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

Asset Allocation


BND 40%VOO 10%VTV 10%VEA 10%VB 10%VBR 10%VNQ 10%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

40%

VB
Vanguard Small-Cap ETF
Small Cap Growth Equities

10%

VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities

10%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

10%

VNQ
Vanguard Real Estate ETF
REIT

10%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

10%

VTV
Vanguard Value ETF
Large Cap Value Equities

10%

S&P 500

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


150.00%200.00%250.00%300.00%350.00%400.00%2024FebruaryMarchAprilMayJune
169.71%
394.90%
Bill Schultheis Coffee House Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Jun 22, 2024, the Bill Schultheis Coffee House Portfolio returned 2.92% Year-To-Date and 5.87% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
14.57%2.97%14.93%24.71%13.14%10.88%
Bill Schultheis Coffee House Portfolio2.92%1.02%3.27%11.37%5.81%5.85%
VOO
Vanguard S&P 500 ETF
15.25%3.79%15.65%27.47%15.03%12.87%
BND
Vanguard Total Bond Market ETF
0.07%1.61%0.33%3.06%-0.11%1.39%
VTV
Vanguard Value ETF
9.00%0.97%9.73%19.03%10.65%9.93%
VNQ
Vanguard Real Estate ETF
-4.16%2.65%-3.45%9.25%2.39%5.25%
VEA
Vanguard FTSE Developed Markets ETF
4.04%-1.46%4.89%12.51%6.55%4.50%
VB
Vanguard Small-Cap ETF
2.59%-0.99%2.36%15.85%8.79%8.14%
VBR
Vanguard Small-Cap Value ETF
2.26%-1.23%2.05%17.61%9.62%7.96%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.94%1.75%2.78%-4.14%3.20%2.92%
20236.10%-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%
20196.16%1.83%1.17%1.75%-2.66%3.98%0.45%-0.12%1.32%1.31%1.37%1.49%19.34%
20181.04%-3.39%0.27%0.02%1.77%0.45%1.53%1.56%-0.60%-4.59%1.73%-4.53%-4.94%
20170.87%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%
20150.48%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%
20132.94%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 to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VBR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VB: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VTV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Bill Schultheis Coffee House Portfolio is 18, indicating that it is in the bottom 18% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Bill Schultheis Coffee House Portfolio is 1818
Bill Schultheis Coffee House Portfolio
The Sharpe Ratio Rank of Bill Schultheis Coffee House Portfolio is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of Bill Schultheis Coffee House Portfolio is 1818Sortino Ratio Rank
The Omega Ratio Rank of Bill Schultheis Coffee House Portfolio is 1919Omega Ratio Rank
The Calmar Ratio Rank of Bill Schultheis Coffee House Portfolio is 1515Calmar Ratio Rank
The Martin Ratio Rank of Bill Schultheis Coffee House Portfolio is 1717Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Bill Schultheis Coffee House Portfolio
Sharpe ratio
The chart of Sharpe ratio for Bill Schultheis Coffee House Portfolio, currently valued at 1.08, compared to the broader market0.002.004.001.08
Sortino ratio
The chart of Sortino ratio for Bill Schultheis Coffee House Portfolio, currently valued at 1.61, compared to the broader market-2.000.002.004.006.001.61
Omega ratio
The chart of Omega ratio for Bill Schultheis Coffee House Portfolio, currently valued at 1.20, compared to the broader market0.801.001.201.401.601.801.20
Calmar ratio
The chart of Calmar ratio for Bill Schultheis Coffee House Portfolio, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.000.63
Martin ratio
The chart of Martin ratio for Bill Schultheis Coffee House Portfolio, currently valued at 3.03, compared to the broader market0.0010.0020.0030.0040.0050.003.03
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market-2.000.002.004.006.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0010.0020.0030.0040.0050.008.36

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.393.361.422.329.31
BND
Vanguard Total Bond Market ETF
0.440.671.080.161.21
VTV
Vanguard Value ETF
1.812.581.311.805.68
VNQ
Vanguard Real Estate ETF
0.340.621.070.180.86
VEA
Vanguard FTSE Developed Markets ETF
0.801.201.140.602.43
VB
Vanguard Small-Cap ETF
0.811.241.140.552.35
VBR
Vanguard Small-Cap Value ETF
0.941.431.160.942.96

Sharpe Ratio

The current Bill Schultheis Coffee House Portfolio Sharpe ratio is 1.08. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.46 to 2.42, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Bill Schultheis Coffee House Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.08
2.24
Bill Schultheis Coffee House Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Bill Schultheis Coffee House Portfolio granted a 2.68% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Bill Schultheis Coffee House Portfolio2.68%2.70%2.50%2.00%2.18%2.51%2.81%2.44%2.56%2.53%2.57%2.53%
VOO
Vanguard S&P 500 ETF
1.28%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
3.37%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
1.81%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
4.11%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
3.40%3.15%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
1.14%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
1.62%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.99%
-0.41%
Bill Schultheis Coffee House Portfolio
Benchmark (^GSPC)
Portfolio components

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 0.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.01%Feb 21, 202022Mar 23, 2020141Oct 12, 2020163
-20.2%Nov 8, 2021236Oct 14, 2022
-12.76%Jul 8, 201161Oct 3, 201183Feb 1, 2012144
-11.01%Aug 30, 201880Dec 24, 201856Mar 18, 2019136
-9.42%Apr 27, 2015202Feb 11, 201646Apr 19, 2016248

Volatility

Volatility Chart

The current Bill Schultheis Coffee House Portfolio volatility is 2.25%, 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%2024FebruaryMarchAprilMayJune
2.25%
2.38%
Bill Schultheis 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.

BNDVNQVEAVOOVBVTVVBR
BND1.000.12-0.08-0.12-0.12-0.17-0.15
VNQ0.121.000.570.640.660.650.67
VEA-0.080.571.000.830.780.810.77
VOO-0.120.640.831.000.880.910.85
VB-0.120.660.780.881.000.860.97
VTV-0.170.650.810.910.861.000.89
VBR-0.150.670.770.850.970.891.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010