Frank Armstrong Ideal Index Portfolio vs Bill Schultheis Coffeehouse Portfolio Portfolio Comparison

Simulation Settings
Period: January 1970 - April 2025 (~55 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1970)
Inflation Adjusted:
Frank Armstrong Ideal Index Portfolio
1.00$
Initial Capital
May 1995
7.32$
Final Capital
April 2025
6.86%
Yearly Return
10.73%
Std Deviation
-40.11%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
May 1995
3.48$
Final Capital
April 2025
4.24%
Yearly Return
10.73%
Std Deviation
-41.10%
Max Drawdown
65months
Recovery Period
1.00$
Initial Capital
January 1970
125.43$
Final Capital
April 2025
9.12%
Yearly Return
10.83%
Std Deviation
-40.11%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1970
14.79$
Final Capital
April 2025
4.99%
Yearly Return
10.83%
Std Deviation
-41.10%
Max Drawdown
65months
Recovery Period
Bill Schultheis Coffeehouse Portfolio
1.00$
Initial Capital
May 1995
8.96$
Final Capital
April 2025
7.58%
Yearly Return
9.83%
Std Deviation
-33.93%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
May 1995
4.25$
Final Capital
April 2025
4.94%
Yearly Return
9.83%
Std Deviation
-35.02%
Max Drawdown
38months
Recovery Period
1.00$
Initial Capital
January 1970
153.58$
Final Capital
April 2025
9.52%
Yearly Return
9.98%
Std Deviation
-33.93%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
January 1970
18.11$
Final Capital
April 2025
5.37%
Yearly Return
9.98%
Std Deviation
-35.86%
Max Drawdown
69months
Recovery Period

As of April 2025, in the previous 30 Years, the Frank Armstrong Ideal Index Portfolio obtained a 6.86% compound annual return, with a 10.73% standard deviation. It suffered a maximum drawdown of -40.11% that required 40 months to be recovered.

As of April 2025, in the previous 30 Years, the Bill Schultheis Coffeehouse Portfolio obtained a 7.58% compound annual return, with a 9.83% 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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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Frank Armstrong Ideal Index Portfolio
Weight
(%)		 Ticker Name
31.00
VEU
Vanguard FTSE All-World ex-US
9.25
IJS
iShares S&P Small-Cap 600 Value
9.25
VTV
Vanguard Value
8.00
VNQ
Vanguard Real Estate
6.25
IJT
iShares S&P Small-Cap 600 Growth
6.25
VV
Vanguard Large-Cap
30.00
SHY
iShares 1-3 Year Treasury Bond
Bill Schultheis Coffeehouse Portfolio
Weight
(%)		 Ticker Name
10.00
IJR
iShares Core S&P Small-Cap
10.00
IJS
iShares S&P Small-Cap 600 Value
10.00
VTV
Vanguard Value
10.00
VEU
Vanguard FTSE All-World ex-US
10.00
VNQ
Vanguard Real Estate
10.00
VV
Vanguard Large-Cap
40.00
BND
Vanguard Total Bond Market
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Portfolio Returns as of Apr 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1970 - 30 April 2025 (~55 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~55Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_frank_armstrong.webp Ideal Index
Frank Armstrong 		1.03 -0.07 0.37 8.53 8.29 5.46 6.86 9.12
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bill_schultheis.webp Coffeehouse
Bill Schultheis 		-1.23 -1.14 -1.42 7.90 6.74 5.45 7.58 9.52
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Frank Armstrong Ideal Index Portfolio: an investment of 1$, since May 1995, now would be worth 7.32$, with a total return of 632.39% (6.86% annualized).

Bill Schultheis Coffeehouse Portfolio: an investment of 1$, since May 1995, now would be worth 8.96$, with a total return of 795.73% (7.58% annualized).


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Frank Armstrong Ideal Index Portfolio: an investment of 1$, since January 1970, now would be worth 125.43$, with a total return of 12442.90% (9.12% annualized).

Bill Schultheis Coffeehouse Portfolio: an investment of 1$, since January 1970, now would be worth 153.58$, with a total return of 15257.60% (9.52% annualized).


