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Bill Schultheis Coffee House Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


BND 40%VOO 10%VTV 10%VEA 10%VB 10%VBR 10%VNQ 10%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

40%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

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 Growth Equities

10%

VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities

10%

VNQ
Vanguard Real Estate ETF
REIT

10%

S&P 500

Expense Ratio

The Bill Schultheis Coffee House Portfolio has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BNDVNQVEAVOOVBVTVVBR
BND1.000.11-0.09-0.13-0.13-0.18-0.16
VNQ0.111.000.570.640.660.640.66
VEA-0.090.571.000.830.780.810.77
VOO-0.130.640.831.000.880.920.85
VB-0.130.660.780.881.000.860.97
VTV-0.180.640.810.920.861.000.89
VBR-0.160.660.770.850.970.891.00

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 Quarterly


150.00%200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
165.35%
366.36%
Bill Schultheis Coffee House Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Mar 16, 2024, the Bill Schultheis Coffee House Portfolio returned 1.31% Year-To-Date and 6.04% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.96%2.87%15.63%31.48%12.80%10.71%
Bill Schultheis Coffee House Portfolio1.26%1.47%8.71%13.39%6.16%6.09%
VOO
Vanguard S&P 500 ETF
7.60%2.39%15.78%32.70%14.54%12.71%
BND
Vanguard Total Bond Market ETF
-1.64%0.18%3.26%0.80%0.29%1.41%
VTV
Vanguard Value ETF
5.98%3.14%11.83%22.50%10.85%10.23%
VNQ
Vanguard Real Estate ETF
-3.59%0.97%7.40%10.42%3.74%6.10%
VEA
Vanguard FTSE Developed Markets ETF
3.83%3.49%11.38%20.36%6.86%5.24%
VB
Vanguard Small-Cap ETF
3.13%1.77%13.76%24.21%9.20%8.41%
VBR
Vanguard Small-Cap Value ETF
2.35%2.16%13.59%24.62%9.70%8.38%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.94%1.75%
2023-2.13%-3.94%-2.86%7.25%5.93%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.54
Bill Schultheis Coffee House Portfolio
1.36
VOO
Vanguard S&P 500 ETF
2.65
BND
Vanguard Total Bond Market ETF
0.22
VTV
Vanguard Value ETF
1.92
VNQ
Vanguard Real Estate ETF
0.42
VEA
Vanguard FTSE Developed Markets ETF
1.48
VB
Vanguard Small-Cap ETF
1.21
VBR
Vanguard Small-Cap Value ETF
1.22

Sharpe Ratio

The current Bill Schultheis Coffee House Portfolio Sharpe ratio is 1.42. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.42

The Sharpe ratio of Bill Schultheis Coffee House Portfolio is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.36
2.54
Bill Schultheis Coffee House Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Bill Schultheis Coffee House Portfolio granted a 2.80% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Bill Schultheis Coffee House Portfolio2.80%2.70%2.50%2.00%2.18%2.51%2.81%2.44%2.56%2.53%2.57%2.53%
VOO
Vanguard S&P 500 ETF
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
BND
Vanguard Total Bond Market ETF
3.26%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
VTV
Vanguard Value ETF
2.32%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%
VNQ
Vanguard Real Estate ETF
4.10%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
VEA
Vanguard FTSE Developed Markets ETF
3.64%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
VB
Vanguard Small-Cap ETF
1.51%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%
VBR
Vanguard Small-Cap Value ETF
2.07%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.59%
-0.50%
Bill Schultheis Coffee House Portfolio
Benchmark (^GSPC)
Portfolio components

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 2.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.01%Feb 21, 202022Mar 23, 2020141Oct 12, 2020163
-20.2%Nov 8, 2021236Oct 14, 2022
-12.76%Jul 8, 201161Oct 3, 201183Feb 1, 2012144
-11.01%Aug 30, 201880Dec 24, 201856Mar 18, 2019136
-9.42%Apr 27, 2015202Feb 11, 201646Apr 19, 2016248

Volatility

Volatility Chart

The current Bill Schultheis Coffee House Portfolio volatility is 1.62%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
1.62%
3.37%
Bill Schultheis Coffee House Portfolio
Benchmark (^GSPC)
Portfolio components
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