Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 40% |
VOO Vanguard S&P 500 ETF | S&P 500 | 10% |
VTV Vanguard Value ETF | Large Cap Value Equities | 10% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 10% |
VB Vanguard Small-Cap ETF | Small Cap Blend Equities | 10% |
VBR Vanguard Small-Cap Value ETF | Small Cap Value Equities | 10% |
VNQ Vanguard Real Estate ETF | REIT | 10% |
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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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Returns By Period
As of Jun 3, 2026, the Bill Schultheis Coffee House Portfolio returned 7.76% Year-To-Date and 7.59% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.13% | 5.25% | 11.16% | 11.43% | 28.20% | 21.12% | 12.66% | 13.75% |
Portfolio Bill Schultheis Coffee House Portfolio | 0.39% | 1.94% | 7.76% | 8.52% | 17.69% | 12.11% | 5.57% | 7.59% |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | 0.03% | 0.12% | 0.46% | 0.46% | 5.19% | 4.03% | 0.20% | 1.60% |
VB Vanguard Small-Cap ETF | 0.75% | 3.68% | 14.91% | 16.03% | 31.39% | 17.31% | 7.35% | 11.38% |
VBR Vanguard Small-Cap Value ETF | 0.86% | 1.86% | 12.11% | 13.63% | 27.83% | 16.59% | 8.08% | 10.58% |
VEA Vanguard FTSE Developed Markets ETF | 0.63% | 5.24% | 15.96% | 19.86% | 32.71% | 20.13% | 10.01% | 10.27% |
VNQ Vanguard Real Estate ETF | 0.46% | -1.60% | 7.96% | 7.15% | 9.88% | 9.19% | 2.21% | 5.22% |
VOO Vanguard S&P 500 ETF | 0.14% | 5.39% | 11.69% | 12.11% | 29.68% | 22.73% | 14.26% | 15.65% |
VTV Vanguard Value ETF | 0.88% | 3.55% | 12.28% | 14.14% | 26.90% | 18.27% | 11.31% | 12.48% |
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 +0.69%. At this rate, an investment would double in approximately 8.4 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% | 4.85% | 1.74% | 0.18% | 7.76% | ||||||
| 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 0.52%, 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 58.83% 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
- 0.52%
- Beta
- 0.57
- R²
- 0.85
- Upside Capture
- 58.83%
- 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 39 for risk / return — below 39% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Bill Schultheis Coffee House Portfolio and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.22 | 2.39 | -0.17 |
Sortino ratioReturn per unit of downside risk | 3.20 | 3.25 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.43 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.01 | 3.11 | -0.10 |
Martin ratioReturn relative to average drawdown | 12.23 | 14.38 | -2.15 |
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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 38 | 1.38 | 2.07 | 1.24 | 1.85 | 5.66 |
VB Vanguard Small-Cap ETF | 61 | 1.94 | 2.75 | 1.34 | 3.48 | 12.82 |
VBR Vanguard Small-Cap Value ETF | 56 | 1.84 | 2.70 | 1.32 | 3.10 | 10.94 |
VEA Vanguard FTSE Developed Markets ETF | 61 | 2.10 | 2.89 | 1.38 | 2.94 | 11.50 |
VNQ Vanguard Real Estate ETF | 23 | 0.75 | 1.11 | 1.14 | 1.20 | 3.80 |
VOO Vanguard S&P 500 ETF | 75 | 2.53 | 3.43 | 1.46 | 3.42 | 15.95 |
VTV Vanguard Value ETF | 81 | 2.67 | 3.82 | 1.48 | 4.27 | 16.15 |
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Dividends
Dividend yield
Bill Schultheis Coffee House Portfolio provided a 2.79% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.79% | 2.90% | 2.87% | 2.70% | 2.50% | 2.06% | 2.24% | 2.51% | 2.81% | 2.44% | 2.56% | 2.53% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.96% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
VB Vanguard Small-Cap ETF | 1.19% | 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 | 1.75% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
VEA Vanguard FTSE Developed Markets ETF | 2.59% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VNQ Vanguard Real Estate ETF | 3.69% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
VOO Vanguard S&P 500 ETF | 1.02% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VTV Vanguard Value ETF | 1.86% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -24.01%Mar 2020 | 1mo 1d | 6mo 23d | 7mo 24dFeb 2020 - Oct 2020 |
Bear market2022 | -20.15%Oct 2022 | 11mo 10d | 1y 9mo | 2y 8moNov 2021 - Jul 2024 |
2011 correction2011 | -12.76%Oct 2011 | 2mo 27d | 4mo 1d | 6mo 28dJul 2011 - Feb 2012 |
Rate-hike selloffLate 2018 | -11.01%Dec 2018 | 3mo 26d | 2mo 24d | 6mo 20dAug 2018 - Mar 2019 |
2025 selloff2025 | -10.80%Apr 2025 | 4mo 7d | 2mo 20d | 6mo 27dDec 2024 - Jun 2025 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
AI Analysis
Thesis
The portfolio is a familiar three-sleeve story: a large bond anchor, a broad equity block, and a smaller REIT-and-foreign overlay. In some sense, it is betting that different labels on equity exposure still count as diversification.
The numbers
- The diversification ratio is 1.21–1.23 across horizons, which is modest and sits around the 35th–48th percentile on the platform: some benefit, but not much drama.
- The effective asset count is 4.55 of 7, so the seven lines on the page behave more like about four and a half independent bets.
- The mean correlation is 0.54, with one tight equity cluster and one lonely bond sleeve; that is a portfolio with partial separation, not true independence.
What works
- BND (Total Bond Market) is doing the one job bonds usually do: it sits near zero or slightly negative versus equities, which is the main source of the diversification benefit here.
- VNQ (REIT) and VEA (Foreign Large Cap Equities) are not carbon copies of U.S. large-cap stocks, so they do add some distinct return drivers.
What does not
- VOO (S&P 500), VTV (Large Cap Value Equities), VB (Small Cap Blend Equities), and VBR (Small Cap Value Equities) are clustered together; VB and VBR at 0.97 is basically one factor wearing two tickers.
- The portfolio’s equity sleeves have high portfolio correlations, especially VB at 0.93 and VBR at 0.92, so the equity block is more unified than the label list suggests.
Stress Scenario
- In an equity selloff driven by rates, earnings, and credit stress at once, the bond sleeve may help, but the U.S. equity cluster and VNQ can all lean the same way.
Worth knowing
- Portfolios with this correlation profile often have a cleaner risk split between the bond sleeve and the equity complex than among the equity sleeves themselves.
- The DR is flat across 1Y to Incept, which suggests the diversification structure is stable, if not especially spacious.
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. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.22 | 1.23 | 1.23 | 1.21 | 1.22 |
The portfolio has a diversification ratio of 1.22, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Bill Schultheis Coffee House Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010 | 0.89 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while BND has the lowest at -0.08.
Asset Correlations Table
Find what Bill Schultheis Coffee House Portfolio is missing
See which holdings overlap, where Bill Schultheis Coffee House Portfolio is concentrated, and which low-correlation assets could fill the gaps.
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