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Portfolio Metrics as of Apr 30, 2025

The following metrics, updated as of 30 April 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1970 - 30 April 2025 (~55 years)
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Ideal Index Coffeehouse
Author Frank Armstrong Bill Schultheis
ASSET ALLOCATION
Stocks 70% 60%
Fixed Income 30% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.53 7.90
Infl. Adjusted Return (%) 6.33 5.71
DRAWDOWN
Deepest Drawdown Depth (%) -3.51 -5.44
Start to Recovery (months) 5* 5*
Longest Drawdown Depth (%) -3.51 -5.44
Start to Recovery (months) 5* 5*
Longest Negative Period (months) 8* 9*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.72 9.25
Sharpe Ratio 0.48 0.34
Sortino Ratio 0.64 0.46
Ulcer Index 1.61 2.53
Ratio: Return / Standard Deviation 1.10 0.85
Ratio: Return / Deepest Drawdown 2.43 1.45
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Ideal Index Coffeehouse
Author Frank Armstrong Bill Schultheis
ASSET ALLOCATION
Stocks 70% 60%
Fixed Income 30% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.29 6.74
Infl. Adjusted Return (%) 3.59 2.11
DRAWDOWN
Deepest Drawdown Depth (%) -18.25 -19.65
Start to Recovery (months) 27 31
Longest Drawdown Depth (%) -18.25 -19.65
Start to Recovery (months) 27 31
Longest Negative Period (months) 33 36
RISK INDICATORS
Standard Deviation (%) 11.06 11.71
Sharpe Ratio 0.52 0.36
Sortino Ratio 0.73 0.50
Ulcer Index 6.00 7.45
Ratio: Return / Standard Deviation 0.75 0.58
Ratio: Return / Deepest Drawdown 0.45 0.34
Metrics calculated over the period 1 May 2020 - 30 April 2025
Swipe left to see all data
Ideal Index Coffeehouse
Author Frank Armstrong Bill Schultheis
ASSET ALLOCATION
Stocks 70% 60%
Fixed Income 30% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.46 5.45
Infl. Adjusted Return (%) 2.31 2.31
DRAWDOWN
Deepest Drawdown Depth (%) -18.25 -19.65
Start to Recovery (months) 27 31
Longest Drawdown Depth (%) -18.25 -19.65
Start to Recovery (months) 27 31
Longest Negative Period (months) 35 36
RISK INDICATORS
Standard Deviation (%) 10.60 10.64
Sharpe Ratio 0.35 0.35
Sortino Ratio 0.47 0.47
Ulcer Index 5.36 5.86
Ratio: Return / Standard Deviation 0.52 0.51
Ratio: Return / Deepest Drawdown 0.30 0.28
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Ideal Index Coffeehouse
Author Frank Armstrong Bill Schultheis
ASSET ALLOCATION
Stocks 70% 60%
Fixed Income 30% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.86 7.58
Infl. Adjusted Return (%) 4.24 4.94
DRAWDOWN
Deepest Drawdown Depth (%) -40.11 -33.93
Start to Recovery (months) 40 36
Longest Drawdown Depth (%) -40.11 -33.93
Start to Recovery (months) 40 36
Longest Negative Period (months) 62 62
RISK INDICATORS
Standard Deviation (%) 10.73 9.83
Sharpe Ratio 0.43 0.54
Sortino Ratio 0.56 0.70
Ulcer Index 7.57 6.16
Ratio: Return / Standard Deviation 0.64 0.77
Ratio: Return / Deepest Drawdown 0.17 0.22
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Ideal Index Coffeehouse
Author Frank Armstrong Bill Schultheis
ASSET ALLOCATION
Stocks 70% 60%
Fixed Income 30% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.12 9.52
Infl. Adjusted Return (%) 4.99 5.37
DRAWDOWN
Deepest Drawdown Depth (%) -40.11 -33.93
Start to Recovery (months) 40 36
Longest Drawdown Depth (%) -40.11 -33.93
Start to Recovery (months) 40 36
Longest Negative Period (months) 62 62
RISK INDICATORS
Standard Deviation (%) 10.83 9.98
Sharpe Ratio 0.43 0.51
Sortino Ratio 0.58 0.68
Ulcer Index 6.65 5.55
Ratio: Return / Standard Deviation 0.84 0.95
Ratio: Return / Deepest Drawdown 0.23 0.28
Metrics calculated over the period 1 January 1970 - 30 April 2025
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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.

