Coffee House Portfolio
Offers a mix that includes the S&P 500, value funds, small cap, REITs, international, and a significant bond component. It may be complex to manage due to overlaps.
VFIAX VVIAX VSMAX VSIAX VGSLX VTIAX VBTLX
Asset Allocation
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
The earliest data available for this chart is Sep 27, 2011, corresponding to the inception date of VSIAX
Returns By Period
As of Aug 27, 2024, the Coffee House Portfolio returned 8.85% Year-To-Date and 6.24% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| Coffee House Portfolio | 8.85% | 2.58% | 8.63% | 16.67% | 6.85% | 6.24% |
| Portfolio components: | ||||||
VFIAX Vanguard 500 Index Fund Admiral Shares | 18.79% | 3.01% | 11.34% | 28.51% | 15.81% | 12.90% |
VVIAX Vanguard Value Index Fund Admiral Shares | 15.66% | 2.24% | 11.05% | 22.75% | 12.49% | 10.34% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 9.90% | 0.37% | 7.17% | 19.98% | 10.52% | 8.81% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 10.87% | 0.32% | 9.66% | 21.53% | 12.07% | 8.74% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 9.51% | 5.72% | 15.13% | 20.95% | 4.42% | 6.26% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.27% | 2.72% | 5.69% | 8.54% | 0.04% | 1.62% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 10.13% | 3.32% | 8.32% | 17.91% | 7.78% | 4.56% |
Monthly Returns
The table below presents the monthly returns of 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 | -1.00% | 1.79% | 2.69% | -4.06% | 3.14% | 0.51% | 4.12% | 8.85% | |||||
| 2023 | 5.98% | -3.05% | 0.44% | 0.53% | -2.08% | 3.92% | 2.28% | -2.13% | -3.92% | -2.88% | 7.20% | 5.92% | 11.98% |
| 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 | -0.08% | 2.27% | 2.02% | 3.17% | 1.07% | 0.70% | 0.83% | 1.23% | -2.72% | 3.13% | -1.65% | 3.21% | 13.79% |
| 2020 | -0.17% | -4.29% | -10.65% | 7.44% | 2.98% | 1.52% | 3.10% | 2.16% | -1.77% | -0.74% | 8.51% | 3.26% | 10.35% |
| 2019 | 6.16% | 1.77% | 1.19% | 1.79% | -2.69% | 3.96% | 0.49% | -0.15% | 1.25% | 1.27% | 1.35% | 1.55% | 19.22% |
| 2018 | 1.23% | -3.37% | 0.20% | 0.00% | 1.68% | 0.43% | 1.62% | 1.45% | -0.66% | -4.51% | 1.79% | -4.52% | -4.86% |
| 2017 | 0.99% | 1.96% | -0.15% | 0.77% | 0.31% | 0.96% | 1.20% | 0.13% | 1.38% | 0.80% | 1.57% | 0.73% | 11.16% |
| 2016 | -2.69% | 0.26% | 5.15% | 0.71% | 0.77% | 1.53% | 2.76% | -0.15% | -0.04% | -2.07% | 1.40% | 1.74% | 9.54% |
| 2015 | 0.38% | 1.90% | 0.03% | -0.27% | 0.28% | -1.75% | 0.96% | -3.74% | -0.98% | 4.08% | 0.10% | -1.36% | -0.57% |
| 2014 | -0.63% | 3.05% | 0.39% | 0.59% | 1.51% | 1.66% | -1.48% | 2.60% | -2.76% | 2.72% | 1.16% | 0.23% | 9.26% |
| 2013 | 2.89% | 0.84% | 2.10% | 1.82% | -0.45% | -1.64% | 2.99% | -2.51% | 3.10% | 2.74% | 0.56% | 0.92% | 13.98% |
Expense Ratio
Coffee House Portfolio has an expense ratio of 0.06%, 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 Coffee House Portfolio is 35, 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 | |
|---|---|---|---|---|---|
VFIAX Vanguard 500 Index Fund Admiral Shares | 2.42 | 3.28 | 1.44 | 2.59 | 11.47 |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.29 | 3.17 | 1.40 | 2.44 | 9.77 |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.20 | 1.76 | 1.21 | 0.88 | 4.46 |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.32 | 1.93 | 1.23 | 1.44 | 5.26 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 1.19 | 1.76 | 1.22 | 0.65 | 3.89 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 1.39 | 2.03 | 1.24 | 0.49 | 4.60 |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 1.63 | 2.31 | 1.29 | 1.06 | 7.26 |
Dividends
Dividend yield
Coffee House Portfolio granted a 2.72% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Coffee House Portfolio | 2.72% | 2.71% | 2.51% | 2.04% | 2.25% | 2.52% | 2.79% | 2.44% | 2.56% | 2.44% | 2.47% | 2.46% |
| Portfolio components: | ||||||||||||
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.28% | 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 | 2.30% | 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 | 1.43% | 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 | 2.02% | 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 | 3.76% | 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 | 2.90% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 0.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.7% | Feb 21, 2020 | 22 | Mar 23, 2020 | 114 | Sep 2, 2020 | 136 |
| -20.14% | Nov 10, 2021 | 234 | Oct 14, 2022 | 435 | Jul 11, 2024 | 669 |
| -10.79% | Aug 30, 2018 | 80 | Dec 24, 2018 | 56 | Mar 18, 2019 | 136 |
| -9.56% | Apr 27, 2015 | 202 | Feb 11, 2016 | 46 | Apr 19, 2016 | 248 |
| -6.95% | Oct 28, 2011 | 20 | Nov 25, 2011 | 30 | Jan 10, 2012 | 50 |
Volatility
Volatility Chart
The current Coffee House Portfolio volatility is 3.14%, 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
| VBTLX | VGSLX | VTIAX | VFIAX | VVIAX | VSMAX | VSIAX | |
|---|---|---|---|---|---|---|---|
| VBTLX | 1.00 | 0.09 | -0.11 | -0.16 | -0.21 | -0.16 | -0.19 |
| VGSLX | 0.09 | 1.00 | 0.54 | 0.63 | 0.63 | 0.65 | 0.65 |
| VTIAX | -0.11 | 0.54 | 1.00 | 0.82 | 0.79 | 0.77 | 0.75 |
| VFIAX | -0.16 | 0.63 | 0.82 | 1.00 | 0.91 | 0.87 | 0.84 |
| VVIAX | -0.21 | 0.63 | 0.79 | 0.91 | 1.00 | 0.86 | 0.89 |
| VSMAX | -0.16 | 0.65 | 0.77 | 0.87 | 0.86 | 1.00 | 0.97 |
| VSIAX | -0.19 | 0.65 | 0.75 | 0.84 | 0.89 | 0.97 | 1.00 |