Asset Allocation
Find the right asset allocation for Coffee House Portfolio
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 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 9, 2026, the Coffee House Portfolio returned 6.46% Year-To-Date and 7.35% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio Coffee House Portfolio | -1.26% | -0.15% | 6.46% | 7.10% | 15.64% | 11.52% | 5.12% | 7.35% |
| Portfolio components: | ||||||||
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | -0.41% | -0.49% | -0.10% | 0.34% | 4.91% | 3.83% | 0.04% | 1.54% |
VFIAX Vanguard 500 Index Fund Admiral Shares | -2.63% | -0.08% | 8.41% | 8.46% | 24.51% | 21.49% | 13.36% | 15.21% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 0.70% | 0.16% | 10.59% | 10.73% | 11.99% | 9.97% | 2.69% | 5.47% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | -1.12% | 0.27% | 11.22% | 11.96% | 24.56% | 15.88% | 7.88% | 10.32% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | -2.40% | 0.01% | 12.21% | 12.02% | 25.46% | 15.97% | 6.74% | 10.95% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | -3.58% | -2.25% | 10.42% | 12.83% | 26.28% | 17.85% | 7.66% | 9.18% |
VVIAX Vanguard Value Index Fund Admiral Shares | -1.37% | 2.33% | 11.57% | 13.11% | 25.10% | 18.00% | 11.08% | 12.29% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 28, 2011, 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 +8.5%, while the worst month was Mar 2020 at -10.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Coffee House Portfolio closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +4.5%, while the worst single day was Mar 16, 2020 at -6.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.52% | 2.58% | -4.22% | 4.91% | 1.70% | -0.94% | 6.46% | ||||||
| 2025 | 2.23% | 0.45% | -2.15% | -0.76% | 2.23% | 2.78% | 0.40% | 2.76% | 1.53% | 0.27% | 1.18% | 0.10% | 11.47% |
| 2024 | -1.20% | 1.79% | 2.69% | -4.06% | 3.14% | 0.51% | 4.12% | 1.88% | 1.85% | -2.20% | 3.94% | -4.23% | 8.05% |
| 2023 | 5.98% | -3.05% | 0.44% | 0.53% | -2.08% | 3.92% | 2.28% | -2.13% | -3.92% | -2.88% | 7.20% | 6.13% | 12.21% |
| 2022 | -3.82% | -1.27% | 0.42% | -5.38% | 0.35% | -5.73% | 5.62% | -3.34% | -7.65% | 4.31% | 5.64% | -3.14% | -14.09% |
| 2021 | -0.14% | 2.28% | 2.02% | 3.17% | 1.07% | 0.70% | 0.83% | 1.23% | -2.72% | 3.13% | -1.65% | 3.21% | 13.73% |
Benchmark Metrics
Coffee House Portfolio has an annualized alpha of 0.74%, beta of 0.54, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since September 28, 2011.
- This portfolio participated in 66.79% of S&P 500 Index downside but only 57.63% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.54 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
- 0.74%
- Beta
- 0.54
- R²
- 0.85
- Upside Capture
- 57.63%
- Downside Capture
- 66.79%
Expense Ratio
Coffee House Portfolio has an expense ratio of 0.06%, 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
Coffee House Portfolio ranks 46 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Coffee House Portfolio and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.02 | 1.94 | +0.08 |
| Sortino ratioReturn per unit of downside risk | 2.90 | 2.63 | +0.27 |
| Omega ratioGain probability vs. loss probability | 1.38 | 1.35 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 2.59 | +0.18 |
| Martin ratioReturn relative to average drawdown | 11.33 | 11.84 | -0.52 |
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 |
|---|---|---|---|---|---|---|
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 18 | 1.11 | 1.66 | 1.20 | 1.51 | 4.49 |
VFIAX Vanguard 500 Index Fund Admiral Shares | 59 | 2.13 | 2.87 | 1.39 | 2.91 | 13.54 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 16 | 0.95 | 1.37 | 1.17 | 1.52 | 4.77 |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 46 | 1.72 | 2.54 | 1.30 | 2.95 | 10.46 |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 45 | 1.64 | 2.35 | 1.29 | 3.01 | 11.09 |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 42 | 1.83 | 2.47 | 1.34 | 2.38 | 9.33 |
VVIAX Vanguard Value Index Fund Admiral Shares | 81 | 2.59 | 3.68 | 1.46 | 4.15 | 15.64 |
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Dividends
Dividend yield
Coffee House Portfolio provided a 2.82% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.82% | 2.90% | 2.87% | 2.71% | 2.51% | 1.98% | 2.25% | 2.52% | 2.70% | 2.44% | 2.56% | 2.62% |
| Portfolio components: | ||||||||||||
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 4.00% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.04% | 1.12% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 3.60% | 3.92% | 3.85% | 3.91% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.76% | 1.95% | 1.98% | 2.10% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.21% | 1.33% | 1.30% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.72% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
VVIAX Vanguard Value Index Fund Admiral Shares | 1.86% | 2.04% | 2.30% | 2.45% | 2.51% | 2.14% | 2.55% | 2.49% | 2.72% | 2.29% | 2.45% | 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 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 Coffee House Portfolio was 23.70%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current Coffee House Portfolio drawdown is 1.26%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -23.70%Mar 2020 | 1mo 1d | 5mo 13d | 6mo 14dFeb 2020 - Sep 2020 |
Bear market2022 | -20.14%Oct 2022 | 11mo 8d | 1y 9mo | 2y 8moNov 2021 - Jul 2024 |
Rate-hike selloffLate 2018 | -10.79%Dec 2018 | 3mo 26d | 2mo 24d | 6mo 20dAug 2018 - Mar 2019 |
2025 selloff2025 | -10.75%Apr 2025 | 4mo 7d | 2mo 23d | 7moDec 2024 - Jun 2025 |
2016 pullback2016 | -9.56%Feb 2016 | 9mo 20d | 2mo 8d | 11mo 28dApr 2015 - Apr 2016 |
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. 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 | 1.23 | 1.24 | 1.24 | 1.24 | 1.25 |
The portfolio has a diversification ratio of 1.25, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
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 28, 2011 | 0.89 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VFIAX has the highest benchmark correlation at 1.00, while VBTLX has the lowest at -0.12.
Asset Correlations Table
Find what Coffee House Portfolio is missing
See which holdings overlap, where Coffee House Portfolio is concentrated, and which low-correlation assets could fill the gaps.
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