verifiedCurated Strategy
· 31 yr backtestBuy and Hold

Pinwheel Portfolio

Real CAGR8.5%
Max Drawdown-36.6%
Sharpe Ratio0.41

The Pinwheel Portfolio is a diversified, equal-weighted static portfolio designed to spread risk evenly across a range of distinct asset classes, including domestic stocks, international stocks, bonds, real estate, commodities, and gold. The portfolio was popularised by investing blogger Tyler at PortfolioCharts.com, a site dedicated to visualising how different asset allocations have performed across a range of market conditions. The name reflects the way the portfolio radiates outward into multiple asset classes in roughly equal proportions, like the spokes of a pinwheel.

Investment Philosophy

The Pinwheel Portfolio extends the all-weather philosophy — that no single asset class performs best across all economic environments — by incorporating a wider range of return drivers than the Permanent Portfolio or Golden Butterfly. By spreading weight across many uncorrelated or low-correlated assets, it aims to reduce the severity of drawdowns and smooth the return experience across different economic regimes: growth, recession, inflation, and deflation. The approach accepts moderate long-run returns in exchange for meaningfully lower volatility.

Who It's For

This portfolio suits investors who prioritise stability and a smooth investment experience over maximum long-run returns. It appeals to risk-averse investors, retirees, or anyone who values avoiding large drawdowns over capturing the full upside of equity bull markets. The PortfolioCharts Safe Withdrawal Rate analysis suggests the Pinwheel Portfolio performs well for investors drawing down assets in retirement.

Pros

  • Very broad diversification across asset classes with different return drivers
  • Historically low drawdowns relative to equity-heavy portfolios
  • Simple to implement with index funds and requires only annual rebalancing

Cons

  • Wide diversification across lower-returning assets (gold, bonds, commodities) reduces long-run growth potential
  • Equal weighting is a heuristic, not an optimised allocation
  • Commodity exposure has historically been a drag on returns in buy-and-hold portfolios over long periods
arrow_backBack to Database
infoMonthly trading signals

Signals are available for a curated set of tactical portfolios. This portfolio is not currently covered.

See covered portfoliosarrow_forward

Target Allocation

Static
US Total Stock Market(VTI)15%
International Developed Equity(EFA)15%
Intermediate-Term Treasury Bond(IEF)15%
US Real Estate(VNQ)15%
US Small-Cap Value(IWN)10%
Emerging Markets Equity(EEM)10%
Cash(BIL)10%
Gold(GLD)10%

Performance Snapshot

How are these calculated? →

trending_upReal CAGR
8.52%
balanceSharpe Ratio
0.410
trending_downMax Drawdown
-36.56%
show_chartSortino Ratio
0.050
arrow_upwardBest Year
+29.3%
arrow_downwardWorst Year
-21.7%
update10-Year CAGR
8.22%
warningUlcer Index
6.41
analyticsUlcer Perf. Index
0.630
account_balanceGFC CAGR
+1.2%
computerDot-com CAGR
+1.3%
syncTrade Frequency
Static
shieldRisk Level
4/5 — Aggressive
calendar_monthMin. Timeline
7 years
historyBacktest Period
31 years

Rolling Returns

PeriodLowAverageHigh
1 Year-32.2%+8.8%+44.6%
3 Year-6.7%+7.9%+22.6%
5 Year+1.2%+7.8%+18.2%
10 Year+4.3%+7.8%+11.2%
Compare to:

Growth of $10,000

Pinwheel Portfolio
Sharpe Ratio0.41
Best Year+29.3%
Worst Year-21.7%
Final Value$129,455

Historical Drawdown

Percentage decline from the portfolio's peak value at each point in time.

Rolling Returns

Annualised return for each rolling period ending on that date.

Annualised return for each 1Y period ending on that date.

Related Portfolios

Free portfolio insights, monthly.

No spam. Unsubscribe anytime.