Coffeehouse Portfolio Backtest

Historical backtest of the Coffeehouse Portfolio: 40% bonds (BND) and 10% each in US total market, large value, small blend, small value, international, and REITs, rebalanced annually.

Backtest window: 2011-01-28 to 2026-06-05. Results as of 2026-06-05.

Assumptions

Results

Portfolio CAGR Max drawdown Volatility Sharpe Sortino Calmar
Coffeehouse (7 funds) 7.2% -24.0% 10.6% 0.57 0.79 0.30

Growth of $10,000

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Historical simulation computed by the ArthaPilot backtest engine with total-return (dividends reinvested) prices and annual rebalancing, before taxes and fees. Past performance does not predict future results. This page is educational and is not investment, tax, or legal advice.