | 83 |
Volatility
Volatility Chart
The current Pinwheel Portfolio volatility is 2.32%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| IAU | VGSH | VGIT | USRT | IEMG | SLYV | IEFA | VTI | |
|---|---|---|---|---|---|---|---|---|
| IAU | 1.00 | 0.36 | 0.39 | 0.10 | 0.16 | 0.00 | 0.13 | 0.01 |
| VGSH | 0.36 | 1.00 | 0.79 | 0.11 | -0.06 | -0.13 | -0.06 | -0.13 |
| VGIT | 0.39 | 0.79 | 1.00 | 0.11 | -0.10 | -0.19 | -0.11 | -0.18 |
| USRT | 0.10 | 0.11 | 0.11 | 1.00 | 0.42 | 0.56 | 0.51 | 0.59 |
| IEMG | 0.16 | -0.06 | -0.10 | 0.42 | 1.00 | 0.58 | 0.79 | 0.70 |
| SLYV | 0.00 | -0.13 | -0.19 | 0.56 | 0.58 | 1.00 | 0.69 | 0.80 |
| IEFA | 0.13 | -0.06 | -0.11 | 0.51 | 0.79 | 0.69 | 1.00 | 0.81 |
| VTI | 0.01 | -0.13 | -0.18 | 0.59 | 0.70 | 0.80 | 0.81 | 1.00 |