The Bill Schultheis Coffeehouse Portfolio can be implemented with 7 ETFs. This portfolio has a high risk, indicating it can undergo considerable value changes. It is appropriate for investors with a high risk tolerance who are aiming for higher returns and can handle notable drawdowns.

The portfolio asset allocation is: 60% on the Stock Market, 40% on Fixed Income, 0% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 40% allocation to bonds, leading to its classification as high risk.

As of May 2026, in the previous 30 Years, the Bill Schultheis Coffeehouse Portfolio obtained a 7.62% compound annual return, with a 9.90% standard deviation. It suffered a maximum drawdown of -33.93% that required 36 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Table of contents

Asset Allocation and ETFs

To effectively implement the asset allocation of the Bill Schultheis Coffeehouse Portfolio, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.

60% Stocks
40% Fixed Income
0% Commodities

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

Portfolio and ETF Returns as of May 31, 2026

BILL SCHULTHEIS COFFEEHOUSE PORTFOLIO
Capital Growth
Inflation Adj:
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Show Live Returns: June 2026
Chg (%) Return (%) Return (%) as of May 31, 2026
1 Day Time ET(*) Jun 2026 YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~56Y)
Investment Return 0.14 1.90 7.87 1.46 8.00 18.72 5.12 7.34 7.62 9.71
US Inflation Adjusted Return 5.31 0.98 5.10 13.95 0.62 3.83 4.93 5.55
Component Returns
IJR
USD iShares Core S&P Small-Cap -0.03 Jun 29 2026 6.60 15.56 1.14 15.43 33.40 5.86 10.76 9.57 11.52
IJS
USD iShares S&P Small-Cap 600 Value -0.43 Jun 29 2026 4.74 15.13 1.08 16.03 38.64 5.87 10.15 10.01 13.33
VTV
USD Vanguard Value 0.11 Jun 29 2026 3.71 11.54 2.45 12.41 26.26 11.29 12.42 9.26 11.34
VEU
USD Vanguard FTSE All-World ex-US 0.67 Jun 29 2026 -0.46 14.36 3.81 17.29 32.81 8.93 10.03 6.08 8.66
VNQ
USD Vanguard Real Estate -0.53 Jun 29 2026 3.46 9.30 -0.65 6.86 11.40 2.99 5.44 9.03 10.30
VV
USD Vanguard Large-Cap 1.40 Jun 29 2026 -1.73 10.94 5.41 10.93 29.58 13.72 15.62 10.46 11.03
BND
USD Vanguard Total Bond Market 0.05 Jun 29 2026 0.68 0.48 0.28 0.18 4.98 0.14 1.66 4.13 6.40
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
US Inflation is updated to May 2026. Inflation (annualized) is 1Y: 4.18% , 5Y: 4.47% , 10Y: 3.38% , 30Y: 2.56%
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Learn about historical correlations here: see how the main asset classes relate to each other.

