Data Source: from January 1985 to October 2022 (~38 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 03:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.04%
1 Day
Nov 29 2022, 03:00PM Eastern Time
1.58%
Current Month
November 2022
The Betterment Robo Advisor 10 Portfolio is a Low Risk portfolio and can be implemented with 12 ETFs.
It's exposed for 9.9% on the Stock Market.
In the last 30 Years, the Betterment Robo Advisor 10 Portfolio obtained a 4.24% compound annual return, with a 2.50% standard deviation.
Asset Allocation and ETFs
The Betterment Robo Advisor 10 Portfolio has the following asset allocation:
The Betterment Robo Advisor 10 Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 3.20 % | VTI | Vanguard Total Stock Market | Equity, U.S., Large Cap | |
| 2.80 % | EFA | iShares MSCI EAFE | Equity, EAFE, Large Cap | |
| 1.90 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap | |
| 0.90 % | VTV | Vanguard Value | Equity, U.S., Large Cap, Value | |
| 0.60 % | IJS | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value | |
| 0.50 % | VOE | Vanguard Mid-Cap Value | Equity, U.S., Mid Cap | |
| 61.40 % | SHY | iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term | |
| 15.40 % | BSV | Vanguard Short-Term Bond | Bond, U.S., Short Term | |
| 4.90 % | BNDX | Vanguard Total International Bond | Bond, Developed Markets, All-Term | |
| 3.80 % | BND | Vanguard Total Bond Market | Bond, U.S., All-Term | |
| 2.90 % | EMB | iShares JP Morgan USD Em Mkts Bd | Bond, Emerging Markets, All-Term | |
| 1.70 % | TIP | iShares TIPS Bond | Bond, U.S., All-Term |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Portfolio and ETF Returns as of Oct 31, 2022
The Betterment Robo Advisor 10 Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
BETTERMENT ROBO ADVISOR 10 PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 03:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Oct 31, 2022 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Nov 2022 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~38Y) |
|
| Betterment Robo Advisor 10 Portfolio | 0.04 | 1.58 | 0.42 | -3.20 | -8.05 | 0.78 | 1.38 | 4.24 | 5.55 | |
| US Inflation Adjusted return | 0.02 | -6.09 | -14.66 | -2.96 | -1.15 | 1.69 | 2.68 | |||
| Components | ||||||||||
|
VTI Vanguard Total Stock Market |
-0.26 |
02:59PM Nov 29 2022 |
1.92 | 8.11 | -5.43 | -16.87 | 9.80 | 12.41 | 9.79 | 10.34 |
|
EFA iShares MSCI EAFE |
0.31 |
02:59PM Nov 29 2022 |
11.22 | 5.89 | -11.64 | -23.17 | -0.16 | 4.08 | 5.00 | 6.17 |
|
EEM iShares MSCI Emerging Markets |
2.09 |
02:59PM Nov 29 2022 |
12.27 | -1.98 | -18.62 | -31.25 | -3.80 | 0.20 | 5.66 | 7.33 |
|
VTV Vanguard Value |
0.18 |
02:59PM Nov 29 2022 |
3.91 | 11.73 | -0.64 | -0.92 | 9.10 | 11.78 | 9.62 | 11.17 |
|
IJS iShares S&P Small-Cap 600 Value |
0.45 |
02:57PM Nov 29 2022 |
1.68 | 14.40 | -0.71 | -7.38 | 6.48 | 11.01 | 11.05 | 13.63 |
|
VOE Vanguard Mid-Cap Value |
0.38 |
02:59PM Nov 29 2022 |
4.31 | 10.04 | -4.87 | -6.13 | 7.11 | 11.17 | 10.90 | 12.65 |
|
SHY iShares 1-3 Year Treasury Bond |
0.00 |
03:00PM Nov 29 2022 |
0.43 | -0.13 | -1.72 | -4.91 | 0.41 | 0.45 | 3.11 | 5.33 |
|
BSV Vanguard Short-Term Bond |
-0.10 |
02:59PM Nov 29 2022 |
