Performance

Coffeehouse Portfolio +7.89%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
Coffeehouse Portfolio	-0.32%	+7.39%	+7.88%	+4.63%	-5.80%	0.43	2.86%

BND	-0.22%	-0.88%	-1.26%	-0.41%	-4.49%	-1.43	4.13%
VOO	-0.53%	+12.15%	+12.16%	+11.79%	-8.90%	0.63	1.06%
VTV	-0.66%	+18.49%	+21.66%	+11.91%	-6.35%	1.57	1.85%
IJR	-0.31%	+14.82%	+15.56%	+4.47%	-9.66%	0.72	1.24%
VBR	-0.50%	+13.73%	+16.29%	+7.61%	-8.85%	0.85	1.84%
VEA	-0.30%	+10.29%	+14.94%	+8.82%	-11.63%	0.63	2.47%
VNQ	+0.04%	+7.69%	+3.78%	+0.48%	-11.38%	0.02	3.67%

Summary

Coffeehouse Portfolio at a glance

Coffeehouse Portfolio returned +7.88% over the past year and +4.63% a year over five years. Its worst drop in that year was -5.80%, smaller than 80% of portfolios on Redstone, and its Sharpe ratio of 0.43 beats 46% of portfolios on Redstone. It yields 2.86%.

Ranking

How Coffeehouse Portfolio ranks

1Y Return Rank

5Y Return Rank

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

-2.90%

Rolling Volatility

+0.40%

METRICS

Correlation Matrix

	BND	IJR	VBR	VEA	VNQ	VOO	VTV
BND	1.00	0.47	0.50	0.50	0.47	0.39	0.46
IJR	0.47	1.00	0.95	0.70	0.51	0.75	0.81
VBR	0.50	0.95	1.00	0.67	0.61	0.69	0.88
VEA	0.50	0.70	0.67	1.00	0.33	0.81	0.69
VNQ	0.47	0.51	0.61	0.33	1.00	0.26	0.58
VOO	0.39	0.75	0.69	0.81	0.26	1.00	0.67
VTV	0.46	0.81	0.88	0.69	0.58	0.67	1.00

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Portfolio

Allocation

7 Assets

VOO

VTV

IJR

VBR

VEA

VNQ

BND

Metrics

Risk Indicators

Alpha-0.54%

Beta0.52x

Sharpe0.43

Sortino0.62

Omega1.07

Calmar1.36

Martin1.84

Portfolios

Coffeehouse Portfolio: returns, risk and holdings

Coffeehouse Portfolio at a glance

How Coffeehouse Portfolio ranks

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