Bill Schultheis Coffeehouse Portfolio: ETF allocation and returns

Data Source: from January 1970 to February 2024 (~54 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.64%
1 Day
Mar 01 2024
0.64%
Current Month
March 2024

The Bill Schultheis Coffeehouse Portfolio is a High Risk portfolio and can be implemented with 7 ETFs.

It's exposed for 60% on the Stock Market.

In the last 30 Years, the Bill Schultheis Coffeehouse Portfolio obtained a 7.50% compound annual return, with a 9.72% standard deviation.

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Asset Allocation and ETFs

The Bill Schultheis Coffeehouse Portfolio has the following asset allocation:

60% Stocks
40% Fixed Income
0% Commodities

The Bill Schultheis Coffeehouse Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
10.00
IJR
USD iShares Core S&P Small-Cap Equity, U.S., Small Cap
10.00
IJS
USD iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
10.00
VTV
USD Vanguard Value Equity, U.S., Large Cap, Value
10.00
VEU
USD Vanguard FTSE All-World ex-US Equity, Global ex-US, Large Cap
10.00
VNQ
USD Vanguard Real Estate Real Estate, U.S.
10.00
VV
USD Vanguard Large-Cap Equity, U.S., Large Cap
40.00
BND
USD Vanguard Total Bond Market Bond, U.S., All-Term

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Feb 29, 2024

The Bill Schultheis Coffeehouse Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: March 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
BILL SCHULTHEIS COFFEEHOUSE PORTFOLIO
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~54Y)
Bill Schultheis Coffeehouse Portfolio 0.64 0.64 1.38 6.04 8.27 5.44 5.70 7.50 9.62
US Inflation Adjusted return 1.38 4.84 5.41 1.29 2.85 4.86 5.44
Components
IJR
USD iShares Core S&P Small-Cap 0.51 Mar 01 2024 0.51 3.22 7.33 6.39 7.65 8.48 9.83 11.42
IJS
USD iShares S&P Small-Cap 600 Value 0.32 Mar 01 2024 0.32 2.37 5.01 0.91 6.96 7.54 10.17 13.27
VTV
USD Vanguard Value 0.65 Mar 01 2024 0.65 3.34 10.04 14.57 10.52 10.17 9.36 11.10
VEU
USD Vanguard FTSE All-World ex-US 1.14 Mar 01 2024 1.14 3.17 7.74 13.10 5.87 4.30 4.79 8.12
VNQ
USD Vanguard Real Estate 1.19 Mar 01 2024 1.19 1.98 6.13 4.14 4.12 6.04 8.49 10.34
VV
USD Vanguard Large-Cap 0.91 Mar 01 2024 0.91 5.24 14.22 31.09 14.61 12.53 10.42 10.64
BND
USD Vanguard Total Bond Market 0.42 Mar 01 2024 0.42 -1.36 2.38 3.47 0.54 1.39 4.19 6.48
Returns over 1 year are annualized | Available data source: since Jan 1970
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the Bill Schultheis Coffeehouse Portfolio granted a 2.84% dividend yield. If you are interested in getting periodic income, please refer to the Bill Schultheis Coffeehouse Portfolio: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 8.76$, with a total return of 776.15% (7.50% annualized).

The Inflation Adjusted Capital now would be 4.15$, with a net total return of 315.04% (4.86% annualized).
An investment of 1$, since January 1970, now would be worth 144.82$, with a total return of 14381.85% (9.62% annualized).