1.02 | -0.21 | -2.52 | -7.02 | 0.46 | 0.74 | 3.60 | 5.20 |
|
BNDX Vanguard Total International Bond |
0.29 |
02:59PM Nov 29 2022 |
2.16 | 0.54 | -5.17 | -12.15 | -0.04 | 1.61 | 5.17 | 6.62 |
|
BND Vanguard Total Bond Market |
-0.30 |
02:59PM Nov 29 2022 |
2.94 | -1.16 | -6.55 | -15.59 | -0.50 | 0.65 | 4.32 | 6.25 |
|
EMB iShares JP Morgan USD Em Mkts Bd |
0.36 |
02:59PM Nov 29 2022 |
8.73 | -0.17 | -11.06 | -24.88 | -3.17 | 0.23 | 9.06 | 8.96 |
|
TIP iShares TIPS Bond |
-0.40 |
03:00PM Nov 29 2022 |
0.38 | 1.42 | -8.80 | -12.43 | 1.79 | 0.80 | 5.47 | 5.86 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%
Live update: World Markets and Indexes
Portfolio Metrics as of Oct 31, 2022
Metrics of Betterment Robo Advisor 10 Portfolio, updated as of 31 October 2022.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
BETTERMENT ROBO ADVISOR 10 PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 October 2022 (~38 years)
Swipe left to see all data
| Metrics as of Oct 31, 2022 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~38Y) |
|
| Portfolio Return (%) |
0.42 | -3.48 | -3.20 | -8.05 | -0.70 | 0.78 | 1.38 | 2.92 | 4.24 | 5.55 |
| US Inflation (%) | 0.41 | 0.59 | 3.08 | 7.75 | 5.01 | 3.85 | 2.57 | 2.52 | 2.51 | 2.79 |
| Infl. Adjusted Return (%) |
0.02 | -4.04 | -6.09 | -14.66 | -5.44 | -2.96 | -1.15 | 0.39 | 1.69 | 2.68 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 3.76 | 3.10 | 2.68 | 2.17 | 2.33 | 2.50 | 2.85 | |||
| Sharpe Ratio | -2.33 | -0.36 | -0.08 | 0.39 | 0.79 | 0.83 | 0.55 | |||
| Sortino Ratio | -3.53 | -0.45 | -0.10 | 0.50 | 1.02 | 1.11 | 0.78 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -8.44 | -8.91 | -8.91 | -8.91 | -8.91 | -8.91 | -8.91 | |||
| Start (yyyy mm) | 2021 11 | 2021 09 | 2021 09 | 2021 09 | 2021 09 | 2021 09 | 2021 09 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Start to Bottom (# months) | 11 | 13 | 13 | 13 | 13 | 13 | 13 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 14
|
> 14
|
> 14
|
> 14
|
> 14
|
> 14
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 21.16 | 12.35 | 11.21 | 9.53 | 8.25 | 6.71 | ||||
| Worst Return (%) | -8.27 | -0.70 | 0.74 | 1.33 | 2.92 | 4.19 | ||||
| % Positive Periods | 95% | 100% | 100% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 1 | 3 | 4 | 21 | 40 | 82 | 177 | 272 | 344 |
| Negative | 0 | 2 | 3 | 8 | 15 | 20 | 38 | 63 | 88 | 110 |
| % Positive | 100% | 33% | 50% | 33% | 58% | 67% | 68% | 74% | 76% | 76% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 33.64 | 20.28 | 10.28 | 5.92 | 5.22 | 6.14 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 0.39 | 1.66 | 2.61 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2022
Swipe left to see all data
|
|
|
|
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|
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|
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | EFA | EEM | VTV | IJS | VOE | SHY | BSV | BNDX | BND | EMB | TIP | |
| VTI |
1.00
|
0.94
|
0.60
|
0.91
|
0.93
|
0.95
|
0.47
|
0.56
|
0.73
|
0.69
|
0.89
|
0.79
|
|
| EFA |
0.94
|
1.00
|
0.71
|
0.97
|
0.93
|
0.97
|
0.55
|
0.62
|
0.66
|
0.67
|
0.90
|
0.76
|
|
| EEM |
0.60
|
0.71
|
1.00
|
0.67
|
0.60
|
0.69
|
0.55
|
0.57
|
