Data Source: from January 1976 to February 2023 (~47 years)
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.10%
1 Day
Mar 20 2023, 04:00PM Eastern Time
2.53%
Current Month
March 2023
The Betterment Robo Advisor 100 Portfolio is a Very High Risk portfolio and can be implemented with 6 ETFs.
It's exposed for 100% on the Stock Market.
In the last 30 Years, the Betterment Robo Advisor 100 Portfolio obtained a 8.51% compound annual return, with a 15.75% standard deviation.
Asset Allocation and ETFs
The Betterment Robo Advisor 100 Portfolio has the following asset allocation:
The Betterment Robo Advisor 100 Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 34.60 % | VTI | Vanguard Total Stock Market | Equity, U.S., Large Cap | |
| 27.30 % | EFA | iShares MSCI EAFE | Equity, EAFE, Large Cap | |
| 15.00 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap | |
| 9.20 % | VTV | Vanguard Value | Equity, U.S., Large Cap, Value | |
| 7.50 % | VOE | Vanguard Mid-Cap Value | Equity, U.S., Mid Cap | |
| 6.40 % | IJS | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value |
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 Feb 28, 2023
The Betterment Robo Advisor 100 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 100 PORTFOLIO RETURNS
Consolidated returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Feb 28, 2023 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Mar 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~47Y) |
|
| Betterment Robo Advisor 100 Portfolio | 1.10 | -2.53 | -3.49 | 5.14 | -6.19 | 5.58 | 8.20 | 8.51 | 11.04 | |
| US Inflation Adjusted return | -4.02 | 3.51 | -11.53 | 1.66 | 5.43 | 5.86 | 7.13 | |||
| Components | ||||||||||
|
VTI Vanguard Total Stock Market |
0.87 |
04:00PM Mar 20 2023 |
-1.32 | -2.40 | 1.41 | -8.31 | 9.34 | 11.82 | 9.64 | 9.03 |
|
EFA iShares MSCI EAFE |
1.56 |
04:00PM Mar 20 2023 |
-1.61 | -3.07 | 12.84 | -2.76 | 2.69 | 4.77 | 5.40 | 7.99 |
|
EEM iShares MSCI Emerging Markets |
0.37 |
04:00PM Mar 20 2023 |
-1.26 | -7.57 | -1.58 | -16.23 | -2.35 | 0.92 | 5.83 | 7.41 |
|
VTV Vanguard Value |
1.39 |
04:00PM Mar 20 2023 |
-3.59 | -3.24 | 5.02 | -0.39 | 8.39 | 11.01 | 9.29 | 9.93 |
|
VOE Vanguard Mid-Cap Value |
1.47 |
04:00PM Mar 20 2023 |
-6.93 | -3.56 | 4.35 | -1.64 | 7.32 | 10.40 | 10.61 | 11.73 |
|
IJS iShares S&P Small-Cap 600 Value |
1.22 |
04:00PM Mar 20 2023 |
-9.35 | -1.73 | 9.45 | -0.24 | 7.77 | 10.41 | 10.74 | 12.91 |
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2023. Current inflation (annualized) is 1Y: 6.04% , 5Y: 3.86% , 10Y: 2.63% , 30Y: 2.51%
Live update: World Markets and Indexes
Portfolio Metrics as of Feb 28, 2023
Metrics of Betterment Robo Advisor 100 Portfolio, updated as of 28 February 2023.
