Developed World ex-US 80/20 vs Bill Schultheis Coffeehouse Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 80/20 Portfolio obtained a 5.19% compound annual return, with a 13.24% standard deviation, in the last 30 Years.

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

Summary

Swipe left to see all data
Developed World ex-US 80/20 Portfolio Bill Schultheis Coffeehouse Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
30 Years Stats Return +5.19% +7.50%
Std Dev 13.24% 9.72%
Max Drawdown -47.74% -33.93%
All time Stats
(Since Jan 1985)
Return +8.02% +8.99%
Std Dev 14.17% 9.64%
Max Drawdown -47.74% -33.93%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US 80/20 Portfolio +2.08 +7.55 +12.46 +5.52 +4.24 +5.19 +8.02
Bill Schultheis Coffeehouse Portfolio +1.38 +6.04 +8.27 +5.44 +5.70 +7.50 +8.99
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 80/20 Portfolio: an investment of 1$, since March 1994, now would be worth 4.56$, with a total return of 355.77% (5.19% annualized).

Bill Schultheis Coffeehouse Portfolio: an investment of 1$, since March 1994, now would be worth 8.76$, with a total return of 776.15% (7.50% annualized).

Developed World ex-US 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 20.51$, with a total return of 1951.28% (8.02% annualized).

Bill Schultheis Coffeehouse Portfolio: an investment of 1$, since January 1985, now would be worth 29.18$, with a total return of 2817.56% (8.99% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
Developed World ex-US 80/20 Portfolio
Bill Schultheis Coffeehouse Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.74% Nov 2007 Feb 2009 (16) Sep 2013 (71) 20.50
-36.04% Apr 2000 Mar 2003 (36) Nov 2004 (56) 20.53
-33.93% Nov 2007 Feb 2009 (16) Oct 2010 (36) 14.65
-25.24% Sep 2021 Sep 2022 (13) In progress (30) 10.99
-19.65% Jan 2022 Sep 2022 (9) In progress (26) 10.92
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-15.36% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.30
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-11.30% May 2002 Sep 2002 (5) Jun 2003 (14) 7.44
-10.79% May 1998 Aug 1998 (4) Dec 1998 (8) 4.86
-10.66% May 2011 Sep 2011 (5) Jan 2012 (9) 4.54
-10.26% Sep 1994 Feb 1995 (6) Nov 1995 (15) 4.12
-10.17% Jun 1998 Sep 1998 (4) Nov 1998 (6) 5.44
-9.05% Aug 1997 Dec 1997 (5) Mar 1998 (8) 5.44
-9.00% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.08
-7.17% Jul 2014 Dec 2014 (6) Apr 2015 (10) 3.94
-6.90% Feb 2001 Sep 2001 (8) Mar 2002 (14) 2.98
-5.61% Apr 2015 Sep 2015 (6) Apr 2016 (13) 3.06
-5.40% Dec 1996 Jan 1997 (2) May 1997 (6) 3.83

Drawdown comparison chart since January 1985.

Swipe left to see all data
Developed World ex-US 80/20 Portfolio
Bill Schultheis Coffeehouse Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.74% Nov 2007 Feb 2009 (16) Sep 2013 (71) 20.50
-36.04% Apr 2000 Mar 2003 (36) Nov 2004 (56) 20.53
-33.93% Nov 2007 Feb 2009 (16) Oct 2010 (36) 14.65
-25.24% Sep 2021 Sep 2022 (13) In progress (30) 10.99
-24.86% Jan 1990 Sep 1990 (9) Apr 1993 (40) 14.35
-19.65% Jan 2022 Sep 2022 (9) In progress (26) 10.92
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-15.68% Sep 1987 Nov 1987 (3) Oct 1988 (14) 7.31
-15.36% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.30
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-11.30% May 2002 Sep 2002 (5) Jun 2003 (14) 7.44
-11.30% Sep 1987 Oct 1987 (2) Mar 1988 (7) 6.82
-10.79% May 1998 Aug 1998 (4) Dec 1998 (8) 4.86
-10.73% Jan 1990 Sep 1990 (9) Feb 1991 (14) 5.41
-10.66% May 2011 Sep 2011 (5) Jan 2012 (9) 4.54
-10.26% Sep 1994 Feb 1995 (6) Nov 1995 (15) 4.12
-10.17% Jun 1998 Sep 1998 (4) Nov 1998 (6) 5.44
-9.05% Aug 1997 Dec 1997 (5) Mar 1998 (8) 5.44
-9.00% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.08

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+1.08%
-0.99%
-0.05%
-1.41%
2023
+16.11%
-9.05%
+11.65%
-9.20%
2022
-14.84%
-24.60%
-14.38%
-19.65%
2021
+8.88%
-4.09%
+15.24%
-2.68%
2020
+8.72%
-19.27%
+7.45%
-15.36%
2019
+19.67%
-4.01%
+18.99%
-3.17%
2018
-11.24%
-14.39%
-5.19%
-9.00%
2017
+21.61%
0.00%
+11.02%
-0.14%
2016
+3.06%
-6.24%
+11.04%
-2.64%
2015
-0.06%
-10.16%
-0.91%
-5.61%
2014
-3.03%
-7.17%
+8.90%
-2.75%
2013
+17.30%
-5.38%
+15.45%
-2.56%
2012
+16.75%
-10.50%
+11.51%
-3.93%
2011
-8.12%
-18.69%
+2.80%
-10.66%
2010
+8.38%
-11.60%
+14.67%
-7.05%
2009
+25.05%
-18.06%
+17.77%
-15.43%
2008
-32.99%
-37.70%
-18.65%
-23.09%
2007
+9.92%
-4.83%
+2.67%
-4.24%
2006
+21.60%
-3.01%
+15.13%
-2.29%
2005
+11.88%
-3.26%
+6.39%
-2.22%
2004
+17.42%
-2.80%
+13.96%
-4.05%
2003
+31.72%
-6.16%
+23.09%
-2.53%
2002
-10.63%
-17.69%
-4.97%
-11.30%
2001
-15.38%
-19.79%
+2.01%
-6.90%
2000
-9.59%
-12.40%
+7.25%
-3.83%
1999
+30.43%
-3.75%
+8.30%
-3.23%
1998
+16.63%
-10.17%
+7.16%
-10.79%
1997
-2.08%
-9.05%
+17.88%
-2.22%
1996
+4.67%
-2.78%
+13.71%
-2.62%
1995
+7.43%
-6.85%
+22.24%
-1.06%
1994
+6.35%
-4.29%
-0.93%
-5.85%
1993
+27.22%
-8.74%
+15.63%
-2.89%
1992
-9.45%
-11.62%
+9.77%
-1.73%
1991
+11.87%
-7.63%
+24.84%
-2.96%
1990
-18.39%
-24.86%
-5.30%
-10.73%
1989
+12.50%
-5.01%
+17.31%
-1.45%
1988
+22.29%
-7.44%
+15.77%
-1.69%
1987
+25.08%
-11.30%
+2.99%
-15.68%
1986
+53.97%
-7.39%
+20.45%
-3.64%
1985
+49.82%
-0.79%
+29.40%
-1.69%