0.42
|
0.64
|
0.77
|
0.60
|
|
| VTV |
0.91
|
0.97
|
0.67
|
1.00
|
0.95
|
0.98
|
0.42
|
0.48
|
0.55
|
0.51
|
0.81
|
0.69
|
|
| IJS |
0.93
|
0.93
|
0.60
|
0.95
|
1.00
|
0.96
|
0.55
|
0.61
|
0.68
|
0.63
|
0.76
|
0.81
|
|
| VOE |
0.95
|
0.97
|
0.69
|
0.98
|
0.96
|
1.00
|
0.48
|
0.54
|
0.61
|
0.59
|
0.86
|
0.78
|
|
| SHY |
0.47
|
0.55
|
0.55
|
0.42
|
0.55
|
0.48
|
1.00
|
0.98
|
0.73
|
0.85
|
0.59
|
0.71
|
|
| BSV |
0.56
|
0.62
|
0.57
|
0.48
|
0.61
|
0.54
|
0.98
|
1.00
|
0.82
|
0.92
|
0.66
|
0.79
|
|
| BNDX |
0.73
|
0.66
|
0.42
|
0.55
|
0.68
|
0.61
|
0.73
|
0.82
|
1.00
|
0.89
|
0.69
|
0.87
|
|
| BND |
0.69
|
0.67
|
0.64
|
0.51
|
0.63
|
0.59
|
0.85
|
0.92
|
0.89
|
1.00
|
0.78
|
0.83
|
|
| EMB |
0.89
|
0.90
|
0.77
|
0.81
|
0.76
|
0.86
|
0.59
|
0.66
|
0.69
|
0.78
|
1.00
|
0.69
|
|
| TIP |
0.79
|
0.76
|
0.60
|
0.69
|
0.81
|
0.78
|
0.71
|
0.79
|
0.87
|
0.83
|
0.69
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
|
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||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | EFA | EEM | VTV | IJS | VOE | SHY | BSV | BNDX | BND | EMB | TIP | |
| VTI |
1.00
|
0.92
|
0.74
|
0.94
|
0.88
|
0.94
|
-0.03
|
0.21
|
0.42
|
0.39
|
0.72
|
0.56
|
|
| EFA |
0.92
|
1.00
|
0.81
|
0.92
|
0.87
|
0.92
|
-0.01
|
0.23
|
0.37
|
0.36
|
0.76
|
0.50
|
|
| EEM |
0.74
|
0.81
|
1.00
|
0.72
|
0.73
|
0.75
|
-0.01
|
0.20
|
0.28
|
0.33
|
0.72
|
0.37
|
|
| VTV |
0.94
|
0.92
|
0.72
|
1.00
|
0.91
|
0.97
|
-0.15
|
0.06
|
0.27
|
0.21
|
0.63
|
0.40
|
|
| IJS |
0.88
|
0.87
|
0.73
|
0.91
|
1.00
|
0.94
|
-0.15
|
0.06
|
0.27
|
0.20
|
0.60
|
0.38
|
|
| VOE |
0.94
|
0.92
|
0.75
|
0.97
|
0.94
|
1.00
|
-0.16
|
0.09
|
0.34
|
0.26
|
0.70
|
0.44
|
|
| SHY |
-0.03
|
-0.01
|
-0.01
|
-0.15
|
-0.15
|
-0.16
|
1.00
|
0.93
|
0.57
|
0.74
|
0.17
|
0.57
|
|
| BSV |
0.21
|
0.23
|
0.20
|
0.06
|
0.06
|
0.09
|
0.93
|
1.00
|
0.77
|
0.90
|
0.48
|
0.76
|
|
| BNDX |
0.42
|
0.37
|
0.28
|
0.27
|
0.27
|
0.34
|
0.57
|
0.77
|
1.00
|
0.87
|
0.67
|
0.83
|
|
| BND |
0.39
|
0.36
|
0.33
|
0.21
|
0.20
|
0.26
|
0.74
|
0.90
|
0.87
|
1.00
|
0.66
|
0.85
|
|
| EMB |
0.72
|
0.76
|
0.72
|
0.63
|
0.60
|
0.70
|
0.17
|
0.48
|
0.67
|
0.66
|
1.00
|
0.63
|
|
| TIP |
0.56
|
0.50
|
0.37
|
0.40
|
0.38
|
0.44
|
0.57
|
0.76
|
0.83
|
0.85
|
0.63
|
1.00
|
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | EFA | EEM | VTV | IJS | VOE | SHY | BSV | BNDX | BND | EMB | TIP | |
| VTI |
1.00
|
0.87
|
0.67
|
0.94
|
0.87
|
0.94
|
-0.07
|
0.14
|
0.33
|
0.28
|
0.62
|
0.41
|
|
| EFA |
0.87
|
1.00
|
0.79
|
0.85
|
0.76
|
0.86
|
-0.02
|
0.19
|
0.30
|
0.29
|
0.70
|
0.42
|
|
| EEM |
0.67
|
0.79
|
1.00
|
0.64
|
0.62
|
0.67
|
0.03
|
0.21
|
0.25
|
0.30
|
0.70
|
0.39
|
|
| VTV |
0.94
|
0.85
|
0.64
|
1.00
|
0.89
|
0.96
|
-0.19
|
0.00
|
0.20
|
0.12
|
0.53
|
0.27
|
|
| IJS |
0.87
|
0.76
|
0.62
|
0.89
|
1.00
|
0.92
|
-0.19
|
-0.01
|
0.17
|
0.09
|
0.48
|
0.24
|
|
| VOE |
0.94
|
0.86
|
0.67
|
0.96
|
0.92
|
1.00
|
-0.18
|
0.04
|
0.27
|
0.18
|
0.60
|
0.33
|
|
| SHY |
-0.07
|
-0.02
|
0.03
|
-0.19
|
-0.19
|
-0.18
|
1.00
|
0.92
|
0.55
|
0.74
|
0.22
|
0.58
|
|
| BSV |
0.14
|
0.19
|
0.21
|
0.00
|
-0.01
|
0.04
|
0.92
|
1.00
|
0.75
|
0.90
|
0.51
|
0.76
|
|
| BNDX |
0.33
|
0.30
|
0.25
|
0.20
|
0.17
|
0.27
|
0.55
|
0.75
|
1.00
|
0.86