The Inflation Adjusted Capital now would be 17.63$, with a net total return of 1662.97% (5.44% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Bill Schultheis Coffeehouse Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
BILL SCHULTHEIS COFFEEHOUSE PORTFOLIO
Advanced Metrics
Data Source: 1 January 1970 - 29 February 2024 (~54 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~54Y)
Investment Return (%) 1.38 6.32 6.04 8.27 2.11 5.44 5.70 6.58 7.50 9.62
Infl. Adjusted Return (%) details 1.38 5.75 4.84 5.41 -3.23 1.29 2.85 3.92 4.86 5.44
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 3.96
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -9.20 -19.65 -19.65 -19.65 -33.93 -33.93 -33.93
Start to Recovery (# months) details 5 26* 26* 26* 36 36 36
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 20 20 20
End (yyyy mm) 2023 12 - - - 2010 10 2010 10 2010 10
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 20 20 20
End (yyyy mm) 2023 12 - - - 2010 10 2010 10 2010 10
Longest negative period (# months) details 8 33 35 35 61 62 62
Period Start (yyyy mm) 2023 03 2021 05 2020 12 2020 12 2004 03 2004 01 2004 01
Period End (yyyy mm) 2023 10 2024 01 2023 10 2023 10 2009 03 2009 02 2009 02
Annualized Return (%) -7.40 -0.01 -0.11 -0.11 -0.06 -0.27 -0.27
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -10.06 -24.40 -24.40 -24.40 -35.02 -35.02 -35.86
Start to Recovery (# months) details 5 30* 30* 30* 38 38 69
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2007 11 1972 12
Start to Bottom (# months) 3 13 13 13 16 16 22
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1974 09
Bottom to End (# months) 2 17 17 17 22 22 47
End (yyyy mm) 2023 12 - - - 2010 12 2010 12 1978 08
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2007 11 1972 12
Start to Bottom (# months) 3 13 13 13 16 16 22
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1974 09
Bottom to End (# months) 2 17 17 17 22 22 47
End (yyyy mm) 2023 12 - - - 2010 12 2010 12 1978 08
Longest negative period (# months) details 9 36* 56 77 77 107 126
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2017 06 2017 06 2000 04 1971 04
Period End (yyyy mm) 2023 11 2024 02 2023 10 2023 10 2023 10 2009 02 1981 09
Annualized Return (%) -0.43 -3.23 -1.27 -0.02 -0.02 -0.11 -0.03
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.09 12.69 12.71 10.26 10.43 9.72 9.99
Sharpe Ratio 0.25 -0.02 0.28 0.44 0.50 0.54 0.56
Sortino Ratio 0.40 -0.03 0.38 0.59 0.66 0.70 0.75
Ulcer Index 3.34 9.35 7.81 5.78 7.14 6.15 5.59
Ratio: Return / Standard Deviation 0.68 0.17 0.43 0.56 0.63 0.77 0.96
Ratio: Return / Deepest Drawdown 0.90 0.11 0.28 0.29 0.19 0.22 0.28
% Positive Months details 58% 58% 63% 68% 67% 68% 68%
Positive Months 7 21 38 82 162 247 443
Negative Months 5 15 22 38 78 113 207
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 5.70 11.15 11.15 17.65
Worst 10 Years Return (%) - Annualized 4.73 3.45 3.45
Best 10 Years Return (%) - Annualized 2.85 9.23 9.23 12.18
Worst 10 Years Return (%) - Annualized 1.90 0.83 -0.14
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 39.85 20.12 16.60 11.15 9.00 7.50
Worst Rolling Return (%) - Annualized -28.44 -7.87 -0.95 3.45 6.16
% Positive Periods 81% 93% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 84.09 28.46 18.11 10.57 6.99 6.97
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.99 3.93 5.29
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 36.90 17.31 14.25 9.23 6.53 4.86
Worst Rolling Return (%) - Annualized -28.45 -9.83 -3.50 0.83 3.66
% Positive Periods 76% 84% 95% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 84.09 28.46 18.11 10.57 6.99 6.97
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.99 3.93 5.29
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1970 - Feb 2024)
Best Rolling Return (%) - Annualized 51.84 26.75 24.81 17.65 14.73 13.18
Worst Rolling Return (%) - Annualized -28.44 -7.87 -0.95 3.45 6.16 7.06
% Positive Periods 84% 95% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 84.09 26.42 16.52 8.93 6.18 5.43
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 3.93 4.45
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 48.17 23.04 21.01 12.18 9.90 8.36
Worst Rolling Return (%) - Annualized -29.27 -10.89 -4.62 -0.14 3.66 4.42
% Positive Periods 74% 85% 91% 99% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 84.09 26.42 16.52 8.93 6.18 5.43
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 3.93 4.45
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 29 February 2024
Swipe left to see all data
Asset
IJR
IJS
VTV
VEU
VNQ
VV
BND
IJR
-
1.00
0.86
0.80
0.91
0.77
0.55
IJS
1.00
-
0.88
0.81
0.93
0.76
0.56
VTV
0.86
0.88
-
0.93
0.90
0.88
0.62
VEU
0.80
0.81
0.93
-
0.90
0.91
0.75
VNQ
0.91
0.93
0.90
0.90
-
0.86
0.75
VV
0.77
0.76
0.88
0.91
0.86
-
0.70
BND
0.55
0.56
0.62
0.75
0.75
0.70
-
Asset
IJR
IJS
VTV
VEU
VNQ
VV
BND
IJR
-
0.99
0.90
0.86
0.80
0.87
0.39
IJS
0.99
-
0.90
0.85
0.78
0.82
0.33
VTV
0.90
0.90
-
0.88
0.81
0.91
0.35
VEU
0.86
0.85
0.88
-
0.81
0.88
0.56
VNQ
0.80
0.78
0.81
0.81
-
0.85
0.61
VV
0.87
0.82
0.91
0.88
0.85
-
0.52
BND
0.39
0.33
0.35
0.56
0.61
0.52
-
Asset
IJR
IJS
VTV
VEU
VNQ
VV
BND
IJR
-
0.99
0.88
0.77
0.71
0.85
0.26
IJS
0.99
-
0.88
0.76
0.69
0.82
0.22
VTV
0.88
0.88
-
0.85
0.71
0.93
0.23
VEU
0.77
0.76
0.85
-
0.68
0.86
0.44
VNQ
0.71
0.69
0.71
0.68
-
0.75
0.58
VV
0.85
0.82
0.93
0.86
0.75
-
0.39
BND
0.26
0.22
0.23
0.44
0.58
0.39
-
Asset
IJR
IJS
VTV
VEU
VNQ
VV
BND
IJR
-
0.96
0.80
0.76
0.65
0.82
0.08
IJS
0.96
-
0.85
0.75
0.69
0.82
0.09
VTV
0.80
0.85
-
0.82
0.64
0.95
0.11
VEU
0.76
0.75
0.82
-
0.60
0.83
0.16
VNQ
0.65
0.69
0.64
0.60
-
0.62
0.32
VV
0.82
0.82
0.95
0.83
0.62
-
0.17
BND
0.08
0.09
0.11
0.16
0.32
0.17
-
Asset
IJR
IJS
VTV
VEU
VNQ
VV
BND
IJR
-
0.97
0.83
0.70
0.68
0.85
0.16
IJS
0.97
-
0.86
0.69
0.72
0.83
0.18
VTV
0.83
0.86
-
0.77
0.65
0.95
0.22
VEU
0.70
0.69
0.77
-
0.56
0.78
0.20
VNQ
0.68
0.72
0.65
0.56
-
0.62
0.24
VV
0.85
0.83
0.95
0.78
0.62
-
0.23
BND
0.16
0.18
0.22
0.20
0.24
0.23
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

