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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 22 of 53

2.09%
0.00%3.84%
10Y Annualized Return

Rank 43 of 53

6.28%
3.30%29.91%
Sharpe Ratio

Rank 34 of 53

-0.67
-1.860.45
Maximum Drawdown

Rank 18 of 53

-23.65%
-48.20%-10.21%

Pinwheel PortfolioAsset Allocation


Pinwheel PortfolioPerformance

The chart shows the growth of $10,000 invested in Pinwheel Portfolio on Oct 23, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,892 for a total return of roughly 78.92%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Pinwheel Portfolio
Benchmark (^GSPC)
Portfolio components

Pinwheel PortfolioReturns

As of May 17, 2022, the Pinwheel Portfolio returned -11.17% Year-To-Date and 6.28% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Benchmark-8.76%-15.91%-14.41%-3.97%10.80%11.37%
Pinwheel Portfolio-6.57%-11.17%-11.46%-6.66%6.36%6.28%
VTI
Vanguard Total Stock Market ETF
-9.41%-16.94%-16.75%-6.05%12.05%13.14%
IEFA
iShares Core MSCI EAFE ETF
-7.24%-15.43%-16.81%-13.66%3.50%5.60%
USRT
iShares Core U.S. REIT ETF
-12.03%-15.39%-10.16%4.76%7.28%7.72%
SLYV
SPDR S&P 600 Small Cap Value ETF
-6.67%-9.38%-13.46%-9.17%8.23%11.53%
IEMG
iShares Core MSCI Emerging Markets ETF
-8.71%-16.86%-20.27%-20.17%2.43%2.51%
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.07%-7.08%-6.99%-7.52%0.99%1.18%
VGSH
Vanguard Short-Term Treasury ETF
0.05%-2.62%-2.78%-3.22%0.95%0.77%
IAU
iShares Gold Trust
-7.37%-0.29%-2.23%-1.05%7.95%0.37%

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 -0.67. 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.


Pinwheel Portfolio
Benchmark (^GSPC)
Portfolio components

Pinwheel PortfolioDividends

Pinwheel Portfolio granted a 2.09% dividend yield in the last twelve months, as of May 17, 2022.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

2.09%1.84%1.85%2.40%2.87%2.56%2.43%2.90%3.07%2.24%1.99%1.84%2.07%

Pinwheel PortfolioDrawdowns Chart

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


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
-12.81%Nov 16, 2021123May 12, 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 16.04%. 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 (^GSPC)
Portfolio components

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