Performance

Pinwheel Portfolio +6.77%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
Pinwheel Portfolio	-0.26%	+5.49%	+6.77%	+6.28%	-7.83%	0.26	2.45%

VTI	-0.50%	+11.86%	+11.81%	+10.61%	-8.92%	0.59	1.06%
VEA	-0.30%	+10.29%	+14.94%	+8.82%	-11.63%	0.63	2.47%
IEF	-0.16%	-2.36%	-2.87%	-1.73%	-6.81%	-1.47	4.08%
VNQ	+0.04%	+7.69%	+3.78%	+0.48%	-11.38%	0.02	3.67%
VBR	-0.50%	+13.73%	+16.29%	+7.61%	-8.85%	0.85	1.84%
VWO	-0.02%	+3.80%	+4.49%	+5.35%	-11.17%	0.08	2.14%
SHY	-0.02%	+1.00%	+1.66%	+1.91%	-0.91%	-2.05	3.61%
GLD	-0.65%	-7.95%	-0.11%	+16.75%	-26.40%	-0.02	0.00%

Summary

Pinwheel Portfolio at a glance

Pinwheel Portfolio returned +6.77% over the past year and +6.28% a year over five years. Its worst drop in that year was -7.83%, smaller than 51% of portfolios on Redstone, and its Sharpe ratio of 0.26 beats 32% of portfolios on Redstone. It yields 2.45%.

Ranking

How Pinwheel Portfolio ranks

1Y Return Rank

5Y Return Rank

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

-4.66%

Rolling Volatility

+0.48%

METRICS

Correlation Matrix

	GLD	IEF	SHY	VBR	VEA	VNQ	VTI	VWO
GLD	1.00	0.24	0.29	0.31	0.53	0.14	0.39	0.49
IEF	0.24	1.00	0.87	0.45	0.46	0.46	0.34	0.32
SHY	0.29	0.87	1.00	0.41	0.46	0.44	0.32	0.34
VBR	0.31	0.45	0.41	1.00	0.67	0.61	0.73	0.56
VEA	0.53	0.46	0.46	0.67	1.00	0.33	0.82	0.88
VNQ	0.14	0.46	0.44	0.61	0.33	1.00	0.29	0.18
VTI	0.39	0.34	0.32	0.73	0.82	0.29	1.00	0.82
VWO	0.49	0.32	0.34	0.56	0.88	0.18	0.82	1.00

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Portfolio

Allocation

8 Assets

VTI

VBR

VEA

VWO

IEF

SHY

VNQ

GLD

Metrics

Risk Indicators

Alpha-2.54%

Beta0.66x

Sharpe0.26

Sortino0.36

Omega1.04

Calmar0.86

Martin1.12

Portfolios

Pinwheel Portfolio: returns, risk and holdings

Pinwheel Portfolio at a glance

How Pinwheel Portfolio ranks

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