Coffeehouse Portfolio

by ElderLemon · shared 16 Sept 2026 · Published by Bill Schultheis, 28 Nov 1998 · source

Weights

AGGiShares Core US Aggregate Bond ETF40.0%IVViShares Core S&P 500 ETF10.0%IVEiShares S&P 500 Value ETF10.0%IJRiShares Core S&P Small-Cap ETF10.0%IJSISHARES S&P SMALL-CAP 600 VALUE ETF 10.0%EFAiShares MSCI EAFE ETF10.0%VNQVanguard Real Estate ETF10.0%

AGGiShares Core US Aggregate Bond ETF40.0%
IVViShares Core S&P 500 ETF10.0%
IVEiShares S&P 500 Value ETF10.0%
IJRiShares Core S&P Small-Cap ETF10.0%
IJSISHARES S&P SMALL-CAP 600 VALUE ETF 10.0%
EFAiShares MSCI EAFE ETF10.0%
VNQVanguard Real Estate ETF10.0%

Performance

CAGR: +6.8%
Final value: $43k
Max drawdown: −37.2%
Volatility: 11.6%
Sharpe: 0.63
Sortino: 0.89

Correlation

weekly returns

	IVV	IVE	IJR	IJS	EFA	VNQ	AGG
IVV	·	0.96	0.88	0.86	0.87	0.74	0.15
IVE	0.96	·	0.90	0.90	0.86	0.78	0.14
IJR	0.88	0.90	·	0.99	0.81	0.77	0.11
IJS	0.86	0.90	0.99	·	0.79	0.76	0.10
EFA	0.87	0.86	0.81	0.79	·	0.67	0.20
VNQ	0.74	0.78	0.77	0.76	0.67	·	0.22
AGG	0.15	0.14	0.11	0.10	0.20	0.22	·

Growth of $10K

Long only · Fixed weights · annually · 2004-10-08 to 2026-10-09

$43,100Oct 9, 2026

−4.0%Oct 9, 2026

Annual returns

* partial

through 2026-10-09