Last Update: 31 December 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 6.66% compound annual return, with a 9.45% standard deviation.
In 2020, the portfolio granted a 1.62% 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 | +4.09 | +10.26 | +14.80 | +9.12 | +6.82 | +8.60 | +6.66 |
Components | |||||||
EFA - iShares MSCI EAFE | +5.01 | +15.74 | +21.02 | +7.59 | +4.21 | +7.49 | +5.37 |
VTI - Vanguard Total Stock Market | +4.68 | +14.75 | +25.36 | +21.03 | +14.45 | +15.44 | +13.77 |
VNQ - Vanguard Real Estate | +2.72 | +9.28 | +10.71 | -4.68 | +4.91 | +5.63 | +8.66 |
IJS - iShares S&P Small-Cap 600 Value | +7.50 | +32.84 | +35.75 | +2.63 | +3.55 | +10.17 | +10.17 |
EEM - iShares MSCI Emerging Markets | +7.14 | +18.41 | +30.55 | +17.03 | +5.42 | +12.26 | +2.95 |
IEI - iShares 3-7 Year Treasury Bond | +0.11 | -0.18 | +0.01 | +6.95 | +4.64 | +3.26 | +2.92 |
BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill | 0.00 | 0.00 | -0.01 | +0.40 | +1.39 | +0.99 | +0.46 |
GLD - SPDR Gold Trust | +7.01 | +0.70 | +6.57 | +24.81 | +12.99 | +11.94 | +2.55 |
- 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 Dec 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
---|---|---|---|---|
1M
|
+4.09%
|
0.00%
|
1 - 0 | |
3M
|
+10.26%
|
-0.92%
Oct 2020 - Oct 2020
|
2 - 1 | |
6M
|
+14.80%
|
-3.16%
Sep 2020 - Oct 2020
|
4 - 2 | |
YTD
|
+9.12%
|
16.26%
|
-14.99%
Jan 2020 - Mar 2020
|
7 - 5 |
1Y
|
+9.12%
|
16.26%
|
-14.99%
Jan 2020 - Mar 2020
|
7 - 5 |
3Y
|
+6.82%
annualized
|
11.76%
|
-14.99%
Jan 2020 - Mar 2020
|
25 - 11 |
5Y
|
+8.60%
annualized
|
9.77%
|
-14.99%
Jan 2020 - Mar 2020
|
44 - 16 |
10Y
|
+6.66%
annualized
|
9.45%
|
-14.99%
Jan 2020 - Mar 2020
|
78 - 42 |
MAX
01 Jan 2002
|
+8.12%
annualized
|
10.90%
|
-36.89%
Nov 2007 - Feb 2009
|
149 - 79 |
* 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 |
+11.38% | 75 | 25 | 0 | Compare | |
Stocks/Bonds 60/40 |
+9.90% | 60 | 40 | 0 | Compare | |
Yale Endowment David Swensen |
+9.07% | 70 | 30 | 0 | Compare | |
Edge Select Moderately Aggressive Merrill Lynch |
+9.02% | 69 | 31 | 0 | Compare | |
Talmud Portfolio Roger Gibson |
+8.95% | 66.67 | 33.33 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Pinwheel Portfolio: annualized rolling and average returns
Return (*) | Negative Periods |
|||
---|---|---|---|---|
Rolling Period | Average | Best | Worst | |
1 Year |
+8.52% |
+44.78% Mar 2009 - Feb 2010 |
-32.48% Mar 2008 - Feb 2009 |
17.97% |
2 Years |
+8.34% |
+31.96% Mar 2009 - Feb 2011 |
-16.44% Mar 2007 - Feb 2009 |
10.24% |
3 Years |
+8.03% |
+22.39% Apr 2003 - Mar 2006 |
-6.91% Mar 2006 - Feb 2009 |
5.70% |
5 Years |
+7.52% |
+17.92% Nov 2002 - Oct 2007 |
+1.11% Mar 2004 - Feb 2009 |
0.00% |
7 Years |
+7.23% |
+11.82% Apr 2003 - Mar 2010 |
+3.52% Apr 2013 - Mar 2020 |
0.00% |
10 Years |
+7.51% |
+11.01% Apr 2003 - Mar 2013 |
+5.03% Dec 2006 - Nov 2016 |
0.00% |
15 Years |
+7.73% |
+9.34% Feb 2003 - Jan 2018 |
+6.08% Apr 2005 - Mar 2020 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the Pinwheel Portfolio: Rolling Returns page.
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 | 0.5 | 1.2 | 1.4 |
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 |
6.9 2020 |
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 | 63 | 63 | 68 |
Detail of Monthly Returns
Months | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2020 |
+9.12% | -0.8 | -4.5 | -10.3 | 6.4 | 2.6 | 2.4 | 4.0 | 2.4 | -2.3 | -0.9 | 6.9 | 4.1 |
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