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Pinwheel Portfolio

Last updated Aug 13, 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 30 of 54

0.09%
0.00%0.94%
Dividend Yield

Rank 23 of 54

2.13%
0.00%4.34%
10Y Annualized Return

Rank 43 of 54

6.87%
4.13%64.70%
Sharpe Ratio

Rank 28 of 54

-0.38
-0.980.14
Maximum Drawdown

Rank 21 of 54

-28.78%
-91.88%-17.74%

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 $18,488 for a total return of roughly 84.88%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-4.00%
-2.76%
Pinwheel Portfolio
Benchmark (^GSPC)
Portfolio components

Pinwheel PortfolioReturns

As of Aug 13, 2022, the Pinwheel Portfolio returned -8.99% Year-To-Date and 6.87% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark12.08%-4.97%-10.20%-3.65%11.89%11.82%
Pinwheel Portfolio7.54%-4.79%-8.22%-5.85%6.69%6.48%
VTI
Vanguard Total Stock Market ETF
12.82%-4.78%-10.34%-4.99%13.37%13.68%
IEFA
iShares Core MSCI EAFE ETF
9.23%-11.26%-13.70%-14.69%3.51%5.68%
USRT
iShares Core U.S. REIT ETF
11.84%-1.72%-10.50%0.87%8.02%8.14%
SLYV
SPDR S&P 600 Small Cap Value ETF
13.50%0.75%-3.11%-1.07%9.97%12.00%
IEMG
iShares Core MSCI Emerging Markets ETF
6.06%-15.49%-14.79%-18.38%2.28%2.70%
VGIT
Vanguard Intermediate-Term Treasury ETF
0.57%-3.65%-6.84%-8.16%0.79%1.18%
VGSH
Vanguard Short-Term Treasury ETF
-0.06%-1.58%-3.12%-3.68%0.77%0.70%
IAU
iShares Gold Trust
4.39%-1.50%-1.72%2.49%6.72%0.21%

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 -0.38. 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.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.49
-0.20
Pinwheel Portfolio
Benchmark (^GSPC)
Portfolio components

Pinwheel PortfolioDividends

Pinwheel Portfolio granted a 2.13% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

2.13%1.86%1.86%2.42%2.89%2.58%2.45%2.92%3.09%2.26%2.00%1.85%2.08%

Pinwheel PortfolioDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-8.60%
-10.77%
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
-15.84%Nov 16, 2021165Jul 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 13.28%. 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%MarchAprilMayJuneJulyAugust
11.15%
16.68%
Pinwheel Portfolio
Benchmark (^GSPC)
Portfolio components

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