Last Update: 31 March 2024
The Pinwheel Portfolio obtained a 7.44% compound annual return, with a 10.47% standard deviation, in the last 30 Years.
The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.24% compound annual return, with a 6.99% standard deviation, in the last 30 Years.
Summary
Swipe left to see all data
| Pinwheel Portfolio | Stocks/Bonds 40/60 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | Medium | |
| Asset Allocation | Stocks | 65% | 40% |
| Fixed Income | 25% | 60% | |
| Commodities | 10% | 0% | |
| 30 Years Stats | Return | +7.44% | +8.24% |
| Std Dev | 10.47% | 6.99% | |
| Max Drawdown | -36.89% | -21.11% | |
| All time Stats (Since Jan 1982) |
Return | +9.25% | +9.77% |
| Std Dev | 10.35% | 7.43% | |
| Max Drawdown | -36.89% | -21.11% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1982
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Pinwheel Portfolio | +2.69 | +13.77 | +11.44 | +6.48 | +5.67 | +7.44 | +9.25 |
| Stocks/Bonds 40/60 Momentum Portfolio | +1.76 | +17.02 | +14.65 | +5.19 | +6.37 | +8.24 | +9.77 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Pinwheel Portfolio: an investment of 1$, since April 1994,
now would be worth 8.62$, with a total return of 761.52%
(7.44% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).
Pinwheel Portfolio: an investment of 1$, since January 1982,
now would be worth 41.95$, with a total return of 4094.84%
(9.25% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 51.26$, with a total return of 5026.13% (9.77% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 51.26$, with a total return of 5026.13% (9.77% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Pinwheel Portfolio
|
Stocks/Bonds 40/60 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -36.89% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 16.21 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -19.49% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 9.63 | |||||
| -14.99% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 6.84 | |||||
| -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 | |||||
| -8.88% | Feb 2001 | Sep 2001 (8) | Mar 2002 (14) | 4.60 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -8.24% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 3.28 | |||||
| -7.70% | Mar 2015 | Jan 2016 (11) | Jun 2016 (16) | 3.99 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -5.90% | Apr 2012 | May 2012 (2) | Sep 2012 (6) | 2.52 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -5.84% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 2.88 | |||||
| -5.84% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 3.31 | |||||
| -5.43% | Sep 1994 | Jan 1995 (5) | May 1995 (9) | 3.17 | |||||
| -4.25% | Oct 1997 | Oct 1997 (1) | Feb 1998 (5) | 2.87 | |||||
| -4.25% | May 2013 | Jun 2013 (2) | Sep 2013 (5) | 2.33 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
Pinwheel Portfolio
|
Stocks/Bonds 40/60 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -36.89% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 16.21 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -19.49% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 9.63 | |||||