BILL SCHULTHEIS COFFEEHOUSE PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1970 - 29 February 2024 (~54 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-33.93% Nov 2007 Feb 2009 16 Oct 2010 20 36 14.65
-19.65% Jan 2022 Sep 2022 9 in progress 17 26 10.92
-15.36% Jan 2020 Mar 2020 3 Nov 2020 8 11 6.30
-11.30% May 2002 Sep 2002 5 Jun 2003 9 14 7.44
-10.79% May 1998 Aug 1998 4 Dec 1998 4 8 4.86
-10.66% May 2011 Sep 2011 5 Jan 2012 4 9 4.54
-9.00% Sep 2018 Dec 2018 4 Apr 2019 4 8 4.08
-6.90% Feb 2001 Sep 2001 8 Mar 2002 6 14 2.98
-5.61% Apr 2015 Sep 2015 6 Apr 2016 7 13 3.06
-4.47% Mar 1994 Nov 1994 9 Mar 1995 4 13 2.58
-4.24% Jun 2007 Jul 2007 2 Oct 2007 3 5 2.17
-4.05% Apr 2004 Apr 2004 1 Sep 2004 5 6 2.08
-3.93% May 2012 May 2012 1 Aug 2012 3 4 1.82
-3.83% Sep 2000 Nov 2000 3 Dec 2000 1 4 1.85
-3.33% Feb 2018 Feb 2018 1 Jul 2018 5 6 2.01
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 150 2.4 Months 41.55%
 
