Last Update: 31 July 2022

The Pinwheel Portfolio obtained a 7.78% compound annual return, with a 10.14% standard deviation, in the last 30 Years.

The David Swensen Lazy Portfolio obtained a 8.37% compound annual return, with a 10.46% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Pinwheel Portfolio David Swensen Lazy Portfolio
Risk High High
Asset Allocation Stocks 65% 70%
Fixed Income 25% 30%
Commodities 10% 0%
30 Years Stats Return +7.78% +8.37%
Std Dev 10.14% 10.46%
Max Drawdown -36.89% -40.89%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from June 1991

Swipe left to see all data
1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Pinwheel Portfolio +3.98 -6.66 -7.15 +5.47 +6.27 +7.78 +7.91
David Swensen Lazy Portfolio +5.75 -7.50 -7.59 +6.60 +7.37 +8.37 +8.48
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

Pinwheel Portfolio: an investment of 1000$, since August 1992, now would be worth 9470.75$, with a total return of 847.08% (7.78% annualized).

David Swensen Lazy Portfolio: an investment of 1000$, since August 1992, now would be worth 11158.44$, with a total return of 1015.84% (8.37% annualized).

Pinwheel Portfolio: an investment of 1000$, since June 1991, now would be worth 10735.19$, with a total return of 973.52% (7.91% annualized).

David Swensen Lazy Portfolio: an investment of 1000$, since June 1991, now would be worth 12631.94$, with a total return of 1163.19% (8.48% annualized).

Drawdowns

Drawdown comparison chart since July 1992.

Swipe left to see all data
Pinwheel Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.89% Nov 2007 Feb 2009
-36.89% Nov 2007 Feb 2009
-16.36% Jan 2022 Jun 2022
-14.99% Jan 2020 Mar 2020
-14.66% Feb 2020 Mar 2020
-14.05% May 1998 Aug 1998
-13.42% Jan 2022 Jun 2022
-12.72% May 2011 Sep 2011
-12.40% May 2011 Sep 2011
-11.28% Apr 1998 Aug 1998
-11.06% Jun 2002 Sep 2002
-10.67% Sep 2000 Sep 2002
-8.88% Feb 2001 Sep 2001
-8.24% Feb 2018 Dec 2018
-8.21% Feb 1994 Nov 1994
-8.18% Sep 2018 Dec 2018
-7.70% Mar 2015 Jan 2016
-6.85% Feb 1994 Jan 1995
-6.84% Mar 2015 Sep 2015
-5.90% Apr 2004 Apr 2004

Drawdown comparison chart since June 1991.

Swipe left to see all data
Pinwheel Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.89% Nov 2007 Feb 2009
-36.89% Nov 2007 Feb 2009
-16.36% Jan 2022 Jun 2022
-14.99% Jan 2020 Mar 2020
-14.66% Feb 2020 Mar 2020
-14.05% May 1998 Aug 1998
-13.42% Jan 2022 Jun 2022
-12.72% May 2011 Sep 2011
-12.40% May 2011 Sep 2011
-11.28% Apr 1998 Aug 1998
-11.06% Jun 2002 Sep 2002
-10.67% Sep 2000 Sep 2002
-8.88% Feb 2001 Sep 2001
-8.24% Feb 2018 Dec 2018
-8.21% Feb 1994 Nov 1994
-8.18% Sep 2018 Dec 2018
-7.70% Mar 2015 Jan 2016
-6.85% Feb 1994 Jan 1995
-6.84% Mar 2015 Sep 2015
-5.90% Apr 2004 Apr 2004

Yearly Returns

Yearly return comparison. Common historical serie start from June 1991.

Swipe left to see all data
Year Pinwheel Portfolio David Swensen Lazy Portfolio
2022
-9.97% -11.55%
2021
+13.53% +17.34%
2020
+9.12% +10.56%
2019
+19.31% +21.27%
2018
-6.39% -5.67%
2017
+14.08% +13.94%
2016
+8.63% +7.74%
2015
-2.88% -0.95%
2014
+6.12% +9.97%
2013
+9.02% +10.89%
2012
+12.60% +13.49%
2011
-0.25% +2.21%
2010
+16.08% +15.37%
2009
+24.19% +24.86%
2008
-22.51% -25.53%
2007
+7.60% +5.59%
2006
+19.78% +17.84%
2005
+11.02% +8.97%
2004
+15.19% +16.10%
2003
+28.19% +26.85%
2002
-2.13% -3.41%
2001
-0.61% -1.71%
2000
+1.80% +3.13%
1999
+15.18% +12.70%
1998
+3.43% +8.13%
1997
+8.85% +15.35%
1996
+13.00% +15.04%
1995
+14.60% +20.31%
1994
-2.32% -2.86%
1993
+24.96% +20.71%
1992
+4.01% +5.36%
Share this page