Data Source: from March 1987 to June 2022
Consolidated Returns as of 30 June 2022
Live Update: Jul 05 2022, 03:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.98%
1 Day
Jul 05 2022, 03:00PM Eastern Time
0.36%
Current Month
July 2022

The Pinwheel Portfolio is a High Risk portfolio and can be implemented with 8 ETFs.

It's exposed for 65% on the Stock Market and for 10% on Commodities.

In the last 30 Years, the Pinwheel Portfolio obtained a 7.74% compound annual return, with a 10.13% standard deviation.

Asset Allocation and ETFs

The Pinwheel Portfolio has the following asset allocation:

65% Stocks
25% Fixed Income
10% Commodities

The Pinwheel Portfolio can be implemented 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.

According to the available data source, let's assume we built the portfolio on March 1987.

Portfolio returns are calculated in USD, assuming: July 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
PINWHEEL PORTFOLIO RETURNS
Consolidated returns as of 30 June 2022
Live Update: Jul 05 2022, 03:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Jun 30, 2022
  1 Day Time ET(*) Jul 2022 1M 6M 1Y 5Y(*) 10Y(*) 30Y(*)
Pinwheel Portfolio -0.98 -0.36 -5.18 -13.42 -10.42 5.04 5.92 7.74
US Inflation Adjusted return -5.18 -16.79 -16.73 1.38 3.37 5.14
Components
EFA
iShares MSCI EAFE 		-2.47 03:00PM
Jul 05 2022 		-2.24 -8.72 -18.78 -17.39 2.23 5.36 5.01
VTI
Vanguard Total Stock Market 		-0.20 02:59PM
Jul 05 2022 		0.85 -8.23 -21.32 -14.17 10.53 12.52 9.81
VNQ
Vanguard Real Estate 		-0.86 03:00PM
Jul 05 2022 		0.93 -7.46 -20.54 -8.02 5.69 7.49 9.57
EEM
iShares MSCI Emerging Markets 		-1.28 03:00PM
Jul 05 2022 		-1.90 -5.14 -17.20 -25.55 1.56 2.33 6.09
IJS
iShares S&P Small-Cap 600 Value 		-1.26 03:00PM
Jul 05 2022 		-0.17 -8.96 -14.31 -14.23 6.57 10.79 11.03
IEI
iShares 3-7 Year Treasury Bond 		0.16 02:59PM
Jul 05 2022 		0.99 -0.73 -6.91 -7.85 0.73 0.98 4.68
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill 		0.00 02:59PM
Jul 05 2022 		-0.01 0.08 0.12 0.08 0.92 0.47 2.19
GLD
SPDR Gold Trust 		-2.20 03:00PM
Jul 05 2022 		-2.28 -1.57 -1.46 1.71 7.38 0.82 5.43
(*) Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)

US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46% , 30Y: 2.47%

Live update: World Markets and Indexes

Portfolio Dividends

In 2021, the Pinwheel Portfolio granted a 1.79% dividend yield. If you are interested in getting periodic income, please refer to the Pinwheel Portfolio: Dividend Yield page.

Readings that may interest you
Build: An Unorthodox Guide to Making Things Worth Making
The Founders: The Story of Paypal and the Entrepreneurs Who Shaped Silicon ...
The ETF Handbook (Wiley Finance)

Historical Returns as of Jun 30, 2022

Historical returns and stats of Pinwheel Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

