Betterment Robo Advisor 0 Portfolio: ETF allocation and returns

Last Update: 30 November 2019

The Betterment Robo Advisor 0 Portfolio is exposed for 0% on the Stock Market .

It's a Low Risk portfolio and it can be replicated with 2 ETFs.

In the last 10 years, the portfolio obtained a 1.17% compound annual return, with a 0.98% standard deviation.

Asset Allocation and ETFs

The Betterment Robo Advisor 0 Portfolio has the following asset allocation:

        0% Stocks
      
        100% Fixed Income
      
        0% Commodities

The Betterment Robo Advisor 0 Portfolio can be replicated with the following ETFs:

Weight		Ticker	ETF Name	Investment Themes
80.00 %		SHY	iShares 1-3 Year Treasury Bond	Bond, U.S., Short Term
20.00 %		BSV	Vanguard Short-Term Bond	Bond, U.S., Short Term

Historical Returns

Betterment Robo Advisor 0 Portfolio - Historical returns and stats.

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

BETTERMENT ROBO ADVISOR 0 PORTFOLIO

Last Update: 30 November 2019

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Period	Returns Nov 2019	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	-0.05%		-0.05% Nov 2019 - Nov 2019	0 - 1
3M	+0.12%		-0.16% Sep 2019 - Sep 2019	1 - 2
6M	+1.44%		-0.16% Sep 2019 - Sep 2019	3 - 3
YTD	+3.53%		-0.16% Sep 2019 - Sep 2019	8 - 3
1Y	+4.37%	1.20%	-0.16% Sep 2019 - Sep 2019	9 - 3
3Y	+1.82% annualized	1.02%	-1.01% Sep 2017 - Feb 2018	23 - 13
5Y	+1.31% annualized	1.07%	-1.01% Sep 2017 - Feb 2018	37 - 23
10Y	+1.17% annualized	0.98%	-1.01% Sep 2017 - Feb 2018	77 - 43
MAX Dec 1982	+5.25% annualized	2.19%	-2.21% Feb 1994 - Apr 1994	338 - 105

* Annualized St.Dev. of monthly returns

Best Low Risk Porftolios, ordered by 10Y annualized return.

Portfolio	10Y Return ▾	#ETF	Stocks	Bonds
Edge Select Conservative Merrill Lynch	+4.76%	12	21	79
Dimensional Retirement Income Fund DFA	+4.12%	7	20.4	79.6
10-year Treasury	+4.04%	1	0	100
Conservative Income Charles Schwab	+3.41%	6	5	95
Robo Advisor 0 Betterment	+1.17%	2	0	100

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since November 2009.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-1.01%	Sep 2017	Feb 2018	6	Nov 2018	9	15
-0.84%	Dec 2009	Dec 2009	1	Feb 2010	2	3
-0.77%	Aug 2016	Nov 2016	4	Jul 2017	8	12
-0.56%	Nov 2010	Mar 2011	5	Apr 2011	1	6
-0.54%	Oct 2015	Dec 2015	3	Jan 2016	1	4
-0.40%	May 2013	Jun 2013	2	Oct 2013	4	6
-0.33%	Feb 2015	Feb 2015	1	May 2015	3	4
-0.29%	Dec 2014	Dec 2014	1	Jan 2015	1	2
-0.28%	Mar 2010	Mar 2010	1	Apr 2010	1	2
-0.23%	Dec 2013	Dec 2013	1	Jan 2014	1	2
-0.21%	Feb 2012	Mar 2012	2	Apr 2012	1	3
-0.18%	Jun 2014	Jul 2014	2	Aug 2014	1	3
-0.16%	Sep 2019	Sep 2019	1	Oct 2019	1	2
-0.15%	Mar 2014	Mar 2014	1	May 2014	2	3
-0.14%	May 2016	May 2016	1	Jun 2016	1	2
-0.14%	Sep 2011	Sep 2011	1	Dec 2011	3	4
-0.09%	Sep 2014	Sep 2014	1	Oct 2014	1	2
-0.07%	Dec 2012	Dec 2012	1	Feb 2013	2	3
-0.07%	Jun 2012	Jun 2012	1	Jul 2012	1	2
-0.05%	Nov 2019	Nov 2019	1	in progress	0	1

