Pinwheel vs Stocks/Bonds 60/40 Momentum Portfolio Comparison

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 60/40 Momentum Portfolio obtained a 9.98% compound annual return, with a 9.57% standard deviation, in the last 30 Years.

Summary

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Pinwheel Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Portfolio Risk High High
Asset Allocation Stocks 65% 60%
Fixed Income 25% 40%
Commodities 10% 0%
30 Years Stats Return +7.44% +9.98%
Std Dev 10.47% 9.57%
Max Drawdown -36.89% -32.52%
All time Stats
(Since Jan 1982)		 Return +9.25% +11.24%
Std Dev 10.35% 9.89%
Max Drawdown -36.89% -32.52%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1982

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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 60/40 Momentum Portfolio +2.17 +22.75 +21.53 +7.57 +8.75 +9.98 +11.24
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 60/40 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 17.36$, with a total return of 1635.93% (9.98% 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 60/40 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 90.04$, with a total return of 8904.44% (11.24% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Pinwheel Portfolio
Stocks/Bonds 60/40 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
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-24.21% Nov 2021 Sep 2022 (11) In progress (29) 16.25
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-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
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-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
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.78% Aug 1998 Aug 1998 (1) Oct 1998 (3) 3.54
-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
-5.43% Sep 1994 Jan 1995 (5) May 1995 (9) 3.17

Drawdown comparison chart since January 1982.

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Pinwheel Portfolio
Stocks/Bonds 60/40 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
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-24.21% Nov 2021 Sep 2022 (11) In progress (29) 16.25
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-20.08% Sep 1987 Nov 1987 (3) May 1989 (21) 11.04
-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
-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
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-9.40% Jan 1982 Jul 1982 (7) Oct 1982 (10) 5.49
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-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
-7.66% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.58
-7.54% Dec 1983 May 1984 (6) Aug 1984 (9) 3.90

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
+3.03%
 -1.71%
+11.43%
 0.00%
2023
+13.21%
 -8.07%
+7.66%
 -5.48%
2022
-13.57%
 -19.49%
-16.20%
 -21.97%
2021
+13.53%
 -3.10%
+7.27%
 -2.88%
2020
+9.12%
 -14.99%
+20.99%
 -10.73%
2019
+19.31%
 -3.16%
+19.89%
 -0.92%
2018
-6.39%
 -8.24%
-1.04%
 -9.29%
2017
+14.08%
 0.00%
+23.93%
 0.00%
2016
+8.63%
 -2.93%
+4.01%
 -3.57%
2015
-2.88%
 -7.37%
+5.58%
 -4.61%
2014
+6.12%
 -3.95%
+11.10%
 -2.40%
2013
+9.02%
 -4.25%
+19.91%
 -2.13%
2012
+12.60%
 -5.90%
+10.22%
 -3.51%
2011
-0.25%
 -12.72%
+6.73%
 -7.14%
2010
+16.08%
 -7.26%
+13.29%
 -6.43%
2009
+24.19%
 -14.81%
+11.92%
 -12.79%
2008
-22.51%
 -27.78%
-21.83%
 -24.08%
2007
+7.60%
 -4.41%
+13.35%
 -1.41%
2006
+19.78%
 -3.25%
+8.04%
 -2.23%
2005
+11.02%
 -2.58%
+12.44%
 -0.99%
2004
+15.19%
 -5.84%
+11.72%
 -2.06%
2003
+28.19%
 -3.19%
+17.18%
 -1.95%
2002
-2.13%
 -11.06%
-4.07%
 -11.25%
2001
-0.61%
 -8.88%
-7.04%
 -13.57%
2000
+1.80%
 -5.84%
-1.21%
 -6.50%
1999
+15.18%
 -2.13%
+23.95%
 -1.65%
1998
+3.43%
 -14.05%
+32.69%
 -6.78%
1997
+8.85%
 -4.25%
+25.89%
 -3.48%
1996
+13.00%
 -2.47%
+19.33%
 -2.32%
1995
+14.60%
 -1.63%
+32.67%
 0.00%
1994
-2.32%
 -6.30%
-1.72%
 -6.35%
1993
+24.96%
 -3.33%
+11.81%
 -0.99%
1992
+4.01%
 -2.90%
+5.45%
 -2.52%
1991
+29.20%
 -3.25%
+28.24%
 -2.57%
1990
-7.14%
 -12.51%
+4.36%
 -7.66%
1989
+21.94%
 -1.96%
+31.11%
 -1.20%
1988
+14.95%
 -2.14%
+7.18%
 -3.36%
1987
+2.63%
 -14.91%
+2.02%
 -20.08%
1986
+21.90%
 -2.21%
+19.66%
 -5.55%
1985
+27.17%
 -1.91%
+28.33%
 -1.52%
1984
+8.12%
 -3.20%
+5.51%
 -7.11%
1983
+17.25%
 -1.79%
+12.26%
 -3.09%
1982
+13.76%
 -9.40%
+30.72%
 -2.23%