Asset Allocation
Find the right asset allocation for Bill Schultheis Coffee House Portfolio with Money Market, + International, - REIT
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 Bill Schultheis Coffee House Portfolio with Money Market, + International, - REIT, 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
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio Bill Schultheis Coffee House Portfolio with Money Market, + International, - REIT | 1.48% | 1.14% | 7.90% | 8.29% | 17.72% | 11.89% | 5.64% | — |
| Portfolio components: | ||||||||
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 1.92% | -0.47% | 7.79% | 8.33% | 23.12% | 21.32% | 12.61% | — |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 3.19% | 0.25% | 13.24% | 15.08% | 27.98% | 18.68% | 8.37% | 10.14% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | -0.05% | 1.81% | 11.48% | 11.28% | 11.84% | 10.04% | 2.35% | 5.51% |
VMFXX Vanguard Federal Money Market Fund | 0.00% | 0.30% | 1.50% | 1.82% | 3.95% | 3.35% | 2.39% | — |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 2.03% | 4.01% | 13.57% | 11.91% | 26.77% | 16.20% | 8.17% | 10.84% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 2.58% | 3.08% | 14.59% | 12.93% | 27.91% | 16.37% | 6.83% | 11.48% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 0.42% | 0.76% | 0.56% | 0.91% | 1.74% | 4.15% | 0.30% | 1.77% |
VTBNX Vanguard Total Bond Market II Index Fund | 0.53% | 0.45% | 0.33% | 0.98% | 4.44% | 4.05% | 0.04% | 1.51% |
VTRIX Vanguard International Value Fund | 2.37% | 1.70% | 13.32% | 14.90% | 28.47% | 15.74% | 7.66% | 9.68% |
VVIAX Vanguard Value Index Fund Admiral Shares | 1.71% | 3.26% | 13.25% | 12.95% | 25.71% | 18.06% | 11.55% | 12.64% |
Monthly Returns
Based on dividend-adjusted daily data since May 25, 2021, Bill Schultheis Coffee House Portfolio with Money Market, + International, - REIT's average daily return is +0.02%, while the average monthly return is +0.52%. At this rate, an investment would double in approximately 11.1 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +6.4%, while the worst month was Sep 2022 at -6.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Bill Schultheis Coffee House Portfolio with Money Market, + International, - REIT closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +4.1%, while the worst single day was Apr 4, 2025 at -3.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.64% | 2.69% | -4.60% | 4.98% | 2.28% | -0.04% | 7.90% | ||||||
| 2025 | 2.25% | 0.50% | -1.85% | -0.07% | 2.69% | 2.60% | 0.20% | 2.77% | 1.69% | 0.50% | 0.93% | 0.65% | 13.52% |
| 2024 | -1.08% | 1.91% | 2.52% | -3.18% | 2.79% | 0.03% | 3.32% | 1.67% | 1.86% | -2.29% | 2.76% | -3.20% | 6.99% |
| 2023 | 5.85% | -2.63% | 0.92% | 0.64% | -1.81% | 3.81% | 2.37% | -2.25% | -3.27% | -2.46% | 6.44% | 5.23% | 12.82% |
| 2022 | -2.73% | -1.59% | 0.02% | -4.85% | 0.60% | -5.59% | 4.75% | -3.12% | -6.94% | 3.99% | 6.26% | -2.84% | -12.26% |
| 2021 | 0.66% | 0.11% | 0.37% | 1.03% | -2.50% | 2.64% | -1.92% | 2.93% | 3.24% |
Benchmark Metrics
Bill Schultheis Coffee House Portfolio with Money Market, + International, - REIT has an annualized alpha of -0.31%, beta of 0.52, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since May 25, 2021.
- This portfolio participated in 67.64% of S&P 500 Index downside but only 52.66% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.52 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
- -0.31%
- Beta
- 0.52
- R²
- 0.81
- Upside Capture
- 52.66%
- Downside Capture
- 67.64%
Expense Ratio
Bill Schultheis Coffee House Portfolio with Money Market, + International, - REIT has an expense ratio of 0.11%, 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
Bill Schultheis Coffee House Portfolio with Money Market, + International, - REIT ranks 57 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 Bill Schultheis Coffee House Portfolio with Money Market, + International, - REIT and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.07 | 1.86 | +0.21 |
| Sortino ratioReturn per unit of downside risk | 2.98 | 2.53 | +0.45 |
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 2.53 | +0.21 |
| Martin ratioReturn relative to average drawdown | 11.20 | 11.37 | -0.17 |
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 |
|---|---|---|---|---|---|---|
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 50 | 1.71 | 2.33 | 1.31 | 2.00 | 8.34 |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 65 | 1.88 | 2.57 | 1.35 | 2.54 | 9.81 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 17 | 0.92 | 1.34 | 1.17 | 1.49 | 4.70 |
