Coffeehouse Portfolio
Apr 10, 2007 – Nov 12, 2026, Rebalanced annually, BND starts Apr 10, 2007
| Final balance | CAGR | Max drawdown | Sharpe ratio | |
|---|---|---|---|---|
| Coffeehouse | $33,522 | +6.37% | −37.69% | 0.56 |
| S&P 500 | $74,751 | +10.81% | −55.19% | 0.62 |
| Final balance | CAGR | Max drawdown | Sharpe ratio | |
|---|---|---|---|---|
| Coffeehouse | $33,522 | +6.37% | −37.69% | 0.56 |
| S&P 500 | $74,751 | +10.81% | −55.19% | 0.62 |
| Coffeehouse | S&P 500 | |
|---|---|---|
| Final balance | $33,522 | $74,751 |
| CAGR | +6.37% | +10.81% |
| Max drawdown | −37.69% | −55.19% |
| Sharpe ratio | 0.56 | 0.62 |
Loading the growth chart…
Growth of $10,000
Key metrics
| Return | Coffeehouse | S&P 500 |
|---|---|---|
| Final balance | $33,522 | $74,751 |
| Total return | +235.22% | +647.51% |
| CAGR | +6.37% | +10.81% |
| Calendar years | Coffeehouse | S&P 500 |
|---|---|---|
| Best year | +18.99% | +32.31% |
| Worst year | −18.64% | −36.80% |
| Positive years | 14 of 18 | 15 of 18 |
| Risk | Coffeehouse | S&P 500 |
|---|---|---|
| Max drawdown | −37.69% | −55.19% |
| Longest drawdown | 2.7 years | 4.9 years |
| Volatility (daily, annualized) | 12.31% | 19.62% |
| Risk-adjusted | Coffeehouse | S&P 500 |
|---|---|---|
| Sharpe ratio | 0.56 | 0.62 |
| Sortino ratio | 0.79 | 0.88 |
| Calmar ratio | 0.17 | 0.20 |
Annual returns
| Year | Coffeehouse | S&P 500 |
|---|---|---|
| 2017 | +11.02% | +21.71% |
| 2018 | −5.20% | −4.57% |
| 2019 | +18.99% | +31.22% |
| 2020 | +7.46% | +18.33% |
| 2021 | +15.24% | +28.73% |
| 2022 | −14.38% | −18.18% |
| 2023 | +11.76% | +26.18% |
| 2024 | +7.31% | +24.89% |
| 2025 | +10.97% | +17.72% |
| 2026 to Nov 12 | +8.74% | +11.89% |
Worst drawdowns
| Decline | Peak | Bottom | Recovered | Length |
|---|---|---|---|---|
| −37.7% | Oct 2007 | Mar 2009 | Apr 2010 | 2.5 years |
| −23.6% | Feb 2020 | Mar 2020 | Nov 2020 | 9 months |
| −20.3% | Nov 2021 | Oct 2022 | Jul 2024 | 2.7 years |
| −12.6% | Jul 2011 | Oct 2011 | Jan 2012 | 7 months |
| −12.1% | Aug 2018 | Dec 2018 | Apr 2019 | 7 months |
About the Coffeehouse Portfolio
Bill Schultheis wrote The Coffeehouse Investor in 1998 and started suggesting this portfolio a year later. His advice is to save, spread the money across low-cost index funds and ignore Wall Street.
It puts 40% in bonds. The other 60% is split equally between US large, large value, small and small value stocks, international stocks and real estate.
Its worst fall took 2.5 years to recover, and it beat the S&P 500 in 3 of 18 full years.
Daily closes with dividends reinvested and fund fees included, before taxes and trading costs.