Last Update: 30 September 2020
The Pinwheel Portfolio is exposed for 65% on the Stock Market and for 10% on Commodities.
It's a High Risk portfolio and it can be replicated with 8 ETFs.
In the last 10 years, the portfolio obtained a 6.33% compound annual return, with a 9.29% standard deviation.
In 2019, the portfolio granted a 2.58% dividend yield. If you are interested in getting periodic income, please refer to the Pinwheel Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The Pinwheel Portfolio has the following asset allocation:
The Pinwheel Portfolio can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 15.00 % | EFA | iShares MSCI EAFE | Equity, EAFE, Large Cap | |
| 15.00 % | VTI | Vanguard Total Stock Market | Equity, U.S., Large Cap | |
| 15.00 % | VNQ | Vanguard Real Estate | Real Estate, U.S. | |
| 10.00 % | IJS | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value | |
| 10.00 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap | |
| 15.00 % | IEI | iShares 3-7 Year Treasury Bond | Bond, U.S., Intermediate-Term | |
| 10.00 % | BIL | SPDR Blmbg Barclays 1-3 Mth T-Bill | Bond, U.S., Ultra Short-Term | |
| 10.00 % | GLD | SPDR Gold Trust | Commodity, Gold |
Portfolio and ETF Returns
The Pinwheel Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
|---|---|---|---|---|---|---|---|
| Pinwheel Portfolio | -2.26 | +4.12 | +16.41 | +3.77 | +4.45 | +6.94 | +6.33 |
| Components | |||||||
| EFA - iShares MSCI EAFE | -2.05 | +4.57 | +20.74 | +0.09 | +0.48 | +5.08 | +4.54 |
| VTI - Vanguard Total Stock Market | -3.54 | +9.24 | +33.25 | +14.90 | +11.63 | +13.68 | +13.48 |
| VNQ - Vanguard Real Estate | -2.68 | +1.31 | +15.01 | -12.28 | +2.33 | +5.19 | +8.48 |
| IJS - iShares S&P Small-Cap 600 Value | -5.18 | +2.19 | +23.62 | -16.76 | -4.57 | +4.83 | +8.70 |
| EEM - iShares MSCI Emerging Markets | -1.01 | +10.25 | +29.94 | +10.81 | +1.84 | +8.47 | +1.94 |
| IEI - iShares 3-7 Year Treasury Bond | +0.08 | +0.19 | +0.75 | +6.89 | +4.51 | +3.06 | +2.68 |
| BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill | -0.02 | -0.01 | -0.05 | +0.78 | +1.45 | +0.98 | +0.46 |
| GLD - SPDR Gold Trust | -4.17 | +5.83 | +19.64 | +27.54 | +13.36 | +10.63 | +3.31 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the Pinwheel Portfolio: Dividend Yield page.
Historical Returns
Pinwheel Portfolio - Historical returns and stats.
| Period | Returns Sep 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-2.26%
|
-2.26%
Sep 2020 - Sep 2020
|
0 - 1 | |
|
3M
|
+4.12%
|
-2.26%
Sep 2020 - Sep 2020
|
2 - 1 | |
|
6M
|
+16.41%
|
-2.26%
Sep 2020 - Sep 2020
|
5 - 1 | |
|
YTD
|
-1.04%
|
-14.99%
Jan 2020 - Mar 2020
|
5 - 4 | |
|
1Y
|
+3.77%
|
14.68%
|
-14.99%
Jan 2020 - Mar 2020
|
8 - 4 |
|
3Y
|
+4.45%
annualized
|
10.95%
|
-14.99%
Jan 2020 - Mar 2020
|
26 - 10 |
|
5Y
|
+6.94%
annualized
|
9.43%
|
-14.99%
Jan 2020 - Mar 2020
|
43 - 17 |
|
10Y
|
+6.33%
annualized
|
9.29%
|
-14.99%
Jan 2020 - Mar 2020
|
78 - 42 |
|
MAX
01 Jan 2002
|
+7.67%
annualized
|
10.84%
|
-36.89%
Nov 2007 - Feb 2009
|
147 - 78 |
* Annualized St.Dev. of monthly returns
Best High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|
| Simple Path to Wealth JL Collins |
+11.10% | 75 | 25 | 0 | Compare | |
| Stocks/Bonds 60/40 |
+9.63% | 60 | 40 | 0 | Compare | |
| Talmud Portfolio Roger Gibson |
+8.72% | 66.67 | 33.33 | 0 | Compare | |
| Yale Endowment David Swensen |
+8.64% | 70 | 30 | 0 | Compare | |
| Edge Select Moderately Aggressive Merrill Lynch |