| -14.99% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 6.84 | |||||
| -14.91% | Sep 1987 | Nov 1987 (3) | Dec 1988 (16) | 7.02 | |||||
| -14.05% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 6.04 | |||||
| -13.77% | Sep 1987 | Nov 1987 (3) | Mar 1989 (19) | 6.65 | |||||
| -12.72% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 5.08 | |||||
| -12.51% | Jan 1990 | Sep 1990 (9) | Feb 1991 (14) | 6.33 | |||||
| -11.06% | Jun 2002 | Sep 2002 (4) | Jun 2003 (13) | 7.41 | |||||
| -9.40% | Jan 1982 | Jul 1982 (7) | Oct 1982 (10) | 5.49 | |||||
| -8.88% | Feb 2001 | Sep 2001 (8) | Mar 2002 (14) | 4.60 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -8.24% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 3.28 | |||||
| -7.70% | Mar 2015 | Jan 2016 (11) | Jun 2016 (16) | 3.99 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -6.85% | Feb 1994 | Jan 1995 (12) | May 1995 (16) | 4.36 | |||||
| -6.28% | Feb 1984 | May 1984 (4) | Aug 1984 (7) | 3.29 | |||||
| -5.91% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.86 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.03%
|
-1.71% |
+7.39%
|
0.00% |
| 2023 |
+13.21%
|
-8.07% |
+6.91%
|
-5.18% |
| 2022 |
-13.57%
|
-19.49% |
-15.17%
|
-19.48% |
| 2021 |
+13.53%
|
-3.10% |
+4.23%
|
-2.38% |
| 2020 |
+9.12%
|
-14.99% |
+16.57%
|
-7.10% |
| 2019 |
+19.31%
|
-3.16% |
+16.20%
|
-0.81% |
| 2018 |
-6.39%
|
-8.24% |
-0.73%
|
-5.89% |
| 2017 |
+14.08%
|
0.00% |
+17.14%
|
0.00% |
| 2016 |
+8.63%
|
-2.93% |
+3.51%
|
-3.61% |
| 2015 |
-2.88%
|
-7.37% |
+3.91%
|
-2.95% |
| 2014 |
+6.12%
|
-3.95% |
+9.34%
|
-1.49% |
| 2013 |
+9.02%
|
-4.25% |
+12.57%
|
-1.74% |
| 2012 |
+12.60%
|
-5.90% |
+7.87%
|
-2.05% |
| 2011 |
-0.25%
|
-12.72% |
+7.13%
|
-3.62% |
| 2010 |
+16.08%
|
-7.26% |
+10.93%
|
-3.48% |
| 2009 |
+24.19%
|
-14.81% |
+9.16%
|
-9.41% |
| 2008 |
-22.51%
|
-27.78% |
-12.27%
|
-15.80% |
| 2007 |
+7.60%
|
-4.41% |
+11.21%
|
-0.82% |
| 2006 |
+19.78%
|
-3.25% |
+6.78%
|
-1.50% |
| 2005 |
+11.02%
|
-2.58% |
+9.09%
|
-0.93% |
| 2004 |
+15.19%
|
-5.84% |
+9.22%
|
-2.12% |
| 2003 |
+28.19%
|
-3.19% |
+12.78%
|
-1.27% |
| 2002 |
-2.13%
|
-11.06% |
+0.04%
|
-5.36% |
| 2001 |
-0.61%
|
-8.88% |
-1.88%
|
-6.89% |
| 2000 |
+1.80%
|
-5.84% |
+2.99%
|
-3.33% |
| 1999 |
+15.18%
|
-2.13% |
+15.71%
|
-1.69% |
| 1998 |
+3.43%
|
-14.05% |
+24.65%
|
-4.13% |
| 1997 |
+8.85%
|
-4.25% |
+20.41%
|
-2.69% |
| 1996 |
+13.00%
|
-2.47% |
+14.08%
|
-1.52% |
| 1995 |
+14.60%
|
-1.63% |
+27.84%
|
0.00% |
| 1994 |
-2.32%
|
-6.30% |
-2.03%
|
-5.91% |
| 1993 |
+24.96%
|
-3.33% |
+11.10%
|
-0.87% |
| 1992 |
+4.01%
|
-2.90% |
+6.01%
|
-2.11% |
| 1991 |
+29.20%
|
-3.25% |
+23.91%
|
-1.79% |
| 1990 |
-7.14%
|
-12.51% |
+5.79%
|
-5.29% |
| 1989 |
+21.94%
|
-1.96% |
+25.29%
|
-1.01% |
| 1988 |
+14.95%
|
-2.14% |
+7.24%
|
-2.95% |
| 1987 |
+2.63%
|
-14.91% |
+1.86%
|
-13.77% |
| 1986 |
+21.90%
|
-2.21% |
+18.14%
|
-4.37% |
| 1985 |
+27.17%
|
-1.91% |
+26.30%
|
-0.74% |
| 1984 |
+8.12%
|
-3.20% |
+8.68%
|
-6.28% |
| 1983 |
+17.25%
|
-1.79% |
+9.91%
|
-2.81% |
| 1982 |
+13.76%
|
-9.40% |
+30.86%
|
-1.48% |