DRAWDOWN COMPARISON
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1970 - 30 April 2025 (~55 years)

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Ideal Index Coffeehouse
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-40.11 40 Nov 2007
Feb 2011
-33.93 36 Nov 2007
Oct 2010
-19.65 31 Jan 2022
Jul 2024
-18.25 27 Jan 2022
Mar 2024
-17.16 11 Jan 2020
Nov 2020
-16.33 33 Feb 2001
Oct 2003
-15.51 20 May 2011
Dec 2012
-15.36 11 Jan 2020
Nov 2020
-12.21 8 May 1998
Dec 1998
-11.30 14 May 2002
Jun 2003
-10.79 8 May 1998
Dec 1998
-10.66 9 May 2011
Jan 2012
-9.48 8 Sep 2018
Apr 2019
-9.00 8 Sep 2018
Apr 2019
-8.72 14 Jun 2015
Jul 2016

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Ideal Index Coffeehouse
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-40.11 40 Nov 2007
Feb 2011
-33.93 36 Nov 2007
Oct 2010
-27.37 30 Jan 1973
Jun 1975
-23.45 31 Dec 1972
Jun 1975
-19.65 31 Jan 2022
Jul 2024
-18.25 27 Jan 2022
Mar 2024
-17.16 11 Jan 2020
Nov 2020
-16.33 33 Feb 2001
Oct 2003
-15.93 12 Jan 1970
Dec 1970
-15.68 14 Sep 1987
Oct 1988
-15.51 20 May 2011
Dec 2012
-15.36 11 Jan 2020
Nov 2020
-14.90 14 Sep 1987
Oct 1988
-14.74 15 Jan 1990
Mar 1991
-12.39 9 Mar 1970
Nov 1970

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1970 - 30 April 2025 (~55 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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Ideal Index Coffeehouse
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 1.03 -1.52 -1.23 -3.35
2024
 7.60 -3.51 7.31 -4.27
2023
 12.04 -8.07 11.65 -9.20
2022
 -11.91 -18.25 -14.38 -19.65
2021
 13.98 -2.66 15.24 -2.68
2020
 6.95 -17.16 7.45 -15.36
2019
 17.96 -4.04 18.99 -3.17
2018
 -6.68 -9.48 -5.19 -9.00
2017
 13.88 -0.15 11.02 -0.14
2016
 9.05 -4.06 11.04 -2.64
2015
 -1.66 -7.44 -0.91 -5.61
2014
 4.16 -3.12 8.90 -2.75
2013
 16.03 -2.21 15.45 -2.56
2012
 12.36 -6.57 11.51 -3.93
2011
 -2.98 -15.51 2.80 -10.66
2010
 13.00 -8.67 14.67 -7.05
2009
 21.58 -16.28 17.77 -15.43
2008
 -24.86 -27.96 -18.65 -23.09
2007
 5.91 -4.80 2.67 -4.24
2006
 17.74 -2.78 15.13 -2.29
2005
 8.40 -2.89 6.39 -2.22
2004
 14.62 -3.40 13.96 -4.05
2003
 26.78 -3.93 23.09 -2.53
2002
 -7.53 -13.72 -4.97 -11.30
2001
 -3.80 -11.76 2.01 -6.90
2000
 2.04 -5.59 7.25 -3.83
1999
 13.53 -2.81 8.30 -3.23
1998
 8.85 -12.21 7.16 -10.79
1997
 12.22 -4.02 17.88 -2.22
1996
 11.54 -3.03 13.71 -2.62
1995
 16.29 -1.64 22.24 -1.06
1994
 1.99 -4.20 -0.93 -5.85
1993
 17.70 -4.41 15.63 -2.89
1992
 3.75 -3.20 9.77 -1.73
1991
 20.38 -3.65 24.84 -2.96
1990
 -9.45 -14.74 -5.30 -10.73
1989
 15.59 -2.18 17.31 -1.45
1988
 17.45 -2.71 15.77 -1.69
1987
 10.19 -14.90 2.99 -15.68
1986
 28.89 -3.91 20.45 -3.64
1985
 31.78 -1.78 29.40 -1.69
1984
 7.88 -4.89 10.29 -5.60
1983
 21.11 -2.00 19.62 -2.03
1982
 16.37 -6.90 25.69 -2.93
1981
 4.16 -7.60 5.31 -8.17
1980
 22.04 -9.55 18.45 -10.32
1979
 17.78 -7.14 18.67 -8.08
1978
 15.30 -7.53 9.54 -8.29
1977
 9.26 -1.55 6.30 -2.07
1976
 18.88 -2.99 26.24 -1.72
1975
 28.38 -9.10 26.63 -7.71
1974
 -13.41 -20.91 -11.50 -18.00
1973
 -10.09 -10.78 -9.21 -10.07
1972
 17.91 -0.27 11.19 -0.55
1971
 17.25 -5.44 13.35 -5.98
1970
 0.66 -15.93 7.28 -12.39
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Mastering ETF Investing
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