+8.61% | 69 | 31 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns
Pinwheel Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+8.56% |
+44.78% Mar 2009 - Feb 2010 |
-32.48% Mar 2008 - Feb 2009 |
18.22% |
| 2 Years |
+8.32% |
+31.96% Mar 2009 - Feb 2011 |
-16.44% Mar 2007 - Feb 2009 |
10.40% |
| 3 Years |
+8.07% |
+22.39% Apr 2003 - Mar 2006 |
-6.91% Mar 2006 - Feb 2009 |
5.79% |
| 5 Years |
+7.53% |
+17.92% Nov 2002 - Oct 2007 |
+1.11% Mar 2004 - Feb 2009 |
0.00% |
| 7 Years |
+7.26% |
+11.82% Apr 2003 - Mar 2010 |
+3.52% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+7.54% |
+11.01% Apr 2003 - Mar 2013 |
+5.03% Dec 2006 - Nov 2016 |
0.00% |
| 15 Years |
+7.79% |
+9.34% Feb 2003 - Jan 2018 |
+6.08% Apr 2005 - Mar 2020 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Seasonality and Yearly/Monthly Returns
Pinwheel Portfolio Seasonality
| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | 0.4 | 0.2 | 0.8 | 1.9 | 0.2 | 0.1 | 1.2 | 0.4 | 0.3 | 0.6 | 0.9 | 1.2 |
| Best |
6.7 2019 |
3.9 2014 |
5.6 2016 |
9.6 2009 |
5.9 2009 |
4.5 2019 |
6.9 2009 |
3.5 2009 |
6.2 2010 |
8.5 2011 |
5.3 2009 |
5.7 2008 |
| Worst |
-7.8 2009 |
-7.6 2009 |
-10.3 2020 |
-5.8 2004 |
-5.7 2012 |
-5.3 2008 |
-5.8 2002 |
-4.0 2015 |
-8.2 2011 |
-15.8 2008 |
-4.5 2008 |
-4.3 2018 |
| Gain Frequency |
53 | 58 | 79 | 89 | 58 | 53 | 68 | 68 | 63 | 67 | 61 | 67 |
Detail of Monthly Returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
-1.04% | -0.8 | -4.5 | -10.3 | 6.4 | 2.6 | 2.4 | 4.0 | 2.4 | -2.3 | |||
| 2019 |
+19.31% | 6.7 | 1.2 | 0.8 | 1.7 | -3.2 | 4.5 | 0.1 | 0.2 | 1.3 | 1.9 | 0.5 | 2.4 |
| 2018 |
-6.39% | 2.0 | -3.7 | 0.5 | 0.1 | 1.0 | -0.2 | 1.4 | 0.5 | -0.8 | -4.5 | 1.8 | -4.3 |
| 2017 |
+14.08% | 1.9 | 1.9 | 0.4 | 1.1 | 0.8 | 0.6 | 1.9 | 0.5 | 1.1 | 0.8 | 1.3 | 1.0 |
| 2016 |
+8.63% | -2.4 | 0.9 | 5.6 | 0.9 | -0.5 | 2.5 | 3.1 | -0.8 | 0.4 | -2.4 | -0.2 | 1.6 |
| 2015 |
-2.88% | 1.3 | 1.3 | -0.3 | 0.2 | -0.1 | -1.9 | -0.1 | -4.0 | -1.4 | 4.4 | -0.8 | -1.4 |
| 2014 |
+6.12% | -1.3 | 3.9 | 0.1 | 0.8 | 1.1 | 1.9 | -1.5 | 2.0 | -4.0 | 2.7 | 0.7 | -0.3 |
| 2013 |
+9.02% | 2.3 | -0.3 | 1.7 | 1.6 | -1.8 | -2.5 | 3.4 | -2.2 | 3.6 | 2.8 | -0.1 | 0.6 |
| 2012 |
+12.60% | 5.6 | 1.5 | 1.0 | -0.2 | -5.7 | 3.7 | 0.6 | 1.8 | 1.8 | -0.9 | 0.9 | 2.2 |
| 2011 |
-0.25% | 0.2 | 2.8 | 0.4 | 3.7 | -0.7 | -1.5 | 0.3 | -3.1 | -8.2 | 8.5 | -0.8 | -0.8 |
| 2010 |
+16.08% | -3.0 | 2.4 | 4.8 | 2.5 | -4.9 | -2.4 | 5.3 | -1.7 | 6.2 | 3.1 | -0.9 | 4.5 |
| 2009 |
+24.19% | -7.8 | -7.6 | 5.1 | 9.6 | 5.9 | -1.4 | 6.9 | 3.5 | 4.6 | -2.2 | 5.3 | 1.7 |
| 2008 |
-22.51% | -2.0 | -0.3 | 0.0 | 2.7 | 1.0 | -5.3 | -0.4 | -1.0 | -3.9 | -15.8 | -4.5 | 5.7 |
| 2007 |
+7.60% | 2.3 | -0.5 | 0.8 | 2.0 | 1.5 | -1.7 | -2.1 | 1.7 | 4.4 | 3.6 | -3.8 | -0.7 |
| 2006 |
+19.78% | 5.8 | -0.3 | 2.6 | 2.3 | -3.3 | 0.3 | 1.2 | 1.8 | 0.4 | 3.6 | 3.4 | 0.7 |
| 2005 |
+11.02% | -2.6 | 2.8 | -2.2 | 0.0 | 1.7 | 2.3 | 3.3 | 0.1 | 2.4 | -2.5 | 3.5 | 2.1 |
| 2004 |
+15.19% | 1.4 | 1.6 | 1.8 | -5.8 | 1.8 | 2.0 | -1.9 | 2.5 | 1.9 | 2.4 | 4.7 | 2.5 |
| 2003 |
+28.19% | -1.3 | -1.4 | -0.5 | 5.2 | 5.4 | 1.3 | 2.3 | 2.8 | 1.3 | 3.9 | 2.2 | 4.2 |
| 2002 |
-2.13% | -0.2 | 1.2 | 3.5 | 0.8 | 0.4 | -2.3 | -5.8 | 0.8 | -4.1 | 1.0 | 3.2 | 0.0 |
* Note: Portofolio Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
IEI - iShares 3-7 Year Treasury Bond: simulated historical serie, up to December 2007
BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007
GLD - SPDR Gold Trust: simulated historical serie, up to December 2004