Worst drawdowns since December 1982.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-2.21%	Feb 1994	Apr 1994	3	Jan 1995	9	12
-1.23%	Oct 1992	Nov 1992	2	Jan 1993	2	4
-1.21%	Apr 2008	May 2008	2	Sep 2008	4	6
-1.13%	Apr 2004	May 2004	2	Oct 2004	5	7
-1.06%	Apr 1987	May 1987	2	Jun 1987	1	3
-1.05%	Feb 1996	Apr 1996	3	Jul 1996	3	6
-1.02%	Nov 2001	Dec 2001	2	Feb 2002	2	4
-1.01%	Sep 2017	Feb 2018	6	Nov 2018	9	15
-0.98%	May 1984	May 1984	1	Jul 1984	2	3
-0.94%	Aug 1989	Aug 1989	1	Oct 1989	2	3
-0.88%	Jan 2009	Feb 2009	2	Aug 2009	6	8
-0.84%	Feb 1999	Feb 1999	1	Apr 1999	2	3
-0.84%	Dec 2009	Dec 2009	1	Feb 2010	2	3
-0.78%	Mar 2002	Mar 2002	1	Apr 2002	1	2
-0.77%	Aug 2016	Nov 2016	4	Jul 2017	8	12
-0.66%	May 1983	Jul 1983	3	Sep 1983	2	5
-0.63%	Jul 2003	Aug 2003	2	Sep 2003	1	3
-0.57%	Nov 2004	Mar 2005	5	May 2005	2	7
-0.56%	Nov 2010	Mar 2011	5	Apr 2011	1	6
-0.54%	Oct 2015	Dec 2015	3	Jan 2016	1	4