DD = 0% 41.55%
 
0% < DD <= -5% 137 2.6 Months 37.95%
 
DD <= -5% 79.50%
 
-5% < DD <= -10% 40 9.0 Months 11.08%
 
DD <= -10% 90.58%
 
-10% < DD <= -15% 20 18.1 Months 5.54%
 
DD <= -15% 96.12%
 
-15% < DD <= -20% 5 72.2 Months 1.39%
 
DD <= -20% 97.51%
 
-20% < DD <= -25% 5 72.2 Months 1.39%
 
DD <= -25% 98.89%
 
-25% < DD <= -30% 2 180.5 Months 0.55%
 
DD <= -30% 99.45%
 
-30% < DD <= -35% 2 180.5 Months 0.55%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-35.02% Nov 2007 Feb 2009 16 Dec 2010 22 38 16.01
-24.40% Sep 2021 Sep 2022 13 in progress 17 30 15.73
-15.20% Jan 2020 Mar 2020 3 Nov 2020 8 11 6.10
-12.59% Apr 2002 Mar 2003 12 Aug 2003 5 17 7.82
-11.64% May 2011 Sep 2011 5 Mar 2012 6 11 4.83
-11.45% May 1998 Aug 1998 4 Apr 1999 8 12 4.68
-9.39% Sep 2018 Dec 2018 4 Jun 2019 6 10 4.13
-8.21% Feb 2001 Sep 2001 8 Mar 2002 6 14 3.68
-6.45% Mar 1994 Nov 1994 9 Apr 1995 5 14 3.68
-6.25% Mar 2015 Jan 2016 11 Jun 2016 5 16 3.27
-4.66% Sep 2000 Nov 2000 3 Jan 2001 2 5 2.15
-4.63% Jun 2007 Jul 2007 2 Oct 2007 3 5 2.46
-4.25% Jul 1999 Sep 1999 3 Dec 1999 3 6 2.53
-4.21% Apr 2004 Apr 2004 1 Oct 2004 6 7 2.38
-3.87% Apr 2012 May 2012 2 Aug 2012 3 5 1.63
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 118 3.1 Months 32.69%
 
