Craig Israelsen 7Twelve Portfolio vs Tyler Pinwheel Portfolio Portfolio Comparison

Simulation Settings

Period: January 1976 - April 2025 (~49 years)
Consolidated Returns as of 30 April 2025

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

(Change Settings)

Results

30 Years

All (since January 1976)

Inflation Adjusted:

Craig Israelsen 7Twelve Portfolio

1.00$
Initial Capital
May 1995
7.21$
Final Capital
April 2025
6.81%
Yearly Return
9.77%
Std Deviation
-37.96%
Max Drawdown
33months
Recovery Period

1.00$
Initial Capital
May 1995
3.42$
Final Capital
April 2025
4.19%
Yearly Return
9.77%
Std Deviation
-37.23%
Max Drawdown
35months
Recovery Period

1.00$
Initial Capital
January 1976
74.89$
Final Capital
April 2025
9.14%
Yearly Return
9.42%
Std Deviation
-37.96%
Max Drawdown
33months
Recovery Period

1.00$
Initial Capital
January 1976
13.02$
Final Capital
April 2025
5.34%
Yearly Return
9.42%
Std Deviation
-37.23%
Max Drawdown
35months
Recovery Period

Tyler Pinwheel Portfolio

1.00$
Initial Capital
May 1995
9.12$
Final Capital
April 2025
7.65%
Yearly Return
10.52%
Std Deviation
-36.89%
Max Drawdown
36months
Recovery Period

1.00$
Initial Capital
May 1995
4.33$
Final Capital
April 2025
5.01%
Yearly Return
10.52%
Std Deviation
-37.93%
Max Drawdown
38months
Recovery Period

1.00$
Initial Capital
January 1976
107.77$
Final Capital
April 2025
9.95%
Yearly Return
10.36%
Std Deviation
-36.89%
Max Drawdown
36months
Recovery Period

1.00$
Initial Capital
January 1976
18.74$
Final Capital
April 2025
6.12%
Yearly Return
10.36%
Std Deviation
-37.93%
Max Drawdown
38months
Recovery Period

As of April 2025, in the previous 30 Years, the Craig Israelsen 7Twelve Portfolio obtained a 6.81% compound annual return, with a 9.77% standard deviation. It suffered a maximum drawdown of -37.96% that required 33 months to be recovered.

As of April 2025, in the previous 30 Years, the Tyler Pinwheel Portfolio obtained a 7.65% compound annual return, with a 10.52% standard deviation. It suffered a maximum drawdown of -36.89% that required 36 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.

Resources & Extras

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Craig Israelsen 7Twelve Portfolio

Weight (%)	Ticker	Name
8.34	VNQ	Vanguard Real Estate
8.34	VV	Vanguard Large-Cap
8.33	EEM	iShares MSCI Emerging Markets
8.33	EFA	iShares MSCI EAFE
8.33	IJR	iShares Core S&P Small-Cap
8.33	VO	Vanguard Mid-Cap
25.00	IEI	iShares 3-7 Year Treasury Bond
8.34	BIL	SPDR Blmbg Barclays 1-3 Mth T-Bill
16.66	GSG	iShares S&P GSCI Commodity Indexed Trust

Tyler Pinwheel Portfolio

Weight (%)	Ticker	Name
15.00	EFA	iShares MSCI EAFE
15.00	VTI	Vanguard Total Stock Market
15.00	VNQ	Vanguard Real Estate
10.00	EEM	iShares MSCI Emerging Markets
10.00	IJS	iShares S&P Small-Cap 600 Value
15.00	IEI	iShares 3-7 Year Treasury Bond
10.00	BIL	SPDR Blmbg Barclays 1-3 Mth T-Bill
10.00	GLD	SPDR Gold Trust

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Portfolio Returns as of Apr 30, 2025

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

RETURN COMPARISON

Period: 1 January 1976 - 30 April 2025 (~49 years)

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		Return (%) as of Apr 30, 2025
		YTD (4M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~49Y)
	7Twelve Portfolio Craig Israelsen	0.08	-1.47	0.03	6.16	8.85	4.50	6.81	9.14
	Pinwheel Tyler	3.27	0.48	2.02	12.97	8.70	6.04	7.65	9.95
Return over 1 year are annualized.

