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Coffee House Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VBTLX 40%VFIAX 10%VVIAX 10%VSMAX 10%VSIAX 10%VTIAX 10%VGSLX 10%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
Total Bond Market

40%

VFIAX
Vanguard 500 Index Fund Admiral Shares
Large Cap Blend Equities

10%

VGSLX
Vanguard Real Estate Index Fund Admiral Shares
REIT

10%

VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
Small Cap Value Equities

10%

VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
Small Cap Blend Equities

10%

VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
Large Cap Blend Equities, Foreign Large Cap Equities

10%

VVIAX
Vanguard Value Index Fund Admiral Shares
Large Cap Value Equities

10%

S&P 500

Performance

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 Quarterly


100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2024FebruaryMarchApril
141.26%
322.61%
Coffee House Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 27, 2011, corresponding to the inception date of VSIAX

Returns By Period

As of Apr 20, 2024, the Coffee House Portfolio returned -1.35% Year-To-Date and 5.65% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Coffee House Portfolio-1.35%-3.64%11.99%7.03%5.13%5.66%
VFIAX
Vanguard 500 Index Fund Admiral Shares
4.57%-5.03%18.47%22.00%12.95%12.27%
VVIAX
Vanguard Value Index Fund Admiral Shares
5.01%-2.81%17.04%14.06%9.98%9.94%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
-0.60%-5.67%18.22%13.75%7.59%8.24%
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
0.09%-4.23%18.90%16.33%8.36%8.20%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
-9.73%-6.51%11.46%-0.02%2.13%4.98%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-3.28%-2.12%5.37%-0.48%-0.02%1.20%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
0.01%-3.81%13.86%6.47%4.64%3.93%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.00%1.79%2.69%
2023-3.92%-2.88%7.20%5.92%

Expense Ratio

The Coffee House Portfolio has an expense ratio of 0.06% 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%0.05%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.04%

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.


Coffee House Portfolio
Sharpe ratio
The chart of Sharpe ratio for Coffee House Portfolio, currently valued at 0.73, compared to the broader market-1.000.001.002.003.004.000.73
Sortino ratio
The chart of Sortino ratio for Coffee House Portfolio, currently valued at 1.13, compared to the broader market-2.000.002.004.006.001.13
Omega ratio
The chart of Omega ratio for Coffee House Portfolio, currently valued at 1.13, compared to the broader market0.801.001.201.401.601.801.13
Calmar ratio
The chart of Calmar ratio for Coffee House Portfolio, currently valued at 0.41, compared to the broader market0.002.004.006.008.000.41
Martin ratio
The chart of Martin ratio for Coffee House Portfolio, currently valued at 2.09, compared to the broader market0.0010.0020.0030.0040.002.09
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.822.651.321.577.62
VVIAX
Vanguard Value Index Fund Admiral Shares
1.281.901.221.374.32
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
0.761.211.140.542.38
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
0.901.421.160.963.14
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
-0.050.061.01-0.03-0.14
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-0.04-0.011.00-0.02-0.09
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
0.550.861.100.351.52

Sharpe Ratio

The current Coffee House Portfolio Sharpe ratio is 0.73. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.73

The Sharpe ratio of 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 Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.73
1.66
Coffee House Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Coffee House Portfolio granted a 2.88% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Coffee House Portfolio2.88%2.71%2.51%2.04%2.25%2.52%2.79%2.44%2.56%2.44%2.47%2.46%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.40%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%
VVIAX
Vanguard Value Index Fund Admiral Shares
2.46%2.45%2.51%2.14%2.55%2.49%2.72%2.29%2.45%2.60%2.22%2.21%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
1.54%1.56%1.54%1.24%1.14%1.39%1.67%1.35%1.49%1.48%1.43%1.31%
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
2.15%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
4.37%3.96%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%3.60%4.32%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.37%3.08%2.59%2.11%2.39%2.73%2.80%2.56%2.54%2.37%2.59%2.59%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
3.40%3.21%3.04%3.05%2.10%3.04%3.16%2.73%2.93%2.84%3.40%2.71%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.31%
-5.46%
Coffee House Portfolio
Benchmark (^GSPC)
Portfolio components

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 5.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.7%Feb 21, 202022Mar 23, 2020114Sep 2, 2020136
-20.14%Nov 10, 2021234Oct 14, 2022
-10.79%Aug 30, 201880Dec 24, 201856Mar 18, 2019136
-9.56%Apr 27, 2015202Feb 11, 201646Apr 19, 2016248
-6.95%Oct 28, 201120Nov 25, 201130Jan 10, 201250

Volatility

Volatility Chart

The current Coffee House Portfolio volatility is 2.62%, 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%NovemberDecember2024FebruaryMarchApril
2.62%
3.15%
Coffee House Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

VBTLXVGSLXVTIAXVFIAXVVIAXVSMAXVSIAX
VBTLX1.000.08-0.13-0.18-0.23-0.18-0.21
VGSLX0.081.000.540.630.630.650.65
VTIAX-0.130.541.000.820.790.770.75
VFIAX-0.180.630.821.000.910.880.84
VVIAX-0.230.630.790.911.000.860.89
VSMAX-0.180.650.770.880.861.000.97
VSIAX-0.210.650.750.840.890.971.00