|
0.65
|
0.78
|
|
| BND |
0.28
|
0.29
|
0.30
|
0.12
|
0.09
|
0.18
|
0.74
|
0.90
|
0.86
|
1.00
|
0.67
|
0.84
|
|
| EMB |
0.62
|
0.70
|
0.70
|
0.53
|
0.48
|
0.60
|
0.22
|
0.51
|
0.65
|
0.67
|
1.00
|
0.66
|
|
| TIP |
0.41
|
0.42
|
0.39
|
0.27
|
0.24
|
0.33
|
0.58
|
0.76
|
0.78
|
0.84
|
0.66
|
1.00
|
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | EFA | EEM | VTV | IJS | VOE | SHY | BSV | BNDX | BND | EMB | TIP | |
| VTI |
1.00
|
0.82
|
0.73
|
0.94
|
0.86
|
0.89
|
-0.16
|
0.06
|
0.12
|
0.11
|
0.56
|
0.18
|
|
| EFA |
0.82
|
1.00
|
0.78
|
0.80
|
0.73
|
0.77
|
-0.15
|
0.10
|
0.15
|
0.12
|
0.57
|
0.19
|
|
| EEM |
0.73
|
0.78
|
1.00
|
0.70
|
0.66
|
0.68
|
-0.09
|
0.11
|
0.13
|
0.11
|
0.65
|
0.18
|
|
| VTV |
0.94
|
0.80
|
0.70
|
1.00
|
0.85
|
0.94
|
-0.15
|
0.05
|
0.10
|
0.08
|
0.55
|
0.16
|
|
| IJS |
0.86
|
0.73
|
0.66
|
0.85
|
1.00
|
0.90
|
-0.18
|
0.01
|
0.09
|
0.04
|
0.49
|
0.11
|
|
| VOE |
0.89
|
0.77
|
0.68
|
0.94
|
0.90
|
1.00
|
-0.17
|
0.06
|
0.15
|
0.11
|
0.55
|
0.20
|
|
| SHY |
-0.16
|
-0.15
|
-0.09
|
-0.15
|
-0.18
|
-0.17
|
1.00
|
0.79
|
0.47
|
0.73
|
0.13
|
0.62
|
|
| BSV |
0.06
|
0.10
|
0.11
|
0.05
|
0.01
|
0.06
|
0.79
|
1.00
|
0.56
|
0.89
|
0.47
|
0.73
|
|
| BNDX |
0.12
|
0.15
|
0.13
|
0.10
|
0.09
|
0.15
|
0.47
|
0.56
|
1.00
|
0.65
|
0.35
|
0.61
|
|
| BND |
0.11
|
0.12
|
0.11
|
0.08
|
0.04
|
0.11
|
0.73
|
0.89
|
0.65
|
1.00
|
0.48
|
0.84
|
|
| EMB |
0.56
|
0.57
|
0.65
|
0.55
|
0.49
|
0.55
|
0.13
|
0.47
|
0.35
|
0.48
|
1.00
|
0.44
|
|
| TIP |
0.18
|
0.19
|
0.18
|
0.16
|
0.11
|
0.20
|
0.62
|
0.73
|
0.61
|
0.84
|
0.44
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | EFA | EEM | VTV | IJS | VOE | SHY | BSV | BNDX | BND | EMB | TIP | |
| VTI |
1.00
|
0.72
|
0.70
|
0.94
|
0.87
|
0.91
|
-0.06
|
0.12
|
0.18
|
0.17
|
0.55
|
0.21
|
|
| EFA |
0.72
|
1.00
|
0.65
|
0.71
|
0.64
|
0.67
|
-0.02
|
0.14
|
0.20
|
0.16
|
0.51
|
0.20
|
|
| EEM |
0.70
|
0.65
|
1.00
|
0.68
|
0.64
|
0.66
|
0.01
|
0.15
|
0.18
|
0.16
|
0.61
|
0.20
|
|
| VTV |
0.94
|
0.71
|
0.68
|
1.00
|
0.86
|
0.94
|
-0.04
|
0.12
|
0.17
|
0.15
|
0.54
|
0.20
|
|
| IJS |
0.87
|
0.64
|
0.64
|
0.86
|
1.00
|
0.91
|
-0.11
|
0.05
|
0.13
|
0.07
|
0.48
|
0.13
|
|
| VOE |
0.91
|
0.67
|
0.66
|
0.94
|
0.91
|
1.00
|
-0.07
|
0.11
|
0.20
|
0.16
|
0.54
|
0.22
|
|
| SHY |
-0.06
|
-0.02
|
0.01
|
-0.04
|
-0.11
|
-0.07
|
1.00
|
0.85
|
0.60
|
0.80
|
0.21
|
0.71
|
|
| BSV |
0.12
|
0.14
|
0.15
|
0.12
|
0.05
|
0.11
|
0.85
|
1.00
|
0.65
|
0.90
|
0.47
|
0.77
|
|
| BNDX |
0.18
|
0.20
|
0.18
|
0.17
|
0.13
|
0.20
|
0.60
|
0.65
|
1.00
|
0.74
|
0.41
|
0.71
|
|
| BND |
0.17
|
0.16
|
0.16
|
0.15
|
0.07
|
0.16
|
0.80
|
0.90
|
0.74
|
1.00
|
0.50
|
0.88
|
|
| EMB |
0.55
|
0.51
|
0.61
|
0.54
|
0.48
|
0.54
|
0.21
|
0.47
|
0.41
|
0.50
|
1.00
|
0.47
|
|
| TIP |
0.21
|
0.20
|
0.20
|
0.20
|
0.13
|
0.22
|
0.71
|
0.77
|
0.71
|
0.88
|
0.47
|
1.00
|
Portfolio Dividends
In 2021, the Betterment Robo Advisor 10 Portfolio granted a 1.05% dividend yield. If you are interested in getting periodic income, please refer to the Betterment Robo Advisor 10 Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Oct 31, 2022
An investment of 1000$, since November 1992,
now would be worth 3476.09$, with a total return of 247.61% (4.24% annualized).