PINWHEEL PORTFOLIO
Consolidated returns as of 30 June 2022
Data Source: from March 1987 to June 2022
Swipe left to see all data
Period Return (%)
as of Jun 2022		 Return (%)
Infl.Adj.		 Standard
Deviation (%)		 Max
Drawdown (%)		 Months
Pos - Neg
1M
Jun 2022
-5.18
-5.18
-5.18
Jun 2022 - Jun 2022
0 - 1
3M
-9.99
-11.15
-9.99
Apr 2022 - Jun 2022
0 - 3
6M
-13.42
-16.79
-13.42
Jan 2022 - Jun 2022
1 - 5
YTD
-13.42
-16.79
-13.42
Jan 2022 - Jun 2022
1 - 5
1Y
-10.42
-16.73
9.71
-13.42
Jan 2022 - Jun 2022
5 - 7
42% pos
3Y(*)
4.54
0.03
11.59
-14.99
Jan 2020 - Mar 2020
23 - 13
64% pos
5Y(*)
5.04
1.38
10.48
-14.99
Jan 2020 - Mar 2020
41 - 19
68% pos
10Y(*)
5.92
3.37
8.79
-14.99
Jan 2020 - Mar 2020
78 - 42
65% pos
15Y(*)
5.26
2.89
11.53
-36.89
Nov 2007 - Feb 2009
110 - 70
61% pos
20Y(*)
7.43
4.86
10.89
-36.89
Nov 2007 - Feb 2009
155 - 85
65% pos
25Y(*)
6.89
4.36
10.69
-36.89
Nov 2007 - Feb 2009
191 - 109
64% pos
30Y(*)
7.74
5.14
10.13
-36.89
Nov 2007 - Feb 2009
237 - 123
66% pos
MAX(*)
01 Mar 1987
7.90
5.01
10.20
-36.89
Nov 2007 - Feb 2009
281 - 143
66% pos
(*) Returns over 1 year are annualized

Returns and stats are calculated assuming a yearly rebalancing of the components weight. How do returns change with different rebalancing strategies?

Capital Growth as of Jun 30, 2022

An investment of 1000$, since July 1992, now would be worth 9365.24$, with a total return of 836.52% (7.74% annualized).

The Inflation Adjusted Capital now would be 4501.50$, with a net total return of 350.15% (5.14% annualized).
An investment of 1000$, since March 1987, now would be worth 14690.10$, with a total return of 1369.01% (7.90% annualized).

The Inflation Adjusted Capital now would be 5634.65$, with a net total return of 463.46% (5.01% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-36.89% Nov 2007 Feb 2009 16 Oct 2010 20 36
-14.99% Jan 2020 Mar 2020 3 Aug 2020 5 8
-14.05% May 1998 Aug 1998 4 Apr 1999 8 12
-13.42% Jan 2022 Jun 2022 6 in progress 6
-12.72% May 2011 Sep 2011 5 Mar 2012 6 11
-11.06% Jun 2002 Sep 2002 4 Jun 2003 9 13
-8.88% Feb 2001 Sep 2001 8 Mar 2002 6 14
-8.24% Feb 2018 Dec 2018 11 Apr 2019 4 15
-7.70% Mar 2015 Jan 2016 11 Jun 2016 5 16
-6.85% Feb 1994 Jan 1995 12 May 1995 4 16
-5.90% Apr 2012 May 2012 2 Sep 2012 4 6
-5.84% Sep 2000 Nov 2000 3 Jan 2001 2 5
-5.84% Apr 2004 Apr 2004 1 Sep 2004 5 6
-4.25% Oct 1997 Oct 1997 1 Feb 1998 4 5
-4.25% May 2013 Jun 2013 2 Sep 2013 3 5
-3.95% Sep 2014 Sep 2014 1 Jan 2015 4 5
-3.67% Jun 2007 Jul 2007 2 Sep 2007 2 4
-3.33% Nov 1993 Nov 1993 1 Dec 1993 1 2
-3.25% May 2006 May 2006 1 Sep 2006 4 5
-3.16% May 2019 May 2019 1 Jun 2019 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-36.89% Nov 2007 Feb 2009 16 Oct 2010 20 36
-14.99% Jan 2020 Mar 2020 3 Aug 2020 5 8
-14.05% May 1998 Aug 1998 4 Apr 1999 8 12
-14.04% Sep 1987 Nov 1987 3 Dec 1988 13 16
-13.42% Jan 2022 Jun 2022 6 in progress 6
-12.72% May 2011 Sep 2011 5 Mar 2012 6 11
-12.51% Jan 1990 Sep 1990 9 Feb 1991 5 14
-11.06% Jun 2002 Sep 2002 4 Jun 2003 9 13
-8.88% Feb 2001 Sep 2001 8 Mar 2002 6 14
-8.24% Feb 2018 Dec 2018 11 Apr 2019 4 15
-7.70% Mar 2015 Jan 2016 11 Jun 2016 5 16
-6.85% Feb 1994 Jan 1995 12 May 1995 4 16
-5.90% Apr 2012 May 2012 2 Sep 2012 4 6
-5.84% Sep 2000 Nov 2000 3 Jan 2001 2 5
-5.84% Apr 2004 Apr 2004 1 Sep 2004 5 6
-4.25% Oct 1997 Oct 1997 1 Feb 1998 4 5
-4.25% May 2013 Jun 2013 2 Sep 2013 3 5
-3.95% Sep 2014 Sep 2014 1 Jan 2015 4 5
-3.67% Jun 2007 Jul 2007 2 Sep 2007 2 4
-3.33% Nov 1993 Nov 1993 1 Dec 1993 1 2