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Capital Growth as of Apr 30, 2025

Craig Israelsen 7Twelve Portfolio: an investment of 1$, since May 1995, now would be worth 7.21$, with a total return of 621.11% (6.81% annualized).

Tyler Pinwheel Portfolio: an investment of 1$, since May 1995, now would be worth 9.12$, with a total return of 812.02% (7.65% annualized).

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Craig Israelsen 7Twelve Portfolio: an investment of 1$, since January 1976, now would be worth 74.89$, with a total return of 7388.53% (9.14% annualized).

Tyler Pinwheel Portfolio: an investment of 1$, since January 1976, now would be worth 107.77$, with a total return of 10677.26% (9.95% annualized).

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Portfolio Metrics as of Apr 30, 2025

The following metrics, updated as of 30 April 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON

Period: 1 May 2024 - 30 April 2025 (1 year)

Period: 1 May 2020 - 30 April 2025 (5 years)

Period: 1 May 2015 - 30 April 2025 (10 years)

Period: 1 May 1995 - 30 April 2025 (30 years)

Period: 1 January 1976 - 30 April 2025 (~49 years)

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	7Twelve Portfolio	Pinwheel
Author	Craig Israelsen	Tyler
ASSET ALLOCATION
Stocks	50%	65%
Fixed Income	33.34%	25%
Commodities	16.66%	10%
PERFORMANCES
Annualized Return (%)	6.16	12.97
Infl. Adjusted Return (%)	4.00	10.68
DRAWDOWN
Deepest Drawdown Depth (%)	-2.38	-3.29
Start to Recovery (months)	5*	5*
Longest Drawdown Depth (%)	-2.38	-3.29
Start to Recovery (months)	5*	5*
Longest Negative Period (months)	8*	6
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	5.67	6.96
Sharpe Ratio	0.24	1.17
Sortino Ratio	0.31	1.51
Ulcer Index	1.05	1.06
Ratio: Return / Standard Deviation	1.09	1.86
Ratio: Return / Deepest Drawdown	2.59	3.94
Metrics calculated over the period 1 May 2024 - 30 April 2025

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	7Twelve Portfolio	Pinwheel
Author	Craig Israelsen	Tyler
ASSET ALLOCATION
Stocks	50%	65%
Fixed Income	33.34%	25%
Commodities	16.66%	10%
PERFORMANCES
Annualized Return (%)	8.85	8.70
Infl. Adjusted Return (%)	4.13	3.98
DRAWDOWN
Deepest Drawdown Depth (%)	-13.28	-19.49
Start to Recovery (months)	23	27
Longest Drawdown Depth (%)	-13.28	-19.49
Start to Recovery (months)	23	27
Longest Negative Period (months)	30	34
RISK INDICATORS
Standard Deviation (%)	9.67	11.02
Sharpe Ratio	0.65	0.56
Sortino Ratio	0.88	0.77
Ulcer Index	4.03	6.59
Ratio: Return / Standard Deviation	0.91	0.79
Ratio: Return / Deepest Drawdown	0.67	0.45
Metrics calculated over the period 1 May 2020 - 30 April 2025