The Inflation Adjusted Capital now would be 1653.99$, with a net total return of 65.40% (1.69% annualized).
The Inflation Adjusted Capital now would be 1653.99$, with a net total return of 65.40% (1.69% annualized).
An investment of 1000$, since January 1985,
now would be worth 7706.45$, with a total return of 670.64% (5.55% annualized).
The Inflation Adjusted Capital now would be 2723.01$, with a net total return of 172.30% (2.68% annualized).
The Inflation Adjusted Capital now would be 2723.01$, with a net total return of 172.30% (2.68% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -8.91% | Sep 2021 | Sep 2022 | 13 | in progress | 1 | 14 |
| -3.55% | Apr 2008 | Oct 2008 | 7 | May 2009 | 7 | 14 |
| -3.17% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 |
| -1.68% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
| -1.48% | Aug 2011 | Sep 2011 | 2 | Jan 2012 | 4 | 6 |
| -1.31% | May 2013 | Jun 2013 | 2 | Oct 2013 | 4 | 6 |
| -1.19% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 |
| -1.18% | May 2015 | Dec 2015 | 8 | Mar 2016 | 3 | 11 |
| -1.05% | Aug 1998 | Aug 1998 | 1 | Sep 1998 | 1 | 2 |
| -1.03% | Oct 2016 | Nov 2016 | 2 | Feb 2017 | 3 | 5 |
| -1.00% | Feb 1999 | Feb 1999 | 1 | Mar 1999 | 1 | 2 |
| -0.91% | Sep 2018 | Oct 2018 | 2 | Jan 2019 | 3 | 5 |
| -0.85% | May 2012 | May 2012 | 1 | Jul 2012 | 2 | 3 |
| -0.84% | May 1999 | May 1999 | 1 | Sep 1999 | 4 | 5 |
| -0.77% | Feb 1996 | Feb 1996 | 1 | Jun 1996 | 4 | 5 |
| -0.74% | Feb 2018 | Apr 2018 | 3 | Aug 2018 | 4 | 7 |
| -0.73% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -0.69% | Jan 2000 | Jan 2000 | 1 | Feb 2000 | 1 | 2 |
| -0.69% | Mar 1997 | Mar 1997 | 1 | Apr 1997 | 1 | 2 |
| -0.63% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -8.91% | Sep 2021 | Sep 2022 | 13 | in progress | 1 | 14 |
| -3.55% | Apr 2008 | Oct 2008 | 7 | May 2009 | 7 | 14 |
| -3.17% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 |
| -1.68% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
| -1.52% | Aug 1990 | Sep 1990 | 2 | Oct 1990 | 1 | 3 |
| -1.48% | Aug 2011 | Sep 2011 | 2 | Jan 2012 | 4 | 6 |
| -1.32% | Sep 1987 | Nov 1987 | 3 | Jan 1988 | 2 | 5 |
| -1.31% | May 2013 | Jun 2013 | 2 | Oct 2013 | 4 | 6 |
| -1.24% | Apr 1987 | May 1987 | 2 | Jul 1987 | 2 | 4 |
| -1.19% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 |
| -1.18% | May 2015 | Dec 2015 | 8 | Mar 2016 | 3 | 11 |
| -1.17% | Sep 1986 | Sep 1986 | 1 | Nov 1986 | 2 | 3 |
| -1.12% | Oct 1992 | Oct 1992 | 1 | Dec 1992 | 2 | 3 |
| -1.05% | Aug 1998 | Aug 1998 | 1 | Sep 1998 | 1 | 2 |
| -1.03% | Oct 2016 | Nov 2016 | 2 | Feb 2017 | 3 | 5 |
| -1.00% | Feb 1999 | Feb 1999 | 1 | Mar 1999 | 1 | 2 |
| -1.00% | Jan 1990 | Apr 1990 | 4 | May 1990 | 1 | 5 |
| -0.94% | Jan 1992 | Mar 1992 | 3 | Apr 1992 | 1 | 4 |
| -0.91% | Sep 2018 | Oct 2018 | 2 | Jan 2019 | 3 | 5 |
