Bill Schultheis Coffee House Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
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 Value 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	S&P 500	10%
VTV Vanguard Value ETF	Large Cap Value Equities	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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 Every 3 months.

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

Returns By Period

As of Apr 2, 2026, the Bill Schultheis Coffee House Portfolio returned 1.50% Year-To-Date and 7.21% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Bill Schultheis Coffee House Portfolio	0.24%	-2.39%	1.50%	2.79%	11.88%	9.89%	5.08%	7.21%
Portfolio components:
VOO Vanguard S&P 500 ETF	0.11%	-3.33%	-3.55%	-1.41%	17.60%	18.47%	11.96%	14.19%
BND Vanguard Total Bond Market ETF	0.22%	-0.98%	0.31%	0.85%	4.27%	3.53%	0.30%	1.70%
VTV Vanguard Value ETF	0.16%	-3.03%	3.71%	6.74%	16.12%	14.94%	10.95%	11.89%
VNQ Vanguard Real Estate ETF	1.36%	-4.43%	3.06%	1.04%	2.95%	7.33%	3.14%	4.85%
VEA Vanguard FTSE Developed Markets ETF	-0.77%	-2.79%	3.65%	8.84%	30.37%	16.09%	8.76%	9.49%
VB Vanguard Small-Cap ETF	0.47%	-3.05%	2.99%	3.93%	18.72%	13.45%	5.57%	10.71%
VBR Vanguard Small-Cap Value ETF	0.20%	-3.26%	3.80%	5.19%	17.55%	13.63%	7.68%	10.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 10, 2010, Bill Schultheis Coffee House Portfolio's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, your investment would double in approximately 8.8 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +8.6%, while the worst month was Mar 2020 at -10.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Bill Schultheis Coffee House Portfolio closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +6.4%, while the worst single day was Mar 12, 2020 at -8.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.54%	2.68%	-4.23%	0.66%									1.50%
2025	2.31%	0.54%	-2.17%	-0.73%	2.32%	2.72%	0.37%	2.80%	1.43%	0.30%	1.24%	0.13%	11.71%
2024	-0.94%	1.75%	2.78%	-4.14%	3.20%	0.37%	4.21%	1.93%	1.69%	-2.23%	4.02%	-4.33%	8.09%
2023	6.10%	-3.04%	0.47%	0.65%	-2.14%	3.98%	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%	3.28%	14.02%

Benchmark Metrics

Bill Schultheis Coffee House Portfolio has an annualized alpha of 0.68%, beta of 0.57, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.

This portfolio participated in 67.82% of S&P 500 Index downside but only 59.77% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.57 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: 0.68%

Beta: 0.57

R²: 0.85

Upside Capture: 59.77%

Downside Capture: 67.82%

Expense Ratio

Bill Schultheis Coffee House Portfolio has an expense ratio of 0.05%, 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.

VNQ

Vanguard Real Estate ETF

VBR

Vanguard Small-Cap Value ETF

Vanguard Small-Cap ETF

VTV

Vanguard Value ETF

VOO

Vanguard S&P 500 ETF

BND

Vanguard Total Bond Market ETF

VEA

Vanguard FTSE Developed Markets ETF

Return for Risk

Risk / Return Rank

Bill Schultheis Coffee House Portfolio ranks 39 for risk / return — below 39% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.12	0.88	+0.24
Sortino ratio Return per unit of downside risk	1.63	1.37	+0.27
Omega ratio Gain probability vs. loss probability	1.23	1.21	+0.03
Calmar ratio Return relative to maximum drawdown	1.55	1.39	+0.16
Martin ratio Return relative to average drawdown	6.76	6.43	+0.33
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.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VOO Vanguard S&P 500 ETF	54	0.98	1.49	1.23	1.53	7.13
BND Vanguard Total Bond Market ETF	48	1.00	1.42	1.18	1.71	4.64
VTV Vanguard Value ETF	56	1.09	1.57	1.23	1.48	6.62
VNQ Vanguard Real Estate ETF	16	0.18	0.36	1.05	0.29	1.11
VEA Vanguard FTSE Developed Markets ETF	83	1.73	2.36	1.35	2.64	10.14
VB Vanguard Small-Cap ETF	46	0.86	1.35	1.18	1.44	6.15
VBR Vanguard Small-Cap Value ETF	44	0.86	1.33	1.18	1.37	5.57

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Bill Schultheis Coffee House Portfolio Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.12
5-Year: 0.48
10-Year: 0.65
All Time: 0.74

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Bill Schultheis Coffee House Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Bill Schultheis Coffee House Portfolio provided a 2.89% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.89%	2.90%	2.87%	2.70%	2.50%	2.06%	2.24%	2.51%	2.81%	2.44%	2.56%	2.53%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
BND Vanguard Total Bond Market ETF	3.92%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
VTV Vanguard Value ETF	2.02%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%
VNQ Vanguard Real Estate ETF	3.86%	3.92%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%
VEA Vanguard FTSE Developed Markets ETF	2.90%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
VB Vanguard Small-Cap ETF	1.32%	1.33%	1.30%	1.55%	1.59%	1.24%	1.14%	1.39%	1.67%	1.35%	1.50%	1.48%
VBR Vanguard Small-Cap Value ETF	1.89%	1.95%	1.98%	2.12%	2.03%	1.75%	1.68%	2.06%	2.35%	1.79%	1.77%	1.99%

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 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 3.96%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-24.01%	Feb 21, 2020	22	Mar 23, 2020	141	Oct 12, 2020	163
-20.15%	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
-10.8%	Dec 2, 2024	87	Apr 8, 2025	55	Jun 27, 2025	142

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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

	Benchmark	BND	VNQ	VEA	VBR	VTV	VB	VOO	Portfolio
Benchmark	1.00	-0.09	0.62	0.82	0.84	0.89	0.87	1.00	0.90
BND	-0.09	1.00	0.15	-0.04	-0.10	-0.12	-0.08	-0.08	0.12
VNQ	0.62	0.15	1.00	0.56	0.66	0.65	0.66	0.62	0.79
VEA	0.82	-0.04	0.56	1.00	0.75	0.79	0.77	0.82	0.85
VBR	0.84	-0.10	0.66	0.75	1.00	0.89	0.97	0.83	0.92
VTV	0.89	-0.12	0.65	0.79	0.89	1.00	0.86	0.89	0.90
VB	0.87	-0.08	0.66	0.77	0.97	0.86	1.00	0.87	0.93
VOO	1.00	-0.08	0.62	0.82	0.83	0.89	0.87	1.00	0.90
Portfolio	0.90	0.12	0.79	0.85	0.92	0.90	0.93	0.90	1.00

The correlation results are calculated based on daily price changes starting from Sep 10, 2010

Bill Schultheis Coffee House Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table