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	7Twelve Portfolio	Pinwheel
Author	Craig Israelsen	Tyler
ASSET ALLOCATION
Stocks	50%	65%
Fixed Income	33.34%	25%
Commodities	16.66%	10%
PERFORMANCES
Annualized Return (%)	4.50	6.04
Infl. Adjusted Return (%)	1.38	2.88
DRAWDOWN
Deepest Drawdown Depth (%)	-17.90	-19.49
Start to Recovery (months)	11	27
Longest Drawdown Depth (%)	-13.28	-19.49
Start to Recovery (months)	23	27
Longest Negative Period (months)	59	34
RISK INDICATORS
Standard Deviation (%)	9.62	10.27
Sharpe Ratio	0.29	0.42
Sortino Ratio	0.37	0.57
Ulcer Index	4.93	5.41
Ratio: Return / Standard Deviation	0.47	0.59
Ratio: Return / Deepest Drawdown	0.25	0.31
Metrics calculated over the period 1 May 2015 - 30 April 2025

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	7Twelve Portfolio	Pinwheel
Author	Craig Israelsen	Tyler
ASSET ALLOCATION
Stocks	50%	65%
Fixed Income	33.34%	25%
Commodities	16.66%	10%
PERFORMANCES
Annualized Return (%)	6.81	7.65
Infl. Adjusted Return (%)	4.19	5.01
DRAWDOWN
Deepest Drawdown Depth (%)	-37.96	-36.89
Start to Recovery (months)	33	36
Longest Drawdown Depth (%)	-14.54	-36.89
Start to Recovery (months)	37	36
Longest Negative Period (months)	73	51
RISK INDICATORS
Standard Deviation (%)	9.77	10.52
Sharpe Ratio	0.46	0.51
Sortino Ratio	0.60	0.67
Ulcer Index	7.03	6.56
Ratio: Return / Standard Deviation	0.70	0.73
Ratio: Return / Deepest Drawdown	0.18	0.21
Metrics calculated over the period 1 May 1995 - 30 April 2025

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	7Twelve Portfolio	Pinwheel
Author	Craig Israelsen	Tyler
ASSET ALLOCATION
Stocks	50%	65%
Fixed Income	33.34%	25%
Commodities	16.66%	10%
PERFORMANCES
Annualized Return (%)	9.14	9.95
Infl. Adjusted Return (%)	5.34	6.12
DRAWDOWN
Deepest Drawdown Depth (%)	-37.96	-36.89
Start to Recovery (months)	33	36
Longest Drawdown Depth (%)	-14.54	-36.89
Start to Recovery (months)	37	36
Longest Negative Period (months)	73	51
RISK INDICATORS
Standard Deviation (%)	9.42	10.36
Sharpe Ratio	0.52	0.55
Sortino Ratio	0.68	0.73
Ulcer Index	5.75	5.60
Ratio: Return / Standard Deviation	0.97	0.96
Ratio: Return / Deepest Drawdown	0.24	0.27
Metrics calculated over the period 1 January 1976 - 30 April 2025

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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON

Period: 1 May 1995 - 30 April 2025 (30 years)

Period: 1 January 1976 - 30 April 2025 (~49 years)

Chart Table

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7Twelve Portfolio			Pinwheel
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-37.96	33	Jun 2008 Feb 2011
			-36.89	36	Nov 2007 Oct 2010
			-19.49	27	Jan 2022 Mar 2024
-17.90	11	Jan 2020 Nov 2020
			-14.99	8	Jan 2020 Aug 2020
-14.54	37	Jul 2014 Jul 2017
			-14.05	12	May 1998 Apr 1999
-13.54	13	Apr 1998 Apr 1999
-13.50	20	May 2011 Dec 2012
-13.28	23	Apr 2022 Feb 2024
			-12.72	11	May 2011 Mar 2012
			-11.06	13	Jun 2002 Jun 2003
-10.05	27	Feb 2001 Apr 2003
-9.83	7	Oct 2018 Apr 2019
			-8.88	14	Feb 2001 Mar 2002