| -0.85% | May 2012 | May 2012 | 1 | Jul 2012 | 2 | 3 |
Rolling Returns ( more details)
Betterment Robo Advisor 10 Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
5.69 |
21.16 Apr 1985 - Mar 1986 |
-8.27 Oct 2021 - Sep 2022 |
4.97% |
| 2 Years |
5.63 |
16.09 Mar 1985 - Feb 1987 |
-2.96 Oct 2020 - Sep 2022 |
1.62% |
| 3 Years |
5.61 |
12.35 Jan 1989 - Dec 1991 |
-0.70 Nov 2019 - Oct 2022 |
0.48% |
| 5 Years |
5.58 |
11.21 Jan 1985 - Dec 1989 |
0.74 Oct 2017 - Sep 2022 |
0.00% |
| 7 Years |
5.55 |
11.28 Jan 1985 - Dec 1991 |
1.24 Nov 2015 - Oct 2022 |
0.00% |
| 10 Years |
5.51 |
9.53 Mar 1985 - Feb 1995 |
1.33 Oct 2012 - Sep 2022 |
0.00% |
| 15 Years |
5.52 |
8.98 Jan 1985 - Dec 1999 |
2.05 Nov 2007 - Oct 2022 |
0.00% |
| 20 Years |
5.51 |
8.25 Jan 1985 - Dec 2004 |
2.92 Nov 2002 - Oct 2022 |
0.00% |
| 30 Years |
5.51 |
6.71 Jan 1985 - Dec 2014 |
4.19 Oct 1992 - Sep 2022 |
0.00% |
(*) Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the Betterment Robo Advisor 10 Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Betterment Robo Advisor 10 Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.15
60% |
-0.24
40% |
-0.26
60% |
0.11
60% |
0.38
100% |
0.03
40% |
0.55
100% |
0.01
80% |
-0.69
20% |
0.03
60% |
0.35
80% |
0.40
100% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.15
|
99.91
|
99.64
|
99.75
|
100.13
|
100.16
|
100.71
|
100.72
|
100.02
|
100.05
|
100.40
|
100.81
|
| Best |
1.3 2019 |
0.3 2019 |
0.8 2019 |
1.4 2020 |
0.6 2020 |
1.3 2019 |
1.3 2022 |
0.7 2019 |
0.1 2019 |
0.5 2019 |
1.4 2020 |
0.7 2020 |
| Worst |
-1.2 2022 |
-0.8 2022 |
-1.3 2022 |
-1.7 2022 |
0.0 2019 |
-1.6 2022 |
0.0 2019 |
-1.5 2022 |
-2.4 2022 |
-0.8 2018 |
-0.4 2021 |
0.1 2018 |
Monthly Seasonality over the period Nov 2017 - Oct 2022
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.21
70% |
0.04
70% |
0.05
80% |
0.23
80% |
0.21
70% |
0.01
40% |
0.45
90% |
-0.04
60% |
-0.28
40% |
0.18
70% |
0.18
70% |
0.18
80% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.21
|
100.25
|
100.30
|
100.53
|
100.74
|
100.75
|
101.20
|
101.15
|
100.87
|
101.05
|
101.22
|
101.40
|
| Best |
1.3 2019 |
0.7 2014 |
1.1 2016 |
1.4 2020 |
0.6 2020 |
1.3 2019 |
1.3 2022 |
0.7 2019 |
1.0 2013 |
0.7 2013 |
1.4 2020 |
0.7 2020 |
| Worst |
-1.2 2022 |
-0.8 2022 |
-1.3 2022 |
-1.7 2022 |
-0.6 2013 |
-1.6 2022 |
-0.2 2014 |
-1.5 2022 |
-2.4 2022 |
-0.8 2018 |
-0.6 2016 |
-0.4 2015 |
Monthly Seasonality over the period Nov 2012 - Oct 2022
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.55
76% |
0.31
76% |
0.28
79% |
0.49
79% |
0.47
66% |
0.45
68% |
0.60
87% |
0.39
74% |
0.30
68% |
0.45
74% |
0.43
73% |
0.75
89% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.55
|
100.86
|
101.14
|
101.63
|
102.11
|
102.57
|
103.18
|
103.58
|
103.89
|
104.36
|
104.81
|
105.59
|
| Best |
2.5 1988 |
2.4 1986 |
2.8 1986 |
2.0 1989 |
3.3 1985 |
2.0 1986 |
