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.
Assumptions
- Coffeehouse (7 funds): 40% BND, 10% IWM, 10% VBR, 10% VNQ, 10% VTI, 10% VTV, 10% VXUS, rebalanced annually.
- Total-return prices (dividends reinvested), annual rebalancing, no taxes, fees, or cash flows.
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
Run it yourself
Open this exact allocation in the live Portfolio Backtest tool to change the date range, add cash flows, compare against other portfolios, or switch on tax-aware mode. Free to run, no sign-up required.
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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.