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7Twelve Portfolio			Pinwheel
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-37.96	33	Jun 2008 Feb 2011
			-36.89	36	Nov 2007 Oct 2010
			-19.49	27	Jan 2022 Mar 2024
-17.90	11	Jan 2020 Nov 2020
			-14.99	8	Jan 2020 Aug 2020
			-14.91	16	Sep 1987 Dec 1988
-14.54	37	Jul 2014 Jul 2017
			-14.05	12	May 1998 Apr 1999
-13.54	13	Apr 1998 Apr 1999
-13.50	20	May 2011 Dec 2012
-13.43	14	Sep 1987 Oct 1988
-13.28	23	Apr 2022 Feb 2024
			-12.72	11	May 2011 Mar 2012
			-12.51	14	Jan 1990 Feb 1991
			-12.10	23	Dec 1980 Oct 1982

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison

Annualized Rolling Returns Chart

Rolling Returns Chart - Inflation Adjusted

Time Period: 1 January 1976 - 30 April 2025 (~49 years)

Rolling Period:

7Twelve Portfolio
Pinwheel

Head To Head (Ptf 1 vs Ptf 2):

US Inflation Adjusted:

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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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	7Twelve Portfolio		Pinwheel
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2025	0.08	-2.26	3.27	-0.60
2024	7.60	-2.38	9.66	-3.29
2023	8.76	-6.62	13.20	-8.07
2022	-7.91	-13.28	-13.57	-19.49
2021	16.41	-3.52	13.53	-3.10
2020	3.64	-17.90	9.12	-14.99
2019	17.04	-3.93	19.31	-3.16
2018	-6.60	-9.83	-6.39	-8.24
2017	11.15	-0.23	14.08	0.00
2016	7.88	-3.46	8.63	-2.93
2015	-6.71	-8.96	-2.88	-7.37
2014	-0.27	-5.11	6.12	-3.95
2013	9.98	-2.34	9.02	-4.25
2012	9.05	-5.96	12.60	-5.90
2011	-0.33	-13.50	-0.25	-12.72
2010	12.87	-7.69	16.08	-7.26
2009	19.77	-13.75	24.19	-14.81
2008	-24.01	-29.50	-22.51	-27.78
2007	11.31	-2.37	7.60	-4.41
2006	12.08	-2.41	19.78	-3.25
2005	11.36	-3.44	11.02	-2.58
2004	14.33	-5.06	15.19	-5.84
2003	25.20	-1.95	28.19	-3.19
2002	4.93	-5.27	-2.13	-11.06
2001	-4.66	-10.05	-0.61	-8.88
2000	11.53	-2.79	1.80	-5.84
1999	19.24	-3.02	15.18	-2.13
1998	-1.40	-13.54	3.43	-14.05
1997	7.34	-3.49	8.85	-4.25
1996	16.09	-3.26	13.00	-2.47
1995	18.64	-1.07	14.60	-1.63
1994	-1.53	-6.66	-2.32	-6.30
1993	17.28	-3.19	24.96	-3.33
1992	5.45	-2.13	4.01	-2.90
1991	26.17	-3.31	29.20	-3.25
1990	1.68	-5.15	-7.14	-12.51
1989	27.09	-1.51	21.94	-1.96
1988	17.78	-2.03	14.95	-2.14
1987	3.08	-13.43	2.63	-14.91
1986	16.22	-3.66	21.90	-2.21
1985	24.57	-0.68	27.17	-1.91
1984	8.53	-2.58	8.12	-3.20
1983	17.12	-1.50	17.25	-1.79
1982	15.88	-3.72	13.76	-9.40
1981	-1.36	-7.83	-0.90	-8.40
1980	16.18	-10.52	18.33	-11.81
1979	20.37	-6.26	29.93	-6.94
1978	13.62	-5.84	15.63	-5.44
1977	7.11	-1.81	10.76	-0.79
1976	15.46	-2.12	19.79	-2.33

The first official book of

Mastering ETF Investing

Build wealth
with Lazy Portfolios and Passive Investing

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English book

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Italian book

Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Apr 30, 2025

Capital Growth as of Apr 30, 2025

Portfolio Metrics as of Apr 30, 2025

Drawdowns

Rolling Returns

Yearly Returns