Rolling Returns ( more details)

Pinwheel Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period		 Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
 8.95 44.78
Mar 2009 - Feb 2010 		-32.48
Mar 2008 - Feb 2009 		16.46%
2 Years
 8.68 31.96
Mar 2009 - Feb 2011 		-16.44
Mar 2007 - Feb 2009 		7.23%
3 Years
 8.47 22.39
Apr 2003 - Mar 2006 		-6.91
Mar 2006 - Feb 2009 		3.60%
5 Years
 8.43 17.92
Nov 2002 - Oct 2007 		1.11
Mar 2004 - Feb 2009 		0.00%
7 Years
 8.30 14.16
Oct 1990 - Sep 1997 		3.52
Apr 2013 - Mar 2020 		0.00%
10 Years
 8.30 11.76
Dec 1987 - Nov 1997 		4.98
Mar 1999 - Feb 2009 		0.00%
15 Years
 8.26 10.72
Oct 1990 - Sep 2005 		5.26
Jul 2007 - Jun 2022 		0.00%
20 Years
 8.30 10.94
Nov 1987 - Oct 2007 		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

Pinwheel Portfolio: in which months is it better to invest?

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

For further information about the seasonality, check the Asset Class Seasonality page.
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 %		 0.62
60% 		0.35
60% 		0.61
72% 		1.49
86% 		0.56
61% 		0.21
58% 		1.10
69% 		0.00
63% 		0.19
60% 		0.15
60% 		0.84
63% 		2.02
83%
Best
Year		 6.7
2019 		5.4
1991 		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 		8.9
1991
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 Mar 1987 - Jun 2022

