Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 40% |
VB Vanguard Small-Cap ETF | Small Cap Growth Equities | 10% |
VBR Vanguard Small-Cap Value ETF | Small Cap Value Equities | 10% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 10% |
VNQ Vanguard Real Estate ETF | REIT | 10% |
VOO Vanguard S&P 500 ETF | S&P 500 | 10% |
VTV Vanguard Value ETF | Large Cap Value Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bill Schultheis Coffee House Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Apr 11, 2026, the Bill Schultheis Coffee House Portfolio returned 3.52% Year-To-Date and 7.39% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.11% | 2.78% | -0.42% | 4.03% | 27.10% | 18.38% | 10.55% | 12.70% |
Portfolio Bill Schultheis Coffee House Portfolio | -0.19% | 2.57% | 3.52% | 6.59% | 20.10% | 10.61% | 5.35% | 7.39% |
| Portfolio components: | ||||||||
VOO Vanguard S&P 500 ETF | -0.07% | 2.87% | -0.09% | 4.64% | 28.85% | 19.99% | 12.14% | 14.61% |
BND Vanguard Total Bond Market ETF | -0.15% | 0.46% | 0.39% | 0.77% | 6.32% | 3.55% | 0.28% | 1.69% |
VTV Vanguard Value ETF | -0.81% | 2.61% | 5.99% | 11.27% | 27.06% | 15.55% | 11.18% | 12.13% |
VNQ Vanguard Real Estate ETF | 0.22% | 1.97% | 6.20% | 7.60% | 15.60% | 8.09% | 3.71% | 5.16% |
VEA Vanguard FTSE Developed Markets ETF | 0.28% | 6.32% | 8.62% | 16.60% | 41.44% | 17.90% | 9.43% | 9.81% |
VB Vanguard Small-Cap ETF | -0.32% | 4.81% | 5.89% | 10.48% | 34.04% | 14.70% | 6.10% | 11.02% |
VBR Vanguard Small-Cap Value ETF | -0.57% | 4.82% | 6.74% | 12.79% | 33.87% | 14.89% | 8.23% | 10.54% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 10, 2010, Bill Schultheis Coffee House Portfolio's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +8.6%, while the worst month was Mar 2020 at -10.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Bill Schultheis Coffee House Portfolio closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +6.4%, while the worst single day was Mar 12, 2020 at -8.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.54% | 2.68% | -4.23% | 2.66% | 3.52% | ||||||||
| 2025 | 2.31% | 0.54% | -2.17% | -0.73% | 2.32% | 2.72% | 0.37% | 2.80% | 1.43% | 0.30% | 1.24% | 0.13% | 11.71% |
| 2024 | -0.94% | 1.75% | 2.78% | -4.14% | 3.20% | 0.37% | 4.21% | 1.93% | 1.69% | -2.23% | 4.02% | -4.33% | 8.09% |
| 2023 | 6.10% | -3.04% | 0.47% | 0.65% | -2.14% | 3.98% | 2.19% | -2.13% | -3.94% | -2.86% | 7.25% | 5.93% | 12.23% |
| 2022 | -3.91% | -1.23% | 0.56% | -5.48% | 0.47% | -5.86% | 5.80% | -3.53% | -7.63% | 4.65% | 5.53% | -3.19% | -14.00% |
| 2021 | -0.19% | 2.27% | 2.23% | 3.10% | 1.09% | 0.68% | 0.99% | 1.18% | -2.76% | 3.24% | -1.72% | 3.28% | 14.02% |
Benchmark Metrics
Bill Schultheis Coffee House Portfolio has an annualized alpha of 0.68%, beta of 0.57, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.
- This portfolio participated in 67.82% of S&P 500 Index downside but only 59.66% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.57 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.68%
- Beta
- 0.57
- R²
- 0.85
- Upside Capture
- 59.66%
- Downside Capture
- 67.82%
Expense Ratio
Bill Schultheis Coffee House Portfolio has an expense ratio of 0.05%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Bill Schultheis Coffee House Portfolio ranks 62 for risk / return — better than 62% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.57 | 2.23 | +0.33 |
Sortino ratioReturn per unit of downside risk | 3.69 | 3.12 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.42 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 4.07 | 4.05 | +0.03 |
Martin ratioReturn relative to average drawdown | 16.57 | 17.91 | -1.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 66 | 2.37 | 3.29 | 1.44 | 4.31 | 19.24 |
BND Vanguard Total Bond Market ETF | 31 | 1.58 | 2.36 | 1.28 | 2.29 | 7.38 |
VTV Vanguard Value ETF | 76 | 2.62 | 3.77 | 1.47 | 5.32 | 19.85 |
VNQ Vanguard Real Estate ETF | 28 | 1.26 | 1.77 | 1.23 | 2.54 | 8.05 |
VEA Vanguard FTSE Developed Markets ETF | 79 | 3.09 | 4.11 | 1.56 | 4.57 | 18.43 |
VB Vanguard Small-Cap ETF | 59 | 2.10 | 2.99 | 1.37 | 4.72 | 16.93 |
VBR Vanguard Small-Cap Value ETF | 60 | 2.19 | 3.19 | 1.38 | 4.62 | 15.89 |
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Dividends
Dividend yield
Bill Schultheis Coffee House Portfolio provided a 2.84% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.84% | 2.90% | 2.87% | 2.70% | 2.50% | 2.06% | 2.24% | 2.51% | 2.81% | 2.44% | 2.56% | 2.53% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.14% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
BND Vanguard Total Bond Market ETF | 3.92% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
VTV Vanguard Value ETF | 1.97% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
VNQ Vanguard Real Estate ETF | 3.75% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
VEA Vanguard FTSE Developed Markets ETF | 2.77% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VB Vanguard Small-Cap ETF | 1.29% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
VBR Vanguard Small-Cap Value ETF | 1.84% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Bill Schultheis Coffee House Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Bill Schultheis Coffee House Portfolio was 24.01%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.