DD = 0% 32.69%
 
0% < DD <= -5% 155 2.3 Months 42.94%
 
DD <= -5% 75.62%
 
-5% < DD <= -10% 35 10.3 Months 9.70%
 
DD <= -10% 85.32%
 
-10% < DD <= -15% 21 17.2 Months 5.82%
 
DD <= -15% 91.14%
 
-15% < DD <= -20% 17 21.2 Months 4.71%
 
DD <= -20% 95.84%
 
-20% < DD <= -25% 9 40.1 Months 2.49%
 
DD <= -25% 98.34%
 
-25% < DD <= -30% 4 90.3 Months 1.11%
 
DD <= -30% 99.45%
 
-30% < DD <= -35% 1 361.0 Months 0.28%
 
DD <= -35% 99.72%
 
-35% < DD <= -40% 1 361.0 Months 0.28%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-33.93% Nov 2007 Feb 2009 16 Oct 2010 20 36 14.65
-23.45% Dec 1972 Sep 1974 22 Jun 1975 9 31 11.16
-19.65% Jan 2022 Sep 2022 9 in progress 17 26 10.92
-15.68% Sep 1987 Nov 1987 3 Oct 1988 11 14 7.31
-15.36% Jan 2020 Mar 2020 3 Nov 2020 8 11 6.30
-12.39% Mar 1970 Jun 1970 4 Nov 1970 5 9 6.65
-11.30% May 2002 Sep 2002 5 Jun 2003 9 14 7.44
-10.79% May 1998 Aug 1998 4 Dec 1998 4 8 4.86
-10.73% Jan 1990 Sep 1990 9 Feb 1991 5 14 5.41
-10.66% May 2011 Sep 2011 5 Jan 2012 4 9 4.54
-10.32% Feb 1980 Mar 1980 2 May 1980 2 4 5.16
-9.00% Sep 2018 Dec 2018 4 Apr 2019 4 8 4.08
-8.29% Oct 1978 Oct 1978 1 Mar 1979 5 6 4.17
-8.17% Jul 1981 Sep 1981 3 Nov 1981 2 5 4.14
-8.08% Sep 1979 Oct 1979 2 Jan 1980 3 5 3.62
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 284 2.3 Months 43.63%
 
DD = 0% 43.63%
 
0% < DD <= -5% 240 2.7 Months 36.87%
 
DD <= -5% 80.49%
 
-5% < DD <= -10% 74 8.8 Months 11.37%
 
DD <= -10% 91.86%
 
-10% < DD <= -15% 32 20.3 Months 4.92%
 
DD <= -15% 96.77%
 
-15% < DD <= -20% 10 65.1 Months 1.54%
 
DD <= -20% 98.31%
 
-20% < DD <= -25% 7 93.0 Months 1.08%
 
DD <= -25% 99.39%
 
-25% < DD <= -30% 2 325.5 Months 0.31%
 
DD <= -30% 99.69%
 
-30% < DD <= -35% 2 325.5 Months 0.31%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-35.86% Dec 1972 Sep 1974 22 Aug 1978 47 69 17.12
-35.02% Nov 2007 Feb 2009 16 Dec 2010 22 38 16.01
-24.40% Sep 2021 Sep 2022 13 in progress 17 30 15.73
-16.49% Sep 1987 Nov 1987 3 Apr 1989 17 20 7.48
-15.78% Sep 1979 Mar 1980 7 Nov 1980 8 15 6.56
-15.20% Jan 2020 Mar 2020 3 Nov 2020 8 11 6.10
-15.15% Oct 1989 Oct 1990 13 Apr 1991 6 19 7.56
-13.97% Mar 1970 Jun 1970 4 Dec 1970 6 10 7.68
-12.59% Apr 2002 Mar 2003 12 Aug 2003 5 17 7.82
-12.40% Dec 1980 Sep 1981 10 Sep 1982 12 22 5.99
-11.64% May 2011 Sep 2011 5 Mar 2012 6 11 4.83
-11.45% May 1998 Aug 1998 4 Apr 1999 8 12 4.68
-9.86% Sep 1978 Oct 1978 2 Aug 1979 10 12 4.82
-9.39% Sep 2018 Dec 2018 4 Jun 2019 6 10 4.13
-8.21% Feb 2001 Sep 2001 8 Mar 2002 6 14 3.68
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 199 3.3 Months 30.57%
 
DD = 0% 30.57%
 
0% < DD <= -5% 238 2.7 Months 36.56%
 
DD <= -5% 67.13%
 
-5% < DD <= -10% 105 6.2 Months 16.13%
 
DD <= -10% 83.26%
 
-10% < DD <= -15% 45 14.5 Months 6.91%
 
DD <= -15% 90.17%
 
-15% < DD <= -20% 29 22.4 Months 4.45%
 
DD <= -20% 94.62%
 
-20% < DD <= -25% 19 34.3 Months 2.92%
 
DD <= -25% 97.54%
 
-25% < DD <= -30% 9 72.3 Months 1.38%
 
DD <= -30% 98.92%
 
-30% < DD <= -35% 5 130.2 Months 0.77%
 
DD <= -35% 99.69%
 
-35% < DD <= -40% 2 325.5 Months 0.31%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

