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 24, 2026, the Bill Schultheis Coffee House Portfolio returned 7.81% Year-To-Date and 7.75% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -1.44% | -1.45% | 7.60% | 6.59% | 22.24% | 19.20% | 11.54% | 13.71% |
Portfolio Bill Schultheis Coffee House Portfolio | -0.46% | 1.01% | 7.81% | 7.37% | 16.21% | 12.10% | 5.51% | 7.75% |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | 0.11% | 0.64% | 0.49% | 0.57% | 4.23% | 3.96% | 0.05% | 1.56% |
VB Vanguard Small-Cap ETF | -0.76% | 2.05% | 14.80% | 12.69% | 28.03% | 17.24% | 6.99% | 11.70% |
VBR Vanguard Small-Cap Value ETF | -0.11% | 2.54% | 13.29% | 11.72% | 26.18% | 16.90% | 8.59% | 11.01% |
VEA Vanguard FTSE Developed Markets ETF | -3.07% | 0.11% | 13.11% | 12.98% | 30.28% | 19.47% | 9.50% | 10.72% |
VNQ Vanguard Real Estate ETF | 1.31% | 1.13% | 11.77% | 12.16% | 11.59% | 11.30% | 2.83% | 5.44% |
VOO Vanguard S&P 500 ETF | -1.42% | -1.34% | 8.19% | 7.24% | 23.69% | 20.78% | 13.13% | 15.61% |
VTV Vanguard Value ETF | -0.56% | 3.10% | 14.47% | 13.93% | 27.19% | 18.66% | 12.22% | 12.95% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 9, 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% | 0.23% | 7.81% | ||||||
| 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 0.62%, beta of 0.57, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since September 09, 2010.
- This portfolio participated in 66.93% of S&P 500 Index downside but only 58.69% 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
- 0.62%
- Beta
- 0.57
- R²
- 0.85
- Upside Capture
- 58.69%
- Downside Capture
- 66.93%
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.96 | 1.78 | +0.18 |
| Sortino ratioReturn per unit of downside risk | 2.83 | 2.44 | +0.40 |
| Omega ratioGain probability vs. loss probability | 1.36 | 1.32 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 2.46 | +0.30 |
| Martin ratioReturn relative to average drawdown | 11.16 | 10.92 | +0.24 |
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 | 32 | 1.14 | 1.70 | 1.20 | 1.59 | 4.52 |
VB Vanguard Small-Cap ETF | 56 | 1.69 | 2.43 | 1.29 | 3.14 | 11.50 |
VBR Vanguard Small-Cap Value ETF | 55 | 1.72 | 2.54 | 1.30 | 2.97 | 10.49 |
VEA Vanguard FTSE Developed Markets ETF | 55 | 1.81 | 2.48 | 1.33 | 2.62 | 10.06 |
VNQ Vanguard Real Estate ETF | 26 | 0.85 | 1.23 | 1.15 | 1.40 | 4.37 |
VOO Vanguard S&P 500 ETF | 59 | 1.91 | 2.60 | 1.35 | 2.67 | 11.96 |
VTV Vanguard Value ETF | 84 | 2.63 | 3.75 | 1.47 | 4.30 | 16.20 |
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Dividends
Dividend yield
Bill Schultheis Coffee House Portfolio provided a 2.78% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.78% | 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 | 1.73% | 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 | 2.58% | 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 | 3.56% | 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 | 1.05% | 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 | 1.83% | 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.
The current Bill Schultheis Coffee House Portfolio drawdown is 0.85%.
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
The gist
The portfolio is basically a broad equity basket with a large bond sleeve, so the main bet is on the U.S. stock market plus a smaller mix of value, small-cap, foreign, and REIT exposures, with bonds doing the usual heavy lifting of being the thing that does not move like stocks.
The numbers
- The diversification ratio is 1.21-1.23 across horizons, which sits around the 38th-49th percentile on the platform: real diversification, but not much of it.
- Effective asset count is 4.55 of 7, so the portfolio is split into several sleeves, though several of them are really one equity trade in different clothes.
- Correlations are high where it matters: VOO (S&P 500), VTV, VB, and VBR cluster tightly, while BND (Total Bond Market) is the main offset.
The good
- BND is genuinely different from the equity sleeve, with low or slightly negative correlations to stocks; that is the portfolio’s main source of ballast.
- VEA (Foreign Large Cap Equities) and VNQ (REIT) each add some distinct return driver, even if neither is radically independent of the broad risk-on complex.
The bad
- The equity sleeve is crowded around the same factor family: VOO, VTV, VB, and VBR all sit in the same moving machinery, so the nominal seven positions behave more like one large stock allocation and a bond allocation.
- VB and VBR at 0.97 correlation are almost the same exposure, which is tidy in an indexing sense and less tidy in a diversification sense.
The ugly
- In an equity drawdown paired with rising rates or credit stress, the portfolio’s only strong diversifier is BND, and even that can stop feeling heroic if the rate move is the problem rather than the cure.
Next steps
- Portfolios with this correlation structure are usually most improved by exposures whose earnings drivers sit outside the equity beta cluster.
- The current mix is already fairly balanced by weight; what changes the risk profile is not more names, but more independence among them.
- The data fit a portfolio that is diversified across labels more than across return streams, which is a respectable and common engineering choice.
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 | 1.22 | 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 | 0.79 |
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 9, 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.
Analyze Diversification