Coffeehouse — Fixed Allocation Portfolio
Conservative 7-fund portfolio: 40% bonds, 60% equities diversified across large, small, value, international, and REITs.
Backtest Performance (1993-03-31 to 2026-04-07)
| Metric | Coffeehouse |
|---|---|
| Compound Annual Growth Rate (CAGR) | 8.1% |
| Maximum Drawdown | -38.3% |
| Sharpe Ratio | 0.75 |
| Sortino Ratio | 0.94 |
| Annualized Volatility | 11.3% |
| Calmar Ratio | 0.21 |
| Total Return | 1219.3% |
| Backtest Period | 33.0 years |
Strategy Details
- Type
- Fixed / Strategic
- Rebalancing
- annual
- Risk Level
- moderate
- Variants
- 1
- Author
- Bill Schultheis
Categories
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