BILL SCHULTHEIS COFFEEHOUSE PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1970 - 29 February 2024 (~54 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -28.44 03/2008
02/2009
0.71$ -0.94 0.99$ 9.22 1.09$ 16.63 1.16$ 39.85 03/2009
02/2010
1.39$ 8.27 18.05%
2Y -16.54 03/2007
02/2009
0.69$ 1.80 1.03$ 8.35 1.17$ 13.95 1.29$ 28.53 03/2009
02/2011
1.65$ 0.23 11.87%
3Y -7.87 03/2006
02/2009
0.78$ 3.29 1.10$ 7.71 1.24$ 12.58 1.42$ 20.12 03/2009
02/2012
1.73$ 2.11 6.15%
5Y -0.95 03/2004
02/2009
0.95$ 3.99 1.21$ 7.64 1.44$ 10.96 1.68$ 16.60 03/2009
02/2014
2.15$ 5.44 0.66%
7Y 2.08 03/2002
02/2009
1.15$ 5.76 1.48$ 7.51 1.66$ 9.00 1.82$ 12.23 04/2009
03/2016
2.24$ 5.43 0.00%
10Y 3.45 03/1999
02/2009
1.40$ 5.99 1.78$ 7.43 2.04$ 9.39 2.45$ 11.15 03/2009
02/2019
2.87$ 5.70 0.00%
15Y 5.14 10/2007
09/2022
2.11$ 6.49 2.56$ 7.26 2.86$ 8.01 3.17$ 9.22 03/2009
02/2024
3.75$ 9.22 0.00%
20Y 6.16 04/2000
03/2020
3.30$ 6.91 3.80$ 7.41 4.17$ 8.14 4.77$ 9.00 12/1994
11/2014
5.60$ 6.58 0.00%
30Y 7.50 03/1994
02/2024
8.76$ 7.50 8.76$ 7.50 8.76$ 7.50 8.76$ 7.50 03/1994
02/2024
8.76$ 7.50 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -28.45 03/2008
02/2009
0.71$ -3.13 0.96$ 6.74 1.06$ 14.53 1.14$ 36.90 03/2009
02/2010
1.36$ 5.41 23.78%
2Y -18.22 03/2007
02/2009
0.66$ -0.61 0.98$ 5.75 1.11$ 11.17 1.23$ 25.84 03/2009
02/2011
1.58$ -3.93 16.02%
3Y -9.83 03/2006
02/2009
0.73$ -0.26 0.99$ 5.45 1.17$ 9.80 1.32$ 17.31 03/2009
02/2012
1.61$ -3.23 15.08%
5Y -3.50 03/2004
02/2009
0.83$ 1.29 1.06$ 5.23 1.29$ 8.59 1.50$ 14.25 03/2009
02/2014
1.94$ 1.29 4.65%
7Y -0.48 03/2002
02/2009
0.96$ 3.39 1.26$ 5.09 1.41$ 6.80 1.58$ 10.42 04/2009
03/2016
2.00$ 1.90 0.72%
10Y 0.83 03/1999
02/2009
1.08$ 3.56 1.41$ 5.17 1.65$ 6.81 1.93$ 9.23 03/2009
02/2019
2.41$ 2.85 0.00%
15Y 2.70 10/2007
09/2022
1.49$ 4.25 1.86$ 4.99 2.07$ 5.49 2.23$ 6.52 02/2003
01/2018
2.57$ 6.51 0.00%
20Y 3.66 11/2003
10/2023
2.05$ 4.58 2.45$ 5.09 2.69$ 5.86 3.12$ 6.53 12/1994
11/2014
3.54$ 3.92 0.00%
30Y 4.86 03/1994
02/2024
4.15$ 4.86 4.15$ 4.86 4.15$ 4.86 4.15$ 4.86 03/1994
02/2024
4.15$ 4.86 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -28.44 03/2008
02/2009
0.71$ -0.42 0.99$ 10.65 1.10$ 20.22 1.20$ 51.84 07/1982
06/1983
1.51$ 8.27 15.81%
2Y -16.54 03/2007
02/2009
0.69$ 3.55 1.07$ 10.11 1.21$ 16.54 1.35$ 31.86 07/1984
06/1986
1.73$ 0.23 8.61%
3Y -7.87 03/2006
02/2009
0.78$ 4.33 1.13$ 10.05 1.33$ 16.23 1.57$ 26.75 08/1984
07/1987
2.03$ 2.11 4.72%
5Y -0.95 03/2004
02/2009
0.95$ 5.37 1.29$ 9.75 1.59$ 15.09 2.01$ 24.81 08/1982
07/1987
3.02$ 5.44 0.34%
7Y 2.08 03/2002
02/2009
1.15$ 6.57 1.56$ 9.30 1.86$ 14.85 2.63$ 21.45 04/1980
03/1987
3.89$ 5.43 0.00%
10Y 3.45 03/1999
02/2009
1.40$ 6.72 1.91$ 9.77 2.53$ 15.30 4.15$ 17.65 09/1977
08/1987
5.08$ 5.70 0.00%
15Y 5.14 10/2007
09/2022
2.11$ 7.04 2.77$ 10.07 4.21$ 14.20 7.32$ 16.86 10/1974
09/1989
10.35$ 9.22 0.00%
