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Pinwheel Portfolio

Last updated Mar 25, 2023

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 30 of 55

0.09%
0.00%0.94%
Dividend Yield

Rank 34 of 55

2.25%
0.00%4.38%
10Y Annualized Return

Rank 42 of 55

5.39%
2.63%52.74%
Sharpe Ratio

Rank 32 of 55

-0.50
-0.920.71
Maximum Drawdown

Rank 12 of 55

-23.65%
-82.98%-16.15%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in Pinwheel Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,786 for a total return of roughly 77.86%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


50.00%100.00%150.00%200.00%NovemberDecember2023FebruaryMarch
77.86%
177.41%
Pinwheel Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 25, 2023, the Pinwheel Portfolio returned 2.56% Year-To-Date and 5.39% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.19%3.59%7.70%-12.45%8.78%9.76%
Pinwheel Portfolio-0.66%2.54%8.76%-8.14%5.13%5.33%
VTI
Vanguard Total Stock Market ETF
-0.63%3.68%8.10%-11.95%9.89%11.33%
IEFA
iShares Core MSCI EAFE ETF
0.36%5.37%22.03%-4.36%2.97%4.95%
USRT
iShares Core U.S. REIT ETF
-8.07%-2.98%-1.61%-22.32%5.30%4.96%
SLYV
SPDR S&P 600 Small Cap Value ETF
-8.97%-0.07%8.72%-10.62%5.83%9.05%
IEMG
iShares Core MSCI Emerging Markets ETF
0.36%1.95%8.80%-11.88%-1.06%1.84%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.11%2.69%3.31%-2.37%0.99%0.92%
VGSH
Vanguard Short-Term Treasury ETF
1.76%1.68%2.38%0.30%1.06%0.75%
IAU
iShares Gold Trust
8.13%7.31%19.05%-0.11%7.63%1.85%

Sharpe 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 -0.50. 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.


-1.40-1.20-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.54
-0.52
Pinwheel Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Pinwheel Portfolio granted a 2.24% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

2.24%1.97%1.89%1.89%2.46%2.94%2.62%2.49%2.97%3.14%2.30%2.04%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-12.07%
-17.08%
Pinwheel Portfolio
Benchmark (^GSPC)
Portfolio components

Worst 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

Volatility Chart

Current Pinwheel Portfolio volatility is 23.87%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2023FebruaryMarch
8.07%
17.88%
Pinwheel Portfolio
Benchmark (^GSPC)
Portfolio components