Rolling Returns

Betterment Robo Advisor 0 Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+5.32%	+20.85% Jul 1984 - Jun 1985	-0.52% May 2017 - Apr 2018	3.47%
2 Years	+5.28%	+16.49% Jul 1984 - Jun 1986	-0.17% Aug 2016 - Jul 2018	0.95%
3 Years	+5.21%	+13.92% Sep 1983 - Aug 1986	+0.26% May 2015 - Apr 2018	0.00%
5 Years	+5.13%	+10.85% Jul 1984 - Jun 1989	+0.41% May 2013 - Apr 2018	0.00%
7 Years	+5.14%	+10.50% Jun 1984 - May 1991	+0.51% Sep 2011 - Aug 2018	0.00%
10 Years	+5.14%	+9.88% Sep 1983 - Aug 1993	+0.96% Jan 2009 - Dec 2018	0.00%
15 Years	+5.14%	+8.47% Sep 1983 - Aug 1998	+1.96% Oct 2003 - Sep 2018	0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2019	+3.53%	0.3	0.1	0.7	0.2	0.8	0.5	-0.1	0.9	-0.2	0.3	-0.1
2018	+1.44%	-0.3	-0.1	0.2	-0.2	0.4	0.0	-0.0	0.4	-0.2	0.1	0.4	0.8
2017	+0.45%	0.1	0.1	0.1	0.2	0.1	-0.1	0.2	0.2	-0.2	-0.1	-0.2	-0.0
2016	+0.92%	0.7	0.2	0.2	0.1	-0.1	0.7	0.0	-0.2	0.1	-0.1	-0.6	0.1
2015	+0.53%	0.7	-0.3	0.3	0.0	0.1	0.0	0.1	-0.1	0.3	-0.1	-0.3	-0.2
2014	+0.63%	0.3	0.1	-0.2	0.1	0.2	-0.1	-0.1	0.2	-0.1	0.3	0.1	-0.3
2013	+0.20%	0.0	0.1	0.0	0.1	-0.2	-0.2	0.2	-0.1	0.3	0.1	0.1	-0.2
2012	+0.55%	0.2	-0.1	-0.1	0.3	0.1	-0.1	0.3	0.1	0.0	-0.1	0.1	-0.1
2011	+1.74%	0.2	-0.1	-0.1	0.6	0.4	0.0	0.4	0.4	-0.1	0.1	0.0	0.1
2010	+2.60%	0.8	0.2	-0.3	0.3	0.4	0.5	0.3	0.3	0.2	0.3	-0.2	-0.2
2009	+0.59%	-0.6	-0.3	0.5	-0.1	0.2	-0.1	0.3	0.4	0.3	0.2	0.6	-0.8
2008	+6.99%	1.8	1.0	0.2	-0.8	-0.4	0.2	0.4	0.5	0.6	0.5	1.7	1.1
2007	+7.05%	0.2	0.8	0.4	0.3	-0.1	0.4	0.9	0.9	0.6	0.5	1.7	0.3
2006	+4.11%	0.2	0.1	0.2	0.3	0.2	0.2	0.7	0.8	0.5	0.4	0.5	0.1
2005	+1.66%	-0.0	-0.3	-0.0	0.6	0.4	0.3	-0.4	0.7	-0.3	-0.1	0.4	0.4
2004	+0.95%	0.2	0.5	0.3	-1.1	-0.1	0.0	0.3	0.8	-0.0	0.3	-0.6	0.3
2003	+2.62%	0.0	0.5	0.2	0.3	0.5	0.2	-0.6	-0.1	1.0	-0.4	-0.0	1.0
2002	+7.46%	0.4	0.6	-0.8	1.4	0.7	0.7	1.3	0.9	1.2	-0.1	-0.5	1.4
2001	+7.87%	1.3	0.8	0.8	0.0	0.5	0.4	1.4	0.8	1.5	1.1	-0.8	-0.3
2000	+8.70%	-0.1	0.7	0.7	0.1	0.3	1.3	0.7	0.9	0.9	0.5	1.2	1.4
1999	+2.14%	0.5	-0.8	0.7	0.4	-0.3	0.1	0.1	0.2	0.8	0.3	0.2	0.0
1998	+7.20%	1.1	-0.1	0.4	0.6	0.6	0.5	0.4	1.5	1.7	0.1	-0.1	0.3
1997	+6.60%	0.4	0.2	-0.2	0.9	0.7	0.7	1.2	0.0	0.8	0.8	0.2	0.7
1996	+4.47%	0.9	-0.7	-0.2	-0.2	0.1	0.9	0.3	0.3	1.0	1.3	0.9	-0.1
1995	+12.23%	1.6	1.6	0.6	1.0	2.0	0.6	0.3	0.6	0.6	0.9	1.0	0.8
1994	-0.40%	0.7	-0.9	-0.9	-0.5	0.1	0.2	1.0	0.3	-0.3	0.2	-0.5	0.2
1993	+6.46%	1.5	1.3	0.2	0.9	-0.4	0.9	0.0	1.1	0.4	0.1	-0.1	0.5
1992	+6.84%	-0.4	0.2	-0.2	1.0	1.2	1.3	1.5	1.2	1.1	-1.1	-0.1	1.1
1991	+11.81%	0.8	0.6	0.7	1.1	0.8	0.2	0.8	1.4	1.3	1.1	0.9	1.8
1990	+9.78%	-0.1	0.5	0.3	0.1	1.6	1.2	1.3	0.3	0.8	1.1	1.1	1.3
1989	+11.47%	0.8	0.0	0.5	1.7	1.5	2.1	1.7	-0.9	0.6	1.8	0.9	0.4
1988	+5.93%	1.6	0.8	0.1	0.1	-0.2	1.0	0.0	0.1	1.3	1.0	-0.3	0.2
1987	+4.72%	0.7	0.5	0.1	-1.1	-0.0	1.1	0.3	0.1	-0.5	2.4	0.4	0.6
1986	+10.57%	0.7	1.3	2.0	0.7	-0.3	1.6	1.0	1.7	-0.3	0.8	0.7	0.3
1985	+14.05%	1.1	-0.5	1.3	1.8	2.7	1.2	0.1	0.9	0.9	1.1	1.2	1.6
1984	+14.05%	1.4	0.2	-0.1	0.4	-1.0	0.8	2.2	1.1	1.8	2.8	2.0	1.7
1983	+8.22%	0.7	1.4	-0.1	1.8	-0.3	0.3	-0.7	0.6	2.1	0.8	0.8	0.6

* Note:
Portofolio Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002

BSV - Vanguard Short-Term Bond: simulated historical serie, up to December 2007