Bill Schultheis Coffee House Portfolio
The Coffee House Portfolio is an investment strategy developed by Bill Schultheis, a financial advisor and author of "The Coffeehouse Investor." It is designed to be a simple, low-cost, diversified portfolio that individual investors can quickly implement.
The Coffee House Portfolio comprises a mix of three index funds: a domestic stock index fund, an international stock index fund, and a bond index fund. The specific asset classes and investments within each category can vary, but the overall allocation is meant to be relatively stable over time. In addition, the portfolio is designed to be globally diversified and to balance growth and income.
One of the fundamental principles of the Coffee House Portfolio is the idea of "passive investing," which involves using index funds to track the performance of a broad market or market segment rather than trying to beat the market through active stock picking or market timing. The goal is to maximize returns while minimizing costs and complexity to produce consistent, long-term results.
Asset Allocation
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
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Nov 21, 2024, the Bill Schultheis Coffee House Portfolio returned 10.25% Year-To-Date and 6.36% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| Bill Schultheis Coffee House Portfolio | 10.25% | 0.13% | 7.26% | 18.31% | 6.45% | 6.36% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 25.52% | 1.19% | 12.21% | 32.23% | 15.58% | 13.15% |
BND Vanguard Total Bond Market ETF | 1.72% | -0.70% | 2.98% | 6.21% | -0.32% | 1.40% |
VTV Vanguard Value ETF | 20.27% | 0.28% | 10.01% | 28.13% | 11.51% | 10.45% |
VNQ Vanguard Real Estate ETF | 10.50% | -0.82% | 15.80% | 24.89% | 4.61% | 6.01% |
VEA Vanguard FTSE Developed Markets ETF | 4.47% | -4.06% | -1.59% | 11.38% | 5.86% | 5.25% |
VB Vanguard Small-Cap ETF | 18.25% | 4.32% | 12.38% | 32.65% | 10.98% | 9.63% |
VBR Vanguard Small-Cap Value ETF | 17.18% | 2.89% | 11.59% | 30.82% | 11.73% | 9.33% |
Monthly Returns
The table below presents the monthly returns of Bill Schultheis Coffee House Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.94% | 1.75% | 2.78% | -4.14% | 3.20% | 0.37% | 4.21% | 1.93% | 1.69% | -2.23% | 10.25% | ||
| 2023 | 6.10% | -3.04% | 0.47% | 0.65% | -2.14% | 3.99% | 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% | 3.22% | 13.95% |
| 2020 | -0.18% | -4.37% | -10.91% | 7.80% | 3.09% | 1.42% | 2.97% | 2.20% | -1.78% | -0.78% | 8.61% | 3.18% | 10.17% |
| 2019 | 6.16% | 1.83% | 1.17% | 1.75% | -2.66% | 3.98% | 0.45% | -0.12% | 1.32% | 1.31% | 1.37% | 1.49% | 19.34% |
| 2018 | 1.04% | -3.39% | 0.27% | 0.02% | 1.77% | 0.45% | 1.53% | 1.56% | -0.60% | -4.59% | 1.73% | -4.53% | -4.94% |
| 2017 | 0.87% | 1.88% | -0.12% | 0.79% | 0.35% | 1.00% | 1.16% | 0.06% | 1.48% | 0.72% | 1.60% | 0.77% | 11.07% |
| 2016 | -2.76% | 0.23% | 5.06% | 0.73% | 0.80% | 1.48% | 2.71% | -0.24% | 0.05% | -2.18% | 1.50% | 1.85% | 9.37% |
| 2015 | 0.48% | 1.84% | 0.26% | -0.44% | 0.35% | -1.84% | 1.27% | -3.73% | -0.99% | 4.13% | 0.13% | -1.32% | -0.08% |
| 2014 | -0.69% | 3.11% | 0.41% | 0.60% | 1.50% | 1.58% | -1.58% | 2.53% | -2.60% | 2.60% | 1.28% | 0.20% | 9.13% |
| 2013 | 2.94% | 0.78% | 2.20% | 2.07% | -0.54% | -1.61% | 3.19% | -2.63% | 3.29% | 2.73% | 0.62% | 0.98% | 14.71% |
Expense Ratio
Bill Schultheis Coffee House Portfolio has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Bill Schultheis Coffee House Portfolio is 40, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.62 | 3.50 | 1.49 | 3.78 | 17.12 |
BND Vanguard Total Bond Market ETF | 1.12 | 1.64 | 1.20 | 0.43 | 3.66 |
VTV Vanguard Value ETF | 2.76 | 3.88 | 1.50 | 5.51 | 17.61 |
VNQ Vanguard Real Estate ETF | 1.48 | 2.09 | 1.26 | 0.89 | 5.33 |
VEA Vanguard FTSE Developed Markets ETF | 0.86 | 1.25 | 1.15 | 1.25 | 4.05 |
VB Vanguard Small-Cap ETF | 1.84 | 2.58 | 1.32 | 1.80 | 10.11 |
VBR Vanguard Small-Cap Value ETF | 1.79 | 2.56 | 1.32 | 3.41 | 9.97 |
Dividends
Dividend yield
Bill Schultheis Coffee House Portfolio provided a 2.79% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.79% | 2.70% | 2.50% | 2.00% | 2.18% | 2.51% | 2.81% | 2.44% | 2.56% | 2.53% | 2.57% | 2.53% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.25% | 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 | 3.57% | 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 | 2.25% | 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 | 3.85% | 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 | 3.06% | 3.16% | 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 | 1.32% | 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 | 1.92% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 1.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.01% | Feb 21, 2020 | 22 | Mar 23, 2020 | 141 | Oct 12, 2020 | 163 |
| -20.2% | 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 |
| -9.42% | Apr 27, 2015 | 202 | Feb 11, 2016 | 46 | Apr 19, 2016 | 248 |
Volatility
Volatility Chart
The current Bill Schultheis Coffee House Portfolio volatility is 2.12%, 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.
Diversification
Asset Correlations Table
| BND | VNQ | VEA | VOO | VB | VTV | VBR | |
|---|---|---|---|---|---|---|---|
| BND | 1.00 | 0.13 | -0.07 | -0.11 | -0.11 | -0.16 | -0.14 |
| VNQ | 0.13 | 1.00 | 0.57 | 0.63 | 0.66 | 0.64 | 0.66 |
| VEA | -0.07 | 0.57 | 1.00 | 0.83 | 0.78 | 0.80 | 0.76 |
| VOO | -0.11 | 0.63 | 0.83 | 1.00 | 0.88 | 0.91 | 0.84 |
| VB | -0.11 | 0.66 | 0.78 | 0.88 | 1.00 | 0.86 | 0.97 |
| VTV | -0.16 | 0.64 | 0.80 | 0.91 | 0.86 | 1.00 | 0.89 |
| VBR | -0.14 | 0.66 | 0.76 | 0.84 | 0.97 | 0.89 | 1.00 |