VMFXX Vanguard Federal Money Market Fund | — | 3.67 | — | — | — | — |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 64 | 1.74 | 2.57 | 1.30 | 3.02 | 10.71 |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 62 | 1.67 | 2.39 | 1.29 | 3.11 | 11.42 |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 9 | 0.64 | 0.92 | 1.11 | 0.67 | 1.84 |
VTBNX Vanguard Total Bond Market II Index Fund | 29 | 1.26 | 1.91 | 1.22 | 1.73 | 4.97 |
VTRIX Vanguard International Value Fund | 69 | 2.04 | 2.83 | 1.37 | 2.56 | 9.44 |
VVIAX Vanguard Value Index Fund Admiral Shares | 89 | 2.57 | 3.65 | 1.46 | 4.18 | 15.68 |
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Dividends
Dividend yield
Bill Schultheis Coffee House Portfolio with Money Market, + International, - REIT provided a 4.50% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.50% | 4.87% | 3.48% | 3.01% | 2.14% | 2.23% | 1.88% | 2.47% | 2.72% | 1.91% | 2.01% | 1.45% |
| Portfolio components: | ||||||||||||
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 0.82% | 0.85% | 0.99% | 1.10% | 1.34% | 0.94% | 1.21% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 2.60% | 3.05% | 3.20% | 3.28% | 3.07% | 3.03% | 1.97% | 3.07% | 3.24% | 2.67% | 2.96% | 2.95% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 3.57% | 3.92% | 3.85% | 3.91% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% |
VMFXX Vanguard Federal Money Market Fund | 3.87% | 4.14% | 1.63% | 4.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.73% | 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 | 1.19% | 1.33% | 1.30% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.46% | 4.36% | 4.33% | 4.39% | 1.48% | 3.70% | 1.08% | 4.28% | 3.00% | 2.23% | 1.80% | 1.64% |
VTBNX Vanguard Total Bond Market II Index Fund | 4.06% | 3.95% | 3.77% | 3.13% | 2.54% | 1.82% | 3.12% | 2.79% | 2.56% | 2.52% | 2.55% | 0.00% |
VTRIX Vanguard International Value Fund | 15.97% | 18.10% | 8.53% | 2.78% | 2.75% | 4.35% | 1.58% | 2.96% | 6.24% | 1.86% | 2.29% | 2.13% |
VVIAX Vanguard Value Index Fund Admiral Shares | 1.84% | 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 Bill Schultheis Coffee House Portfolio with Money Market, + International, - REIT. 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 with Money Market, + International, - REIT was 19.05%, occurring on Oct 14, 2022. Recovery took 348 trading sessions.
The current Bill Schultheis Coffee House Portfolio with Money Market, + International, - REIT drawdown is 0.43%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -19.05%Oct 2022 | 11mo 9d | 1y 4mo | 2y 3moNov 2021 - Mar 2024 |
2025 selloff2025 | -9.29%Apr 2025 | 4mo | 1mo 8d | 5mo 8dDec 2024 - May 2025 |
2026 pullback2026 | -6.24%Mar 2026 | 1mo 1d | 18d | 1mo 19dFeb 2026 - Apr 2026 |
2024 pullback2024 | -3.99%Apr 2024 | 17d | 27d | 1mo 14dApr 2024 - May 2024 |
2024 pullback2024 | -3.38%Aug 2024 | 19d | 14d | 1mo 3dJul 2024 - Aug 2024 |
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 10 assets, with an effective number of assets of 8.58, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.20 | 1.23 | 1.23 | 1.23 |
The portfolio has a diversification ratio of 1.23, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Bill Schultheis Coffee House Portfolio with Money Market, + International, - REIT correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since May 25, 2021 | 0.87 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VFTAX has the highest benchmark correlation at 0.99, while VMFXX has the lowest at 0.04.
Asset Correlations Table
| VMFXX | VTABX | VTBNX | VGSLX | VTRIX | VFWAX | VFTAX | VVIAX | VSIAX | VSMAX | |
|---|---|---|---|---|---|---|---|---|---|---|
| VMFXX | 1.00 | 0.09 | 0.19 | 0.08 | -0.01 | -0.01 | 0.04 | 0.07 | 0.03 | 0.03 |
| VTABX | 0.09 | 1.00 | 0.78 | 0.28 | 0.15 | 0.17 | 0.15 | 0.12 | 0.12 | 0.14 |
| VTBNX | 0.19 | 0.78 | 1.00 | 0.32 | 0.18 | 0.19 | 0.15 | 0.13 | 0.13 | 0.15 |
| VGSLX | 0.08 | 0.28 | 0.32 | 1.00 | 0.57 | 0.55 | 0.57 | 0.72 | 0.71 | 0.69 |
| VTRIX | -0.01 | 0.15 | 0.18 | 0.57 | 1.00 | 0.97 | 0.72 | 0.72 | 0.75 | 0.76 |
| VFWAX | -0.01 | 0.17 | 0.19 | 0.55 | 0.97 | 1.00 | 0.75 | 0.71 | 0.73 | 0.76 |
| VFTAX | 0.04 | 0.15 | 0.15 | 0.57 | 0.72 | 0.75 | 1.00 | 0.73 | 0.74 | 0.82 |
| VVIAX | 0.07 | 0.12 | 0.13 | 0.72 | 0.72 | 0.71 | 0.73 | 1.00 | 0.89 | 0.84 |
| VSIAX | 0.03 | 0.12 | 0.13 | 0.71 | 0.75 | 0.73 | 0.74 | 0.89 | 1.00 | 0.97 |
| VSMAX | 0.03 | 0.14 | 0.15 | 0.69 | 0.76 | 0.76 | 0.82 | 0.84 | 0.97 | 1.00 |
Find what Bill Schultheis Coffee House Portfolio with Money Market, + International, - REIT is missing
See which holdings overlap, where Bill Schultheis Coffee House Portfolio with Money Market, + International, - REIT is concentrated, and which low-correlation assets could fill the gaps.
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