20Y 6.16 04/2000
03/2020
3.30$ 7.41 4.17$ 9.99 6.71$ 13.65 12.92$ 14.73 10/1974
09/1994
15.62$ 6.58 0.00%
30Y 7.06 11/1993
10/2023
7.73$ 8.49 11.53$ 10.63 20.69$ 12.24 31.91$ 13.18 01/1975
12/2004
41.05$ 7.50 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -29.27 10/1973
09/1974
0.70$ -3.83 0.96$ 6.66 1.06$ 15.87 1.15$ 48.17 07/1982
06/1983
1.48$ 5.41 25.51%
2Y -18.88 01/1973
12/1974
0.65$ -0.24 0.99$ 5.75 1.11$ 12.48 1.26$ 28.38 07/1984
06/1986
1.64$ -3.93 15.15%
3Y -10.89 01/1972
12/1974
0.70$ 0.02 1.00$ 5.89 1.18$ 11.05 1.36$ 23.04 08/1984
07/1987
1.86$ -3.23 14.80%
5Y -4.62 01/1970
12/1974
0.78$ 1.29 1.06$ 5.86 1.32$ 10.20 1.62$ 21.01 08/1982
07/1987
2.59$ 1.29 8.12%
7Y -0.92 04/1973
03/1980
0.93$ 3.08 1.23$ 5.98 1.50$ 9.51 1.88$ 16.03 08/1982
07/1989
2.83$ 1.90 1.23%
10Y -0.14 07/1972
06/1982
0.98$ 3.67 1.43$ 6.63 1.89$ 9.46 2.46$ 12.18 08/1982
07/1992
3.15$ 2.85 0.38%
15Y 2.70 10/2007
09/2022
1.49$ 4.75 2.00$ 6.33 2.51$ 8.91 3.60$ 11.72 08/1982
07/1997
5.26$ 6.51 0.00%
20Y 3.66 11/2003
10/2023
2.05$ 5.02 2.66$ 6.23 3.34$ 8.58 5.19$ 9.90 04/1980
03/2000
6.60$ 3.92 0.00%
30Y 4.42 11/1993
10/2023
3.66$ 5.84 5.48$ 6.68 6.96$ 7.62 9.04$ 8.36 01/1975
12/2004
11.11$ 4.86 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Bill Schultheis Coffeehouse Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Bill Schultheis Coffeehouse Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.24
40%
-0.90
40%
-1.50
80%
1.26
80%
-0.16
60%
0.95
80%
2.30
100%
-0.62
40%
-2.92
20%
1.12
60%
4.06
80%
2.28
80%
Best 6.3
2023
2.6
2021
2.3
2021
7.0
2020
2.2
2020
4.2
2019
5.3
2022
2.0
2020
1.7
2019
4.7
2022
8.2
2020
6.4
2023
Worst -3.8
2022
-4.3
2020
-10.9
2020
-5.5
2022
-3.2
2019
-5.5
2022
0.3
2021
-3.6
2022
-7.6
2022
-3.0
2023
-1.6
2021
-3.3
2022
Monthly Seasonality over the period Feb 1970 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.64
60%
-0.21
60%
-0.12
80%
0.79
80%
0.35
80%
0.81
80%
1.65
90%
-0.29
40%
-1.71
30%
0.63
60%
2.72
90%
0.82
70%
Best 6.3
2023
2.6
2021
5.2
2016
7.0
2020
2.2
2020
4.2
2019
5.3
2022
2.5
2014
2.1
2017
4.7
2022
8.2
2020
6.4
2023
Worst -3.8
2022
-4.3
2020
-10.9
2020
-5.5
2022
-3.2
2019
-5.5
2022
-1.5
2014
-3.7
2015
-7.6
2022
-4.9
2018
-1.6
2021
-4.9
2018
Monthly Seasonality over the period Feb 1970 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.16
65%
0.53
67%
0.84
76%
1.13
78%
0.51
61%
0.68
65%
0.83
69%
0.45
59%
-0.01
59%
0.34
61%
1.62
76%
1.64
81%
Best 10.5
1975
6.0
1970
5.6
1986
9.3
2009
5.6
1980
4.3
1979
6.3
2009
7.7
1982
5.4
1973
8.9
1982
8.2
2020
6.4
2023
Worst -8.4
2009
-7.7
2009
-10.9
2020
-7.3
1970
-4.5
2010
-5.5
2022
-6.0
2002
-8.3
1998
-7.6
2022
-13.5
2008
-7.2
1973
-4.9
2018
Monthly Seasonality over the period Feb 1970 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Bill Schultheis Coffeehouse Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