2.3 1989 |
2.5 1986 |
2.3 1998 |
1.7 1990 |
2.0 1985 |
3.6 1991 |
| Worst |
-1.7 2009 |
-1.4 1994 |
-1.6 1994 |
-1.7 2004 |
-0.9 2012 |
-1.6 2022 |
-0.5 2003 |
-1.5 2022 |
-2.4 2022 |
-2.1 2008 |
-0.9 1994 |
-0.4 2015 |
Monthly Seasonality over the period Jan 1985 - Oct 2022
Monthly/Yearly Returns
Betterment Robo Advisor 10 Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1985 - Oct 2022
344 Positive Months (76%) - 110 Negative Months (24%)
MONTHLY RETURNS TABLE
Jan 1985 - Oct 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2022 |
-8.00 | -13.93 | -1.2 | -0.8 | -1.3 | -1.7 | 0.6 | -1.6 | 1.3 | -1.5 | -2.4 | 0.4 | ||
| 2021 |
+0.88 | -5.75 | 0.0 | 0.0 | 0.2 | 0.5 | 0.3 | 0.0 | 0.3 | 0.2 | -0.7 | 0.2 | -0.4 | 0.3 |
| 2020 |
+4.71 | +3.30 | 0.5 | 0.0 | -1.2 | 1.4 | 0.6 | 0.5 | 0.8 | 0.4 | -0.3 | -0.2 | 1.4 | 0.7 |
| 2019 |
+6.61 | +4.23 | 1.3 | 0.3 | 0.8 | 0.5 | 0.0 | 1.3 | 0.0 | 0.7 | 0.1 | 0.5 | 0.2 | 0.6 |
| 2018 |
+0.02 | -1.85 | 0.2 | -0.7 | 0.2 | -0.3 | 0.3 | -0.1 | 0.4 | 0.3 | -0.1 | -0.8 | 0.5 | 0.1 |
| 2017 |
+3.34 | +1.21 | 0.4 | 0.4 | 0.2 | 0.4 | 0.4 | 0.0 | 0.5 | 0.4 | 0.0 | 0.2 | 0.0 | 0.3 |
| 2016 |
+2.45 | +0.37 | 0.1 | 0.2 | 1.1 | 0.2 | -0.1 | 0.9 | 0.5 | -0.1 | 0.2 | -0.4 | -0.6 | 0.3 |
| 2015 |
+0.10 | -0.62 | 0.7 | 0.2 | 0.1 | 0.3 | 0.0 | -0.4 | 0.1 | -0.8 | 0.0 | 0.7 | -0.2 | -0.4 |
| 2014 |
+1.76 | +0.99 | -0.1 | 0.7 | 0.0 | 0.3 | 0.6 | 0.2 | -0.2 | 0.6 | -0.6 | 0.5 | 0.3 | -0.4 |
| 2013 |
+1.99 | +0.48 | 0.3 | 0.1 | 0.3 | 0.5 | -0.6 | -0.7 | 0.7 | -0.6 | 1.0 | 0.7 | 0.2 | 0.0 |
| 2012 |
+3.35 | +1.58 | 0.9 | 0.4 | 0.0 | 0.2 | -0.9 | 0.6 | 0.5 | 0.4 | 0.5 | -0.1 | 0.3 | 0.3 |
| 2011 |
+1.84 | -1.09 | 0.2 | 0.2 | 0.0 | 1.0 | 0.3 | -0.2 | 0.3 | -0.3 | -1.2 | 1.3 | -0.2 | 0.3 |
| 2010 |
+4.56 | +3.02 | 0.3 | 0.4 | 0.5 | 0.5 | -0.5 | 0.2 | 1.2 | 0.1 | 1.1 | 0.7 | -0.6 | 0.5 |
| 2009 |
+5.43 | +2.64 | -1.7 | -1.4 | 1.5 | 1.4 | 1.3 | 0.0 | 1.5 | 0.9 | 1.2 | -0.2 | 1.3 | -0.4 |
| 2008 |
+1.51 | +1.42 | 1.0 | 0.7 | 0.1 | -0.2 | -0.2 | -0.7 | 0.2 | 0.3 | -0.9 | -2.1 | 1.3 | 2.2 |
| 2007 |
+7.32 | +3.11 | 0.2 | 0.7 | 0.6 | 0.7 | 0.2 | 0.2 | 0.5 | 0.9 | 1.2 | 1.0 | 0.9 | 0.1 |
| 2006 |
+5.96 | +3.34 | 0.8 | 0.1 | 0.2 | 0.5 | -0.5 | 0.2 | 0.8 | 1.0 | 0.5 | 0.9 | 0.9 | 0.3 |
| 2005 |
+3.37 | -0.04 | -0.1 | 0.2 | -0.4 | 0.4 | 0.7 | 0.5 | 0.1 | 0.8 | 0.1 | -0.6 | 0.8 | 0.8 |
| 2004 |
+3.50 | +0.24 | 0.5 | 0.8 | 0.4 | -1.7 | 0.1 | 0.3 | 0.0 | 1.0 | 0.3 | 0.6 | 0.3 | 0.8 |
| 2003 |
+7.36 | +5.38 | -0.1 | 0.4 | 0.1 | 1.3 | 1.4 | 0.4 | -0.5 | 0.5 | 1.2 | 0.5 | 0.3 | 1.7 |
| 2002 |
+5.59 | +3.13 | 0.3 | 0.7 | -0.2 | 1.2 | 0.5 | -0.2 | 0.0 | 1.1 | 0.1 | 0.6 | 0.3 | 1.2 |
| 2001 |
+6.78 | +5.15 | 1.8 | -0.1 | 0.1 | 0.7 | 0.5 | 0.2 | 1.1 | 0.6 | 0.2 | 1.5 | -0.1 | 0.1 |
| 2000 |
+7.31 | +3.80 | -0.7 | 1.0 | 1.2 | -0.5 | -0.1 | 1.6 | 0.5 | 1.3 | 0.3 | 0.2 | 0.5 | 1.7 |
| 1999 |