The current Bill Schultheis Coffee House Portfolio drawdown is 1.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.01% | Feb 21, 2020 | 22 | Mar 23, 2020 | 141 | Oct 12, 2020 | 163 |
| -20.15% | Nov 8, 2021 | 236 | Oct 14, 2022 | 434 | Jul 10, 2024 | 670 |
| -12.76% | Jul 8, 2011 | 61 | Oct 3, 2011 | 83 | Feb 1, 2012 | 144 |
| -11.01% | Aug 30, 2018 | 80 | Dec 24, 2018 | 56 | Mar 18, 2019 | 136 |
| -10.8% | Dec 2, 2024 | 87 | Apr 8, 2025 | 55 | Jun 27, 2025 | 142 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 4.55, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | BND | VNQ | VEA | VBR | VTV | VB | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.09 | 0.62 | 0.82 | 0.84 | 0.89 | 0.87 | 1.00 | 0.90 |
| BND | -0.09 | 1.00 | 0.15 | -0.04 | -0.10 | -0.12 | -0.08 | -0.08 | 0.12 |
| VNQ | 0.62 | 0.15 | 1.00 | 0.56 | 0.66 | 0.65 | 0.66 | 0.62 | 0.79 |
| VEA | 0.82 | -0.04 | 0.56 | 1.00 | 0.75 | 0.79 | 0.77 | 0.82 | 0.85 |
| VBR | 0.84 | -0.10 | 0.66 | 0.75 | 1.00 | 0.89 | 0.97 | 0.83 | 0.92 |
| VTV | 0.89 | -0.12 | 0.65 | 0.79 | 0.89 | 1.00 | 0.86 | 0.89 | 0.90 |
| VB | 0.87 | -0.08 | 0.66 | 0.77 | 0.97 | 0.86 | 1.00 | 0.87 | 0.93 |
| VOO | 1.00 | -0.08 | 0.62 | 0.82 | 0.83 | 0.89 | 0.87 | 1.00 | 0.90 |
| Portfolio | 0.90 | 0.12 | 0.79 | 0.85 | 0.92 | 0.90 | 0.93 | 0.90 | 1.00 |
AI Insight on Diversification
The portfolio is moderately diversified with a mix of asset classes that exhibit varying degrees of correlation. The correlation matrix reveals that the bond position (BND) has very low to slightly negative correlations with most equity positions, which supports diversification by providing a non-correlated asset class that can reduce overall portfolio volatility.
Within the equity components, there are several pairs with very high correlations, particularly among small-cap and value-oriented ETFs: VB and VBR have a correlation of 0.97, and VTV and VBR correlate at 0.89. These high correlations indicate overlapping exposures, which can reduce the benefits of diversification within the equity sleeve. Similarly, the large-cap growth and value ETFs (VOO, VTV) are strongly correlated with each other and with other equity ETFs, ranging from 0.83 to 0.9, suggesting a concentrated exposure to U.S. equities.
The international equity ETFs (VEA and VNQ) show moderate correlations with U.S. equity ETFs, with VEA correlating around 0.77 to 0.82 and VNQ somewhat lower at 0.56 to 0.65. VNQ, a real estate investment trust (REIT) ETF, has a relatively low correlation with bonds (0.15) and slightly negative correlations with some equity ETFs, which adds a useful diversification element.
The portfolio’s overall correlation with individual positions is highest with U.S. equity ETFs (VOO, VTV, VB, VBR), all above 0.9, indicating that U.S. equities dominate the portfolio’s risk and return profile. The bond position (BND) has a low correlation of 0.12 with the portfolio, reflecting its smaller influence on the portfolio’s behavior.
In summary, the portfolio leans toward a concentrated equity exposure dominated by U.S. stocks, with some diversification benefits coming from bonds and real estate. The very high correlations among small-cap and value ETFs suggest some redundancy in those holdings, which could be streamlined to improve diversification. Overall, the portfolio is moderately diversified but could benefit from further diversification within equities or increased allocation to less correlated asset classes.