Dynamic 60/40 Income vs Pinwheel Portfolio Comparison

Last Update: 29 February 2024

The Dynamic 60/40 Income Portfolio obtained a 6.98% compound annual return, with a 9.36% standard deviation, in the last 30 Years.

The Pinwheel Portfolio obtained a 7.20% compound annual return, with a 10.50% standard deviation, in the last 30 Years.

Summary

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Dynamic 60/40 Income Portfolio Pinwheel Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 65%
Fixed Income 40% 25%
Commodities 0% 10%
30 Years Stats Return +6.98% +7.20%
Std Dev 9.36% 10.50%
Max Drawdown -41.44% -36.89%
All time Stats
(Since Jan 1992)
Return +7.40% +7.61%
Std Dev 9.11% 10.33%
Max Drawdown -41.44% -36.89%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio +1.62 +7.29 +10.32 +5.29 +5.40 +6.98 +7.40
Pinwheel Portfolio +2.07 +6.41 +10.05 +6.08 +5.40 +7.20 +7.61
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Dynamic 60/40 Income Portfolio: an investment of 1$, since March 1994, now would be worth 7.57$, with a total return of 657.27% (6.98% annualized).

Pinwheel Portfolio: an investment of 1$, since March 1994, now would be worth 8.06$, with a total return of 706.15% (7.20% annualized).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.13% (7.40% annualized).

Pinwheel Portfolio: an investment of 1$, since January 1992, now would be worth 10.59$, with a total return of 958.59% (7.61% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Dynamic 60/40 Income Portfolio
Pinwheel Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-36.89% Nov 2007 Feb 2009 (16) Oct 2010 (36) 16.21
-19.49% Jan 2022 Sep 2022 (9) In progress (26) 9.81
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-14.99% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.84
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-14.05% May 1998 Aug 1998 (4) Apr 1999 (12) 6.04
-12.72% May 2011 Sep 2011 (5) Mar 2012 (11) 5.08
-11.06% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.41
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-8.88% Feb 2001 Sep 2001 (8) Mar 2002 (14) 4.60
-8.24% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.28
-7.70% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.99
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-6.05% Mar 1994 Nov 1994 (9) Mar 1995 (13) 3.45
-5.90% Apr 2012 May 2012 (2) Sep 2012 (6) 2.52
-5.84% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.88
-5.84% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.31

Drawdown comparison chart since January 1992.

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Dynamic 60/40 Income Portfolio
Pinwheel Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-36.89% Nov 2007 Feb 2009 (16) Oct 2010 (36) 16.21
-19.49% Jan 2022 Sep 2022 (9) In progress (26) 9.81
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-14.99% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.84
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-14.05% May 1998 Aug 1998 (4) Apr 1999 (12) 6.04
-12.72% May 2011 Sep 2011 (5) Mar 2012 (11) 5.08
-11.06% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.41
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-8.88% Feb 2001 Sep 2001 (8) Mar 2002 (14) 4.60
-8.24% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.28
-7.70% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.99
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.85% Feb 1994 Jan 1995 (12) May 1995 (16) 4.36
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.90% Apr 2012 May 2012 (2) Sep 2012 (6) 2.52
-5.84% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.88

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+1.48%
-0.14%
+0.33%
-1.71%
2023
+12.28%
-6.45%
+13.21%
-8.07%
2022
-15.89%
-18.21%
-13.57%
-19.49%
2021
+15.27%
-2.58%
+13.53%
-3.10%
2020
+6.26%
-14.24%
+9.12%
-14.99%
2019
+18.59%
-1.55%
+19.31%
-3.16%
2018
-3.28%
-6.80%
-6.39%
-8.24%
2017
+8.11%
-0.39%
+14.08%
0.00%
2016
+7.39%
-2.92%
+8.63%
-2.93%
2015
+0.49%
-4.42%
-2.88%
-7.37%
2014
+11.87%
-2.32%
+6.12%
-3.95%
2013
+8.15%
-3.78%
+9.02%
-4.25%
2012
+12.84%
-3.09%
+12.60%
-5.90%
2011
+3.16%
-10.41%
-0.25%
-12.72%
2010
+14.75%
-5.96%
+16.08%
-7.26%
2009
+25.31%
-19.50%
+24.19%
-14.81%
2008
-21.78%
-30.14%
-22.51%
-27.78%
2007
-3.54%
-7.01%
+7.60%
-4.41%
2006
+14.28%
-1.89%
+19.78%
-3.25%
2005
+5.27%
-2.10%
+11.02%
-2.58%
2004
+12.11%
-4.29%
+15.19%
-5.84%
2003
+22.26%
0.00%
+28.19%
-3.19%
2002
-0.78%
-6.19%
-2.13%
-11.06%
2001
+5.55%
-3.29%
-0.61%
-8.88%
2000
+5.79%
-3.60%
+1.80%
-5.84%
1999
+4.89%
-3.30%
+15.18%
-2.13%
1998
+5.13%
-7.02%
+3.43%
-14.05%
1997
+16.74%
-0.91%
+8.85%
-4.25%
1996
+16.21%
-0.78%
+13.00%
-2.47%
1995
+20.42%
-0.12%
+14.60%
-1.63%
1994
-3.20%
-6.80%
-2.32%
-6.30%
1993
+14.00%
-1.75%
+24.96%
-3.33%
1992
+13.92%
-0.48%
+4.01%
-2.90%