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 100 PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1976 - 28 February 2023 (~47 years)
Swipe left to see all data
| Metrics as of Feb 28, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~47Y) |
|
| Portfolio Return (%) |
-3.49 | -0.12 | 5.14 | -6.19 | 9.18 | 5.58 | 8.20 | 9.49 | 8.51 | 11.04 |
| US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.51 | 2.51 | 3.65 |
| Infl. Adjusted Return (%) |
-4.02 | -1.16 | 3.51 | -11.53 | 3.82 | 1.66 | 5.43 | 6.81 | 5.86 | 7.13 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 21.81 | 19.91 | 17.98 | 14.63 | 16.08 | 15.75 | 15.65 | |||
| Sharpe Ratio | -0.38 | 0.43 | 0.25 | 0.52 | 0.52 | 0.40 | 0.45 | |||
| Sortino Ratio | -0.55 | 0.56 | 0.33 | 0.68 | 0.68 | 0.52 | 0.60 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -20.35 | -24.17 | -24.17 | -24.17 | -54.55 | -54.55 | -54.55 | |||
| Start (yyyy mm) | 2022 04 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 6 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Start to Recovery (# months) in progress |
> 11
|
> 14
|
> 14
|
> 14
|
63
|
63
|
63
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 63.57 | 36.45 | 31.16 | 20.39 | 16.56 | 14.09 | ||||
| Worst Return (%) | -46.95 | -15.10 | -3.82 | 0.73 | 4.83 | 8.24 | ||||
| % Positive Periods | 77% | 91% | 95% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 1 | 3 | 6 | 22 | 37 | 80 | 157 | 229 | 362 |
| Negative | 1 | 2 | 3 | 6 | 14 | 23 | 40 | 83 | 131 | 204 |
| % Positive | 0% | 33% | 50% | 50% | 61% | 62% | 67% | 65% | 64% | 64% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 41.06 | 22.06 | 14.73 | 11.64 | 8.52 | 8.81 | ||||
| Perpetual WR (%) | 3.68 | 1.64 | 5.15 | 6.38 | 5.53 | 6.66 | ||||
- 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 28 February 2023
Swipe left to see all data
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|
| Asset | VTI | EFA | EEM | VTV | VOE | IJS | |
| VTI |
1.00
|
0.88
|
0.63
|
0.92
|
0.96
|
0.95
|
|
| EFA |
0.88
|
1.00
|
0.86
|
0.86
|
0.91
|
0.85
|
|
| EEM |
0.63
|
0.86
|
1.00
|
0.59
|
0.67
|
0.58
|
|
| VTV |
0.92
|
0.86
|
0.59
|
1.00
|
0.97
|
0.92
|
|
| VOE |
0.96
|
0.91
|
0.67
|
0.97
|
1.00
|
0.95
|
|
| IJS |
0.95
|
0.85
|
0.58
|
0.92
|
0.95
|
1.00
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|
| Asset | VTI | EFA | EEM | VTV | VOE | IJS | |
| VTI |
1.00
|
0.89
|
0.72
|
0.93
|
0.94
|
0.89
|
|
| EFA |
0.89
|
1.00
|
0.84
|
0.89
|
0.90
|
0.84
|
|
| EEM |
0.72
|
0.84
|
1.00
|
0.70
|
0.75
|
0.72
|
|
| VTV |
0.93
|
0.89
|
0.70
|
1.00
|
0.97
|
0.90
|
|
| VOE |
0.94
|
0.90
|
0.75
|
0.97
|
1.00
|
0.94
|
|
| IJS |
0.89
|
0.84
|
0.72
|
0.90
|
0.94
|
1.00
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|
| Asset | VTI | EFA | EEM | VTV | VOE | IJS | |
| VTI |
1.00
|
0.86
|
0.68
|
0.94
|
0.94
|
0.87
|
|
| EFA |
0.86
|
1.00
|
0.82
|
0.84
|
0.85
|
0.75
|
|
| EEM |
0.68
|
0.82
|
1.00
|
0.66
|
0.69
|
0.62
|
|
| VTV |
0.94
|
0.84
|
0.66
