Last Update: 31 January 2020
The Betterment Robo Advisor 10 Portfolio is exposed for 9.9% on the Stock Market.
It's a Low Risk portfolio and it can be replicated with 12 ETFs.
In the last 10 years, the portfolio obtained a 2.6% compound annual return, with a 1.65% 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 replicated 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 % | JKI | iShares Morningstar 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 |
Historical Returns
Betterment Robo Advisor 10 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).
| Period | Returns Jan 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+0.46%
|
0.00%
|
1 - 0 | |
|
3M
|
+1.23%
|
0.00%
|
3 - 0 | |
|
6M
|
+2.51%
|
0.00%
|
6 - 0 | |
|
YTD
|
+0.46%
|
0.00%
|
1 - 0 | |
|
1Y
|
+5.66%
|
1.26%
|
0.00%
|
12 - 0 |
|
3Y
|
+3.29%
annualized
|
1.44%
|
-0.90%
Sep 2018 - Oct 2018
|
30 - 6 |
|
5Y
|
+2.44%
annualized
|
1.51%
|
-1.17%
May 2015 - Dec 2015
|
44 - 16 |
|
10Y
|
+2.60%
annualized
|
1.65%
|
-1.49%
Aug 2011 - Sep 2011
|
89 - 31 |
|
MAX
01 Jan 2008
|
+2.75%
annualized
|
2.16%
|
-3.53%
Apr 2008 - Oct 2008
|
104 - 41 |
* Annualized St.Dev. of monthly returns
Best Low Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | #ETF | Stocks | Bonds | Comm. | |
|---|---|---|---|---|---|---|
| Edge Select Conservative Merrill Lynch |
+4.92% | 12 | 21 | 79 | 0 | |
| 10-year Treasury |
+4.53% | 1 | 0 | 100 | 0 | |
| Dimensional Retirement Income Fund DFA |
+4.36% | 7 | 20.4 | 79.6 | 0 | |
| Robo Advisor 20 Betterment |
+3.95% | 12 | 19.9 | 80.1 | 0 | |
| Conservative Income Charles Schwab |
+3.55% | 6 | 5 | 95 | 0 |
Capital Growth
Drawdowns
Rolling Returns
Betterment Robo Advisor 10 Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+2.72% |
+9.63% Mar 2009 - Feb 2010 |
-3.27% Mar 2008 - Feb 2009 |
5.97% |
| 2 Years |
+2.64% |
+6.90% Mar 2009 - Feb 2011 |
+0.82% Mar 2014 - Feb 2016 |
0.00% |
| 3 Years |
+2.54% |
+5.50% Mar 2009 - Feb 2012 |
+1.23% Feb 2013 - Jan 2016 |
0.00% |
| 5 Years |
+2.40% |
+4.19% Mar 2009 - Feb 2014 |
+1.45% Nov 2013 - Oct 2018 |
0.00% |
| 7 Years |
+2.40% |
+3.30% Nov 2008 - Oct 2015 |
+1.78% Nov 2011 - Oct 2018 |
0.00% |
| 10 Years |
+2.62% |
+2.97% Mar 2009 - Feb 2019 |
+2.40% Mar 2008 - Feb 2018 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Yearly Returns - Monthly Returns Heatmap
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
+0.46% | 0.5 | |||||||||||
| 2019 |
+6.60% | 1.4 | 0.3 | 0.8 | 0.5 | 0.0 | 1.3 | 0.0 | 0.7 | 0.1 | 0.6 | 0.2 | 0.6 |
| 2018 |
+0.03% | 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 |
+3.32% | 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 |
+2.50% | 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% | 0.7 | 0.2 | 0.1 | 0.3 | 0.0 | -0.4 | 0.2 | -0.8 | 0.0 | 0.7 | -0.2 | -0.4 |
| 2014 |
+1.74% | -0.1 | 0.7 | 0.0 | 0.3 | 0.6 | 0.2 | -0.3 | 0.6 | -0.6 | 0.5 | 0.3 | -0.4 |
| 2013 |
+2.01% | 0.3 | 0.1 | 0.3 | 0.5 | -0.6 | -0.7 | 0.8 | -0.6 | 1.0 | 0.7 | 0.2 | 0.0 |
| 2012 |
+3.36% | 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 |
+1.82% | 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 |
+4.55% | 0.4 | 0.4 | 0.5 | 0.5 | -0.6 | 0.3 | 1.2 | 0.1 | 1.1 | 0.7 | -0.6 | 0.5 |
| 2009 |
+5.42% | -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 |
+1.52% | 1.0 | 0.7 | 0.1 | -0.2 | -0.2 | -0.7 | 0.2 | 0.4 | -0.9 | -2.1 | 1.3 | 2.2 |
* Note: 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:
BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013