Portfolio Metrics as of May 31, 2026

BILL SCHULTHEIS COFFEEHOUSE PORTFOLIO
Advanced Metrics
1 January 1970 - 31 May 2026 (~56 years)
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Metrics as of May 31, 2026
YTD
(5M) 		1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~56Y)
Investment Return (%)
7.87 1.46 2.62 8.00 18.72 12.25 5.12 7.34 6.87 7.62 9.71
Growth of 1$ 1.08 1.01 1.03 1.08 1.19 1.41 1.28 2.03 3.78 9.05 186.13
Infl. Adjusted Return (%)
5.31 0.98 0.62 5.10 13.95 8.70 0.62 3.83 4.19 4.93 5.55
US Inflation (%) 2.44 0.47 1.99 2.75 4.18 3.27 4.47 3.38 2.57 2.56 3.94
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) 0.00 -3.90 -9.20 -19.65 -19.65 -33.93 -33.93 -33.93
Start to Recovery (# months)
2 5 31 31 36 36 36
Start (yyyy mm) 2026 03 2023 08 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 1 3 9 9 16 16 16
Bottom (yyyy mm) 2026 03 2023 10 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 1 2 22 22 20 20 20
End (yyyy mm) 2026 04 2023 12 2024 07 2024 07 2010 10 2010 10 2010 10
Longest Drawdown Depth (%)
same		 -5.44
same
same
same
same
same
Start to Recovery (# months)
9
Start (yyyy mm) 2026 03 2024 12 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 1 5 9 9 16 16 16
Bottom (yyyy mm) 2026 03 2025 04 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 1 4 22 22 20 20 20
End (yyyy mm) 2026 04 2025 08 2024 07 2024 07 2010 10 2010 10 2010 10
Longest negative period (# months)
2 9 35 36 43 62 62
Start (yyyy mm) 2026 02 2024 08 2021 06 2021 05 2006 12 2004 01 2004 01
End (yyyy mm) 2026 03 2025 04 2024 04 2024 04 2010 06 2009 02 2009 02
Annualized Return (%) -9.45 -0.83 -0.64 -0.13 -0.36 -0.27 -0.27
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
Deepest Drawdown Depth (%) 0.00 -4.72 -10.06 -24.40 -24.40 -35.02 -35.02 -35.86
Start to Recovery (# months)
3 5 54 54 38 38 69
Start (yyyy mm) 2026 03 2023 08 2021 09 2021 09 2007 11 2007 11 1972 12
Start to Bottom (# months) 1 3 13 13 16 16 22
Bottom (yyyy mm) 2026 03 2023 10 2022 09 2022 09 2009 02 2009 02 1974 09
Bottom to End (# months) 2 2 41 41 22 22 47
End (yyyy mm) 2026 05 2023 12 2026 02 2026 02 2010 12 2010 12 1978 08
Longest Drawdown Depth (%)
same		 -6.61
same
same		 -24.40 -24.40
same
Start to Recovery (# months)
9 54 54
Start (yyyy mm) 2026 03 2024 12 2021 09 2021 09 2021 09 2021 09 1972 12
Start to Bottom (# months) 1 5 13 13 13 13 22
Bottom (yyyy mm) 2026 03 2025 04 2022 09 2022 09 2022 09 2022 09 1974 09
Bottom to End (# months) 2 4 41 41 41 41 47
End (yyyy mm) 2026 05 2025 08 2026 02 2026 02 2026 02 2026 02 1978 08
Longest negative period (# months)
4 10 58 77 77 107 126
Start (yyyy mm) 2025 12 2024 08 2021 06 2017 06 2017 06 2000 04 1971 04
End (yyyy mm) 2026 03 2025 05 2026 03 2023 10 2023 10 2009 02 1981 09
Annualized Return (%) -1.42 -0.96 -0.49 -0.02 -0.02 -0.11 -0.03
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 7.42 10.15 11.45 10.62 10.62 9.90 9.94
Sharpe Ratio 2.00 0.75 0.15 0.49 0.50 0.55 0.53
Sortino Ratio 2.57 1.02 0.21 0.64 0.66 0.71 0.71
Ulcer Index 1.08 2.70 7.47 5.80 7.18 6.17 5.50
Ratio: Return / Standard Deviation 2.52 1.21 0.45 0.69 0.65 0.77 0.98
Ratio: Return / Deepest Drawdown 4.80 1.33 0.26 0.37 0.20 0.22 0.29
Positive Months (%)
91.66 72.22 65.00 70.00 68.33 68.33 68.53
Positive Months 11 26 39 84 164 246 464
Negative Months 1 10 21 36 76 114 213
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 7.34 11.15 11.15 17.65
Worst 10 Years Return (%) - Annualized 4.73 3.45 3.45
Best 10 Years Return (%) - Annualized 3.83 9.23 9.23 12.18
Worst 10 Years Return (%) - Annualized 1.90 0.83 -0.14
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
 1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· As of May 2026 - Over the previous 30Y
Best Rolling Return (%) - Annualized 39.85 20.12 16.60 11.15 8.14 7.62
Worst Rolling Return (%) - Annualized -28.44 -7.87 -0.95 3.45 6.16
Positive Periods (%) 82.2 93.5 99.3 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 36.90 17.31 14.25 9.23 5.86 4.93
Worst Rolling Return (%) - Annualized -28.45 -9.83 -3.50 0.83 3.66
Positive Periods (%) 76.5 80.9 95.3 100.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
4.04 6.17 7.58 9.04 2.03 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 5.23 8.23 10.49 17.69 8.43 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
5.99 9.55 12.35 23.85 14.97 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 7.23 11.69 15.38 27.11 20.74 2.96 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 84.09 28.46 17.99 10.57 6.95 6.77
Perpetual Withdrawal Rate (%) --- --- --- 0.99 3.63 5.17
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1970 - May 2026)
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 (%) 84.8 95.3 99.6 100.0 100.0 100.0
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 (%) 75.5 83.8 92.2 99.6 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
3.90 5.73 6.66 7.01 0.00 0.00 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 5.10 7.79 9.58 14.05 5.85 0.00 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
5.86 9.11 11.45 20.82 10.65 0.00 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 7.10 11.27 14.50 24.28 16.20 0.00 0.00 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 84.09 26.42 16.52 8.93 6.18 5.43
Perpetual Withdrawal Rate (%) --- --- --- --- 3.63 4.45
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
  • Annualized Portfolio Return: the annualized geometric mean return of the portfolio. When cashflows are involved, it is calculated using the Money-Weighted Rate of Return (MWRR), based on the Modified Dietz formula.
  • 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. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
  • 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.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • 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.
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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
Inflation Adj:
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Rolling Return Analysis