|
1.00
|
0.96
|
0.88
|
|
| VOE |
0.94
|
0.85
|
0.69
|
0.96
|
1.00
|
0.92
|
|
| IJS |
0.87
|
0.75
|
0.62
|
0.88
|
0.92
|
1.00
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|
| Asset | VTI | EFA | EEM | VTV | VOE | IJS | |
| VTI |
1.00
|
0.82
|
0.74
|
0.94
|
0.90
|
0.86
|
|
| EFA |
0.82
|
1.00
|
0.79
|
0.80
|
0.78
|
0.73
|
|
| EEM |
0.74
|
0.79
|
1.00
|
0.70
|
0.69
|
0.66
|
|
| VTV |
0.94
|
0.80
|
0.70
|
1.00
|
0.94
|
0.85
|
|
| VOE |
0.90
|
0.78
|
0.69
|
0.94
|
1.00
|
0.90
|
|
| IJS |
0.86
|
0.73
|
0.66
|
0.85
|
0.90
|
1.00
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|
| Asset | VTI | EFA | EEM | VTV | VOE | IJS | |
| VTI |
1.00
|
0.75
|
0.72
|
0.95
|
0.91
|
0.88
|
|
| EFA |
0.75
|
1.00
|
0.69
|
0.74
|
0.70
|
0.67
|
|
| EEM |
0.72
|
0.69
|
1.00
|
0.69
|
0.67
|
0.64
|
|
| VTV |
0.95
|
0.74
|
0.69
|
1.00
|
0.94
|
0.86
|
|
| VOE |
0.91
|
0.70
|
0.67
|
0.94
|
1.00
|
0.92
|
|
| IJS |
0.88
|
0.67
|
0.64
|
0.86
|
0.92
|
1.00
|
Portfolio Dividends
In 2022, the Betterment Robo Advisor 100 Portfolio granted a 1.83% dividend yield. If you are interested in getting periodic income, please refer to the Betterment Robo Advisor 100 Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Feb 28, 2023
An investment of 1000$, since March 1993,
now would be worth 11594.50$, with a total return of 1059.45% (8.51% annualized).
The Inflation Adjusted Capital now would be 5515.13$, with a net total return of 451.51% (5.86% annualized).
The Inflation Adjusted Capital now would be 5515.13$, with a net total return of 451.51% (5.86% annualized).
An investment of 1000$, since January 1976,
now would be worth 139660.59$, with a total return of 13866.06% (11.04% annualized).
The Inflation Adjusted Capital now would be 25765.07$, with a net total return of 2476.51% (7.13% annualized).
The Inflation Adjusted Capital now would be 25765.07$, with a net total return of 2476.51% (7.13% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -54.55% | Nov 2007 | Feb 2009 | 16 | Jan 2013 | 47 | 63 |
| -37.03% | Apr 2000 | Sep 2002 | 30 | Oct 2004 | 25 | 55 |
| -24.17% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
| -24.14% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
| -20.12% | May 1998 | Aug 1998 | 4 | Mar 1999 | 7 | 11 |
| -14.58% | Feb 2018 | Dec 2018 | 11 | Oct 2019 | 10 | 21 |
| -13.71% | Jun 2015 | Feb 2016 | 9 | Sep 2016 | 7 | 16 |
| -8.30% | Feb 1994 | Mar 1994 | 2 | May 1995 | 14 | 16 |
| -6.42% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 |
| -5.24% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 |
| -5.06% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
| -5.00% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 |
| -4.63% | May 2006 | May 2006 | 1 | Oct 2006 | 5 | 6 |
| -4.57% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
| -4.22% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
| -3.75% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -3.70% | Sep 2014 | Sep 2014 | 1 | Feb 2015 | 5 | 6 |
