Data Source: from January 1994 to September 2021

Last Update: 30 September 2021

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 8.23% compound annual return, with a 8.99% standard deviation.

In the last 25 years, a 7.83% compound annual return, with a 10.55% 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:

65% Stocks
25% Fixed Income
10% Commodities

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 % EEM iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
10.00 % IJS iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
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
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The Pinwheel Portfolio guaranteed the following returns.

PINWHEEL PORTFOLIO RETURNS (%)
Last Update: 30 September 2021
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Pinwheel Portfolio -3.10 -1.48 +3.67 +19.21 +9.40 +8.26 +8.23 +8.45 +7.83
Components
EFA
iShares MSCI EAFE
-3.26 -1.10 +4.22 +25.44 +7.53 +8.64 +8.13 +6.44 +5.10
VTI
Vanguard Total Stock Market
-4.46 -0.03 +8.10 +32.16 +16.05 +16.88 +16.60 +10.07 +9.79
VNQ
Vanguard Real Estate
-5.68 +0.62 +12.29 +33.49 +11.96 +7.52 +11.52 +10.37 +10.07
EEM
iShares MSCI Emerging Markets
-3.87 -8.65 -5.14 +15.96 +7.76 +8.29 +5.81 +10.20 +6.12
IJS
iShares S&P Small-Cap 600 Value
-1.46 -4.03 +0.66 +66.24 +8.16 +11.74 +14.78 +10.60 +10.64
IEI
iShares 3-7 Year Treasury Bond
-0.82 -0.10 +0.57 -1.82 +4.52 +2.09 +2.02 +3.87 +4.74
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
+0.01 -0.01 -0.04 -0.06 +0.96 +0.96 +0.45 +1.15 +1.92
GLD
SPDR Gold Trust
-3.22 -0.85 +2.66 -7.28 +13.35 +5.50 +0.38 +8.97 +6.02
(*) annualized
Portfolio returns are calculated assuming:
  • 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.

PINWHEEL PORTFOLIO
Last Update: 30 September 2021
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Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-3.10%
-3.10%
Sep 2021 - Sep 2021
0 - 1
3M
-1.48%
-3.10%
Sep 2021 - Sep 2021
2 - 1
6M
+3.67%
-3.10%
Sep 2021 - Sep 2021
4 - 2
YTD
+8.12%
-3.10%
Sep 2021 - Sep 2021
7 - 2
1Y
+19.21%
8.44%
-3.10%
Sep 2021 - Sep 2021
9 - 3
3Y
+9.40%
annualized
11.77%
-14.99%
Jan 2020 - Mar 2020
26 - 10
5Y
+8.26%
annualized
9.57%
-14.99%
Jan 2020 - Mar 2020
45 - 15
10Y
+8.23%
annualized
8.99%
-14.99%
Jan 2020 - Mar 2020
80 - 40
20Y
+8.45%
annualized
10.70%
-36.89%
Nov 2007 - Feb 2009
159 - 81
25Y
+7.83%
annualized
10.55%
-36.89%
Nov 2007 - Feb 2009
196 - 104
MAX
01 Jan 1994
+7.73%
annualized
10.21%
-36.89%
Nov 2007 - Feb 2009
220 - 113
* Annualized St.Dev. of monthly returns

Best Classic Portfolios, with High Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Yale Endowment
David Swensen
+8.94% -39.46% 70 30 0 Compare
Simple Path to Wealth
JL Collins
+8.92% -38.54% 75 25 0 Compare
Talmud Portfolio
Roger Gibson
+8.85% -40.18% 66.67 33.33 0 Compare
Late Sixties and Beyond
Burton Malkiel
+8.64% -41.80% 71 29 0 Compare
Lazy Portfolio
David Swensen
+8.43% -40.88% 70 30 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

Pinwheel Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+8.43% +44.78%
Mar 2009 - Feb 2010
-32.48%
Mar 2008 - Feb 2009
17.70%
2 Years
+8.00% +31.96%
Mar 2009 - Feb 2011
-16.44%
Mar 2007 - Feb 2009
9.35%
3 Years
+7.79% +22.39%
Apr 2003 - Mar 2006
-6.91%
Mar 2006 - Feb 2009
4.70%
5 Years
+7.67% +17.92%
Nov 2002 - Oct 2007
+1.11%
Mar 2004 - Feb 2009
0.00%
7 Years
+7.65% +11.86%
Nov 2000 - Oct 2007
+3.52%
Apr 2013 - Mar 2020
0.00%
10 Years
+7.94% +11.01%
Apr 2003 - Mar 2013
+4.98%
Mar 1999 - Feb 2009
0.00%
15 Years
+7.80% +9.34%
Feb 2003 - Jan 2018
+5.53%
Mar 1994 - Feb 2009
0.00%
20 Years
+7.70% +8.66%
Mar 1995 - Feb 2015
+6.36%
Apr 2000 - 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: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.45
57%
0.15
61%
0.65
75%
1.84
89%
0.30
61%
0.43
57%
0.78
64%
0.05
64%
0.24
61%
0.31
59%
1.17
67%
1.67
78%
Best
Year
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
Year
-7.8
2009
-7.6
2009
-10.3
2020
-5.8
2004
-5.7
2012
-5.3
2008
-5.8
2002
-9.8
1998
-8.2
2011
-15.8
2008
-4.5
2008
-4.3
2018
Statistics calculated for the period Jan 1994 - Sep 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of Pinwheel Portfolio

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+8.12% 0.4 1.8 2.1 3.1 2.1 0.0 0.3 1.4 -3.1
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
2001
-0.61% 2.5 -3.9 -3.6 4.2 0.6 0.3 -1.2 -0.3 -5.0 0.9 3.4 2.1
2000
+1.80% -2.8 1.9 2.0 -1.3 -1.3 3.4 0.1 1.5 -1.3 -2.1 -2.6 4.6
1999
+15.18% 0.0 -2.1 2.3 5.7 -1.5 2.5 -1.2 -0.6 0.7 1.5 2.2 5.0
1998
+3.43% 0.4 3.4 2.7 0.2 -2.6 -0.1 -2.1 -9.8 4.1 3.7 3.0 1.4
1997
+8.85% 0.5 0.9 -1.8 0.4 4.3 3.1 2.8 -3.1 4.7 -4.3 0.2 1.2
1996
+13.00% 2.3 0.1 0.7 1.3 1.0 0.1 -2.5 1.9 2.2 0.7 3.3 1.4
1995
+14.60% -1.6 1.1 1.9 1.8 2.4 1.1 2.3 0.1 1.5 -1.6 2.2 2.5
1994
-2.32% 3.2 -2.1 -3.9 0.8 0.6 -0.8 1.4 2.6 -1.7 0.0 -3.2 1.1

* 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:

  • EFA - iShares MSCI EAFE: simulated historical serie, up to December 2001
  • VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
  • VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
  • EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
  • IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
  • 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
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