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 — Over Time & Distribution

Holding Periods and Returns

Holding periods are based on rolling periods: each rolling window represents the return an investor would have achieved by holding the investment for a fixed period (e.g., 10, 20, or 30 years) starting from different dates.

BILL SCHULTHEIS COFFEEHOUSE PORTFOLIO
Annualized Rolling Returns
Inflation Adj:
Percentiles: – Changes pending. Click 'Update' to refresh

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Time to Target

What it shows: Months to reach your target capital from each historical entry point, accounting for your initial investment and periodic contributions.

BILL SCHULTHEIS COFFEEHOUSE PORTFOLIO
Time to reach your Target Capital

Monthly Returns and Seasonality

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

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Monthly Seasonality Analysis
56 full years are available for analysis

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:

  • iShares Core S&P Small-Cap (IJR), up to December 2000
  • iShares S&P Small-Cap 600 Value (IJS), up to December 2000
  • Vanguard Value (VTV), up to December 2004
  • Vanguard FTSE All-World ex-US (VEU), up to December 2007
  • Vanguard Real Estate (VNQ), up to December 2004
  • Vanguard Large-Cap (VV), up to December 2004
  • Vanguard Total Bond Market (BND), up to December 2007

Portfolio efficiency

Compare Bill Schultheis Coffeehouse Portfolio performance and efficiency against top portfolios to identify strengths and areas for improvement.


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Allocation
Stocks Bonds Comm Ann.
Return▾		 Standard
Deviation		 Ulcer
Index		 Deepest
Drawdown		 Longest
Drawdown		 Longest
Neg.Period		 Avg
Rank

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Allocation
Stocks Bonds Comm Ann.
Return▾		 Standard
Deviation		 Ulcer
Index		 Deepest
Drawdown		 Longest
Drawdown		 Longest
Neg.Period		 Avg
Rank

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Allocation
Stocks Bonds Comm Ann.
Return▾		 Standard
Deviation		 Ulcer
Index		 Deepest
Drawdown		 Longest
Drawdown		 Longest
Neg.Period		 Avg
Rank
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Your practical guide to Building Wealth.
Master ETF Investing & maximize profits with Lazy Portfolios & Passive Strategies.
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