+5.47 | +2.71 | 0.5 | -1.0 | 1.3 | 1.4 | -0.8 | 0.7 | -0.1 | 0.0 | 0.7 | 0.8 | 0.7 | 1.1 |
| 1998 |
+7.51 | +5.80 | 0.9 | 0.9 | 0.7 | 0.6 | 0.0 | 0.3 | 0.2 | -1.1 | 2.3 | 1.2 | 0.6 | 0.7 |
| 1997 |
+7.18 | +5.39 | 0.5 | 0.3 | -0.7 | 1.0 | 1.6 | 1.2 | 1.6 | -0.7 | 1.5 | -0.3 | 0.3 | 0.8 |
| 1996 |
+6.42 | +2.99 | 1.1 | -0.8 | 0.0 | 0.2 | 0.2 | 0.8 | -0.1 | 0.6 | 1.5 | 1.3 | 1.6 | -0.2 |
| 1995 |
+14.22 | +11.39 | 1.1 | 1.4 | 0.6 | 1.5 | 2.5 | 0.6 | 0.7 | 0.7 | 0.9 | 0.6 | 1.5 | 1.3 |
| 1994 |
-1.25 | -3.82 | 1.2 | -1.4 | -1.6 | -0.2 | 0.1 | -0.1 | 1.2 | 0.6 | -0.6 | 0.4 | -0.9 | 0.1 |
| 1993 |
+10.54 | +7.58 | 1.7 | 1.4 | 0.9 | 1.0 | -0.1 | 1.2 | 0.5 | 1.7 | 0.2 | 0.7 | -0.6 | 1.5 |
| 1992 |
+6.61 | +3.61 | -0.6 | 0.2 | -0.6 | 1.0 | 1.8 | 0.7 | 1.8 | 0.9 | 0.9 | -1.1 | 0.2 | 1.4 |
| 1991 |
+15.83 | +12.39 | 1.2 | 1.6 | 0.6 | 1.1 | 1.2 | -0.6 | 1.2 | 1.9 | 1.5 | 1.4 | 0.1 | 3.6 |
| 1990 |
+7.24 | +1.07 | -1.0 | 0.2 | 0.1 | -0.4 | 2.5 | 1.2 | 1.5 | -1.3 | -0.2 | 1.7 | 1.3 | 1.4 |
| 1989 |
+14.16 | +9.09 | 1.5 | 0.1 | 0.3 | 2.0 | 1.7 | 1.7 | 2.3 | -0.5 | 1.0 | 1.2 | 1.1 | 1.0 |
| 1988 |
+8.05 | +3.47 | 2.5 | 1.3 | -0.1 | 0.2 | -0.4 | 1.7 | -0.1 | -0.3 | 1.6 | 1.2 | -0.2 | 0.4 |
| 1987 |
+3.74 | -0.67 | 2.0 | 0.9 | 0.0 | -1.0 | -0.3 | 1.1 | 0.8 | 0.5 | -0.9 | -0.4 | 0.0 | 1.0 |
| 1986 |
+12.96 | +11.74 | 0.6 | 2.4 | 2.8 | 0.7 | -0.4 | 2.0 | 0.6 | 2.5 | -1.2 | 0.9 | 0.8 | 0.5 |
| 1985 |
+17.68 | +13.38 | 2.1 | -0.6 | 1.4 | 1.6 | 3.3 | 1.3 | 0.0 | 1.0 | 0.4 | 1.6 | 2.0 | 2.2 |
Portofolio Returns, up to December 2013, 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:
- VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
- EFA - iShares MSCI EAFE: simulated historical serie, up to December 2001
- EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
- VTV - Vanguard Value: simulated historical serie, up to December 2004
- IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
- VOE - Vanguard Mid-Cap Value: simulated historical serie, up to December 2006
- 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
- BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
- BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
- EMB - iShares JP Morgan USD Em Mkts Bd: simulated historical serie, up to December 2007
- TIP - iShares TIPS Bond: simulated historical serie, up to December 2003
Portfolio efficiency
Compared to the Betterment Robo Advisor 10 Portfolio, no other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Low Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
High Yield Bonds Income |
+6.71 | 8.58 | -23.97 | 0 | 100 | 0 | ||
|
Stocks/Bonds 20/80 Momentum |
+6.25 | 4.70 | -17.91 | 20 | 80 | 0 | ||
|
All Country World 20/80 |
+5.89 | 5.41 | -17.97 | 20 | 80 | 0 | ||
|
Stocks/Bonds 20/80 |
+5.67 | 4.61 | -16.57 | 20 | 80 | 0 | ||
|
Dimensional Retirement Income Fund DFA |
+5.62 | 4.73 | -12.91 | 20.4 | 79.6 | 0 | ||