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:
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 |
Portfolio and ETF Returns
The Pinwheel Portfolio guaranteed the following returns.
| 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 |
- 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 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 |
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 | |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Pinwheel Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+8.43% |
+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.
| 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 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns of Pinwheel Portfolio
| 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