BILL SCHULTHEIS COFFEEHOUSE PORTFOLIO
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1970 - 29 February 2024 (~54 years)
247 Positive Months (69%) - 113 Negative Months (31%)
443 Positive Months (68%) - 207 Negative Months (32%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • IJR - iShares Core S&P Small-Cap (IJR), up to December 2000
  • IJS - iShares S&P Small-Cap 600 Value (IJS), up to December 2000
  • VTV - Vanguard Value (VTV), up to December 2004
  • VEU - Vanguard FTSE All-World ex-US (VEU), up to December 2007
  • VNQ - Vanguard Real Estate (VNQ), up to December 2004
  • VV - Vanguard Large-Cap (VV), up to December 2004
  • BND - Vanguard Total Bond Market (BND), up to December 2007

Portfolio efficiency

The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.77 9.60 -32.52 60 40 0
Shield Strategy Aim Ways +8.74 8.84 -19.36 42 38 20
Stocks/Bonds 60/40 +8.22 9.62 -30.55 60 40 0
Weird Portfolio Value Stock Geek +8.09 10.84 -32.97 60 20 20
Stocks/Bonds 40/60 Momentum +8.06 7.02 -21.11 40 60 0
Couch Potato Scott Burns +8.04 8.75 -27.04 50 50 0
Gold Pivot Ptf Aim Ways +7.76 8.20 -19.49 22 44 34
In Saecula Saeculorum Fulvio Marchese +7.72 7.83 -20.39 45 45 10
Golden Butterfly Tyler +7.56 7.73 -17.79 40 40 20
Coffeehouse Bill Schultheis +7.50 9.72 -33.93 60 40 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.77 9.60 -32.52 60 40 0
Simple Path to Wealth JL Collins +9.04 11.77 -38.53 75 25 0
Shield Strategy Aim Ways +8.74 8.84 -19.36 42 38 20
Aim Bold Strategy Aim Ways +8.30 9.92 -30.09 45 40 15
Stocks/Bonds 60/40 +8.22 9.62 -30.55 60 40 0
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