Monthly/Yearly Returns

Pinwheel Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
281 Positive Months (66%) - 143 Negative Months (34%)
Mar 1987 - Jun 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
 -13.42 -16.79 -3.5 -1.0 0.8 -4.7 -0.4 -5.2
2021
 +13.53 +6.01 0.4 1.8 2.1 3.1 2.0 0.0 0.3 1.4 -3.1 3.2 -2.0 3.8
2020
 +9.12 +7.74 -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 +16.67 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 -8.15 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 +11.70 1.9 1.9 0.4 1.1 0.8 0.6 1.9 0.5 1.0 0.8 1.3 1.0
2016
 +8.63 +6.45 -2.4 0.8 5.6 0.9 -0.5 2.5 3.1 -0.8 0.4 -2.4 -0.2 1.5
2015
 -2.88 -3.49 1.3 1.3 -0.3 0.2 -0.1 -1.9 -0.1 -4.0 -1.3 4.4 -0.8 -1.3
2014
 +6.12 +5.43 -1.3 3.8 0.1 0.8 1.1 1.9 -1.5 2.0 -4.0 2.7 0.7 -0.3
2013
 +9.02 +7.40 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 +10.66 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 -3.21 0.2 2.7 0.4 3.7 -0.7 -1.5 0.3 -3.1 -8.2 8.5 -0.8 -0.8
2010
 +16.08 +14.44 -3.0 2.4 4.8 2.4 -4.9 -2.4 5.3 -1.7 6.2 3.1 -0.9 4.5
2009
 +24.19 +20.79 -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 -22.49 -1.9 -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 +3.36 2.3 -0.5 0.8 2.0 1.5 -1.7 -2.0 1.7 4.4 3.6 -3.8 -0.7
2006
 +19.78 +16.83 5.8 -0.2 2.6 2.3 -3.2 0.3 1.2 1.8 0.4 3.6 3.4 0.7
2005
 +11.02 +7.43 -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 +11.47 1.4 1.6 1.8 -5.8 1.7 2.0 -1.9 2.5 1.9 2.4 4.7 2.5
2003
 +28.19 +25.63 -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 -4.49 -0.2 1.2 3.4 0.8 0.4 -2.3 -5.8 0.8 -4.1 1.0 3.2 0.0
2001
 -0.61 -2.18 2.5 -3.9 -3.6 4.2 0.6 0.3 -1.2 -0.3 -5.0 0.9 3.4 2.0
2000
 +1.80 -1.58 -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 +12.18 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 +1.79 0.4 3.4 2.7 0.2 -2.6 -0.1 -2.1 -9.8 4.1 3.7 3.0 1.3
1997
 +8.85 +7.03 0.5 0.9 -1.8 0.3 4.3 3.1 2.8 -3.1 4.7 -4.3 0.2 1.2
1996
 +13.00 +9.30 2.3 0.1 0.7 1.3 1.0 0.1 -2.5 1.9 2.1 0.7 3.3 1.3
1995
 +14.60 +11.77 -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 -4.80 3.2 -2.1 -3.9 0.8 0.6 -0.8 1.4 2.6 -1.7 0.0 -3.2 1.1
1993
 +24.96 +21.54 3.4 1.9 5.1 1.2 0.9 1.7 2.4 2.4 -0.1 2.3 -3.3 4.8
1992
 +4.01 +1.01 1.0 -0.7 -2.2 0.4 3.9 -2.5 2.8 -0.6 0.4 -0.7 1.5 0.9
1991
 +29.20 +25.46 3.7 5.4 1.3 1.5 2.9 -3.3 2.4 2.1 1.9 2.2 -2.6 8.9
1990
 -7.14 -12.60 -3.3 -0.9 -1.9 -1.8 4.6 0.6 2.1 -7.0 -5.2 2.4 2.1 1.6
1989
 +21.94 +16.54 3.2 0.6 -0.4 3.1 1.7 0.1 4.3 1.8 2.6 -2.0 2.5 2.6
1988
 +14.95 +10.09 4.6 3.1 0.8 0.8 -0.9 3.2 -0.1 -2.0 1.5 1.8 0.3 1.1
1987
 - - 0.4 1.5 -0.9 0.9 2.7 1.8 -1.2 -12.5 -0.6 2.2

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

Portfolio efficiency

Is the Pinwheel Portfolio actually efficient, compared to other Lazy Portfolios?

Overall Ratings

The Pinwheel Portfolio is classified as High Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
High Risk
Portfolios		 All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)		 +6.89%
(+4.36%)
Bad : 1.2 / 5
Average : 2.8 / 5
Standard Deviation
over 25 Years		 10.69%
Average : 2.3 / 5
Good : 3.2 / 5
Maximum Drawdown
over 25 Years		 -36.89%
Average : 2.2 / 5
Average : 2.7 / 5
Easy to manage 8 ETFs
Bad : 1.5 / 5
Bad : 1.5 / 5
Rating assigned considering all the High Risk Portfolios Rating assigned considering all the Portfolios in the database

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% Allocation
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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 03:00PM Eastern Time.
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