| -3.68% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
| -3.44% | Oct 2005 | Oct 2005 | 1 | Nov 2005 | 1 | 2 |
| -3.30% | Jul 1999 | Sep 1999 | 3 | Oct 1999 | 1 | 4 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -54.55% | Nov 2007 | Feb 2009 | 16 | Jan 2013 | 47 | 63 |
| -37.03% | Apr 2000 | Sep 2002 | 30 | Oct 2004 | 25 | 55 |
| -25.46% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 |
| -24.17% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
| -24.14% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
| -23.14% | Dec 1980 | Jul 1982 | 20 | Nov 1982 | 4 | 24 |
| -20.93% | Jan 1990 | Sep 1990 | 9 | Feb 1991 | 5 | 14 |
| -20.12% | May 1998 | Aug 1998 | 4 | Mar 1999 | 7 | 11 |
| -14.58% | Feb 2018 | Dec 2018 | 11 | Oct 2019 | 10 | 21 |
| -13.71% | Jun 2015 | Feb 2016 | 9 | Sep 2016 | 7 | 16 |
| -12.44% | Feb 1980 | Mar 1980 | 2 | Jul 1980 | 4 | 6 |
| -9.58% | Oct 1978 | Oct 1978 | 1 | Jan 1979 | 3 | 4 |
| -8.30% | Feb 1994 | Mar 1994 | 2 | May 1995 | 14 | 16 |
| -7.99% | Sep 1979 | Oct 1979 | 2 | Jan 1980 | 3 | 5 |
| -7.55% | Dec 1983 | May 1984 | 6 | Aug 1984 | 3 | 9 |
| -6.42% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 |
| -5.66% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 |
| -5.51% | Jun 1991 | Jun 1991 | 1 | Aug 1991 | 2 | 3 |
| -5.24% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 |
| -5.07% | Nov 1991 | Nov 1991 | 1 | Dec 1991 | 1 | 2 |
Rolling Returns ( more details)
Betterment Robo Advisor 100 Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
12.27 |
63.57 Mar 2009 - Feb 2010 |
-46.95 Mar 2008 - Feb 2009 |
22.52% |
| 2 Years |
11.78 |
41.70 Mar 2009 - Feb 2011 |
-27.26 Mar 2007 - Feb 2009 |
10.87% |
| 3 Years |
11.49 |
36.45 Aug 1984 - Jul 1987 |
-15.10 Mar 2006 - Feb 2009 |
8.85% |
| 5 Years |
11.30 |
31.16 Aug 1982 - Jul 1987 |
-3.82 Mar 2004 - Feb 2009 |
4.54% |
| 7 Years |
11.27 |
24.82 Aug 1982 - Jul 1989 |
0.21 Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
11.28 |
20.39 Aug 1982 - Jul 1992 |
0.73 Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
10.84 |
19.38 Aug 1982 - Jul 1997 |
4.23 Mar 1994 - Feb 2009 |
0.00% |
| 20 Years |
10.74 |
16.56 Apr 1980 - Mar 2000 |
4.83 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
10.82 |
14.09 Nov 1977 - Oct 2007 |
8.24 Apr 1990 - Mar 2020 |
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 100 Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Betterment Robo Advisor 100 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 |
2.11
60% |
-1.54
40% |
-2.25
60% |
2.02
80% |
0.35
80% |
0.24
60% |
2.73
60% |
0.28
60% |
-2.63
40% |
1.00
60% |
4.56
80% |
0.22
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
102.11
|
100.54
|
98.27
|
100.25
|
100.60
|
100.84
|
103.60
|
103.89
|
101.16
|
102.17
|
106.83
|
107.06
|
| Best |
8.5 2019 |
3.5 2021 |
3.3 2021 |
10.0 2020 |
4.6 2020 |
6.7 2019 |
6.1 2022 |
5.2 2020 |
2.7 2019 |
7.0 2022 |
12.6 2020 |
5.1 2020 |
| Worst |
