Pinwheel at a glance
Pinwheel is a fixed-allocation portfolio by Tyler (Portfolio Charts) across US Equity, US Small-Cap Value, International Developed, Emerging Markets, rebalanced annual. Backtested 1995-12-29 to 2026-04-24 (30.3 years): 8.1% CAGR, 0.68 Sharpe, -39.6% max drawdown, 12.7% volatility.
- Type
- Fixed Allocation
- Author
- Tyler (Portfolio Charts)
- Rebalancing
- Annual
- Risk
- Moderate
- Period
- 1995-12-29 to 2026-04-24
- CAGR
- 8.1%
- Sharpe
- 0.68
- Max Drawdown
- -39.6%
- Volatility
- 12.7%
Pinwheel — Fixed Allocation Portfolio
Tyler's Pinwheel Portfolio: broadly diversified 8-asset allocation. 50% equities (VTI 15%, IWN 10%, VEA 15%, VWO 10%), 25% bonds (VGIT 15%, SHY 10%), 25% real assets (VNQ 15%, GLD 10%).
Backtest Performance (1995-12-29 to 2026-04-24)
| Metric | Pinwheel |
|---|---|
| Compound Annual Growth Rate (CAGR) | 8.1% |
| Maximum Drawdown | -39.6% |
| Sharpe Ratio | 0.68 |
| Sortino Ratio | 0.85 |
| Annualized Volatility | 12.7% |
| Calmar Ratio | 0.20 |
| Total Return | 965.6% |
| Backtest Period | 30.3 years |
Strategy Details
- Type
- Fixed / Strategic
- Rebalancing
- annual
- Risk Level
- moderate
- Variants
- 1
- Author
- Tyler (Portfolio Charts)
- Source
- Tyler (Portfolio Charts). Pinwheel Portfolio
Asset Classes
- US Equity
- US Small-Cap Value
- International Developed
- Emerging Markets
- Intermediate Treasuries
- Short-Term Treasuries
- REITs
- Gold
Categories
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