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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.

Expense Ratio

Rank 29 of 53

0.09%
0.00%0.94%
Dividend Yield

Rank 29 of 53

1.54%
0.00%2.83%
10Y Annualized Return

Rank 42 of 53

7.82%
4.75%39.53%
Sharpe Ratio

Rank 49 of 53

0.86
0.432.39
Maximum Drawdown

Rank 18 of 53

-23.65%
-38.24%-10.21%

Pinwheel PortfolioAsset Allocation


Pinwheel PortfolioPerformance

The chart shows the growth of $10,000 invested in Pinwheel Portfolio on Oct 25, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,803 for a total return of roughly 98.03%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Pinwheel Portfolio
Benchmark (S&P 500)
Portfolio components

Pinwheel PortfolioReturns

As of Nov 27, 2021, the Pinwheel Portfolio returned 10.68% Year-To-Date and 7.82% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark0.43%9.37%22.33%26.59%15.74%13.91%
Pinwheel Portfolio-1.24%0.86%10.68%13.88%9.85%7.82%
VTI
Vanguard Total Stock Market ETF
0.12%9.07%22.41%27.57%17.66%16.08%
IEFA
iShares Core MSCI EAFE ETF
-4.39%-3.16%7.38%11.32%9.70%7.64%
USRT
iShares Core U.S. REIT ETF
0.16%12.80%33.09%34.58%10.16%9.35%
SLYV
SPDR S&P 600 Small Cap Value ETF
-0.75%-2.46%28.69%33.56%10.23%13.28%
IEMG
iShares Core MSCI Emerging Markets ETF
-5.88%-8.92%-2.75%2.56%9.67%4.72%
VGIT
Vanguard Intermediate-Term Treasury ETF
0.36%-0.37%-2.39%-2.23%2.83%2.05%
VGSH
Vanguard Short-Term Treasury ETF
0.01%-0.42%-0.35%-0.28%1.63%1.12%
IAU
iShares Gold Trust
-0.50%-6.08%-6.34%-1.45%8.36%0.28%

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 0.86. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


Pinwheel Portfolio
Benchmark (S&P 500)
Portfolio components

Pinwheel PortfolioDividends

Pinwheel Portfolio granted a 1.54% dividend yield in the last twelve months, as of Nov 27, 2021.


PeriodTTM20202019201820172016201520142013201220112010

Dividend yield

1.54%1.80%2.29%2.65%2.30%2.11%2.44%2.51%1.77%1.55%1.39%1.53%

Pinwheel PortfolioDrawdowns Chart

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


Pinwheel Portfolio
Benchmark (S&P 500)
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
-11.55%Apr 29, 2015184Jan 20, 2016108Jun 23, 2016292
-11.2%Jan 29, 2018229Dec 24, 201866Apr 1, 2019295
-10.65%May 6, 20215May 12, 2021
-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
-3.49%Oct 23, 201370Feb 3, 20149Feb 14, 201479

Pinwheel PortfolioVolatility Chart

Current Pinwheel Portfolio volatility is 12.48%. 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.


Pinwheel Portfolio
Benchmark (S&P 500)
Portfolio components

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