-3.7 2022 |
-7.8 2020 |
-15.6 2020 |
-7.1 2022 |
-6.5 2019 |
-8.1 2022 |
-0.3 2021 |
-3.9 2022 |
-9.5 2022 |
-7.7 2018 |
-2.9 2021 |
-7.7 2018 |
Monthly Seasonality over the period Mar 2018 - Feb 2023
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 |
0.65
50% |
0.01
50% |
0.07
70% |
1.79
90% |
0.57
90% |
0.03
60% |
2.40
70% |
-0.45
60% |
-1.16
50% |
1.81
70% |
3.00
80% |
0.28
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.65
|
100.66
|
100.73
|
102.53
|
103.11
|
103.14
|
105.61
|
105.14
|
103.92
|
105.79
|
108.97
|
109.27
|
| Best |
8.5 2019 |
5.6 2015 |
8.0 2016 |
10.0 2020 |
4.6 2020 |
6.7 2019 |
6.1 2022 |
5.2 2020 |
5.4 2013 |
7.1 2015 |
12.6 2020 |
5.1 2020 |
| Worst |
-5.6 2016 |
-7.8 2020 |
-15.6 2020 |
-7.1 2022 |
-6.5 2019 |
-8.1 2022 |
-1.8 2014 |
-6.6 2015 |
-9.5 2022 |
-7.7 2018 |
-2.9 2021 |
-7.7 2018 |
Monthly Seasonality over the period Mar 2013 - Feb 2023
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 |
1.23
58% |
0.41
56% |
0.99
66% |
2.24
81% |
0.76
66% |
0.43
60% |
1.13
55% |
0.39
60% |
-0.56
57% |
0.59
62% |
2.07
74% |
2.10
72% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.23
|
101.64
|
102.65
|
104.95
|
105.75
|
106.20
|
107.40
|
107.81
|
107.21
|
107.84
|
110.07
|
112.38
|
| Best |
12.5 1976 |
9.3 1991 |
9.6 2009 |
12.8 2009 |
9.3 1990 |
6.7 2019 |
9.4 2009 |
11.9 1982 |
9.8 2010 |
11.8 2011 |
12.6 2020 |
13.0 1991 |
| Worst |
-10.5 2009 |
-10.4 2009 |
-15.6 2020 |
-7.1 2022 |
-8.9 2010 |
-8.8 2008 |
-9.6 2002 |
-16.1 1998 |
-10.9 2001 |
-20.7 1987 |
-7.9 2008 |
-7.7 2018 |
Monthly Seasonality over the period Jan 1976 - Feb 2023
Monthly/Yearly Returns
Betterment Robo Advisor 100 Portfolio data source starts from January 1976: 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 1976 - Feb 2023
362 Positive Months (64%) - 204 Negative Months (36%)
MONTHLY RETURNS TABLE
Jan 1976 - Feb 2023
(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 |
| 2023 |
+4.02 | +2.63 | 7.8 | -3.5 | ||||||||||
| 2022 |
-15.26 | -20.40 | -3.7 | -2.5 | 1.3 | -7.1 | 1.1 | -8.1 | 6.1 | -3.9 | -9.5 | 7.0 | 8.7 | -4.0 |
| 2021 |
+18.02 | +10.26 | 0.5 | 3.5 | 3.3 | 3.5 | 2.0 | 0.4 | -0.3 | 2.2 | -3.8 | 4.4 | -2.9 | 4.2 |
| 2020 |
+12.47 | +10.96 | -2.5 | -7.8 | -15.6 | 10.0 | 4.6 | 2.9 | 4.7 | 5.2 | -2.6 | -1.4 | 12.6 | 5.1 |
| 2019 |
+25.35 | +22.55 | 8.5 | 2.5 | 0.7 | 3.4 | -6.5 | 6.7 | -0.2 | -2.7 | 2.7 | 2.6 | 2.4 | 3.5 |
| 2018 |
-10.13 | -11.81 | 5.2 | -4.5 | -1.0 | 0.3 | 0.5 | -0.7 | 3.3 | 0.5 | 0.0 | -7.7 | 2.0 | -7.7 |
| 2017 |
+23.37 | +20.82 | 2.7 | 2.5 | 1.3 | 1.4 | 1.7 | 0.9 | 2.6 | 0.1 | 2.4 | 2.0 | 1.9 | 1.6 |
| 2016 |
+11.17 | +8.91 | -5.6 | -0.8 | 8.0 | 1.2 | 0.2 | 0.3 | 4.2 | 0.6 | 0.9 | -2.0 | 2.3 | 1.9 |
| 2015 |
-3.25 | -3.95 | -1.8 | 5.6 | -1.1 | 2.2 | 0.1 | -2.2 | 0.2 | -6.6 | -3.4 | 7.1 | -0.1 | -2.6 |
| 2014 |
+4.80 | +4.01 | -4.6 | 4.9 | 1.0 | 0.5 | 1.9 | 2.1 | -1.8 | 2.8 | -3.7 | 2.0 | 1.2 | -1.3 |
| 2013 |
+25.26 | +23.41 | 4.3 | 0.1 | 2.6 | 2.4 | 0.1 | -2