Last Update: 30 November 2019

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 7.26% compound annual return, with a 8.87% 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 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

Historical Returns

Pinwheel Portfolio - Historical returns and stats.

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

PINWHEEL PORTFOLIO
Last Update: 30 November 2019
Swipe left to see all data
Period Returns
Nov 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+0.45%
0.00%
1 - 0
3M
+3.77%
0.00%
3 - 0
6M
+8.70%
0.00%
6 - 0
YTD
+16.51%
-3.16%
May 2019 - May 2019
10 - 1
1Y
+11.54%
9.65%
-4.27%
Dec 2018 - Dec 2018
10 - 2
3Y
+8.11%
annualized
7.15%
-8.24%
Feb 2018 - Dec 2018
30 - 6
5Y
+5.53%
annualized
7.28%
-8.24%
Feb 2018 - Dec 2018
40 - 20
10Y
+7.26%
annualized
8.87%
-12.73%
May 2011 - Sep 2011
78 - 42
MAX
Dec 2001
+7.96%
annualized
10.54%
-36.89%
Nov 2007 - Feb 2009
141 - 74

* Annualized St.Dev. of monthly returns

Best High Risk Porftolios, ordered by 10Y annualized return.

Portfolio 10Y Return ▾ #ETF Stocks Bonds Comm.
Simple Path to Wealth
JL Collins
+11.05% 2 75 25 0
Talmud Portfolio
Roger Gibson
+10.05% 3 66.67 33.33 0
Stocks/Bonds 60/40
+9.59% 2 60 40 0
Yale Endowment
David Swensen
+9.42% 6 70 30 0
Family Taxable Portfolio
Ted Aronson
+8.77% 11 70 30 0

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

Pinwheel Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+8.75% +44.78%
Mar 2009 - Feb 2010
-32.48%
Mar 2008 - Feb 2009
18.14%
2 Years
+8.58% +31.96%
Mar 2009 - Feb 2011
-16.44%
Mar 2007 - Feb 2009
10.42%
3 Years
+8.25% +22.39%
Apr 2003 - Mar 2006
-6.91%
Mar 2006 - Feb 2009
6.11%
5 Years
+7.68% +17.92%
Nov 2002 - Oct 2007
+1.11%
Mar 2004 - Feb 2009
0.00%
7 Years
+7.40% +11.82%
Apr 2003 - Mar 2010
+4.41%
Mar 2002 - Feb 2009
0.00%
10 Years
+7.64% +11.01%
Apr 2003 - Mar 2013
+5.03%
Dec 2006 - Nov 2016
0.00%
15 Years
+8.10% +9.34%
Feb 2003 - Jan 2018
+6.84%
Jan 2004 - Dec 2018
0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
+16.51% 6.7 1.2 0.8 1.7 -3.2 4.5 0.1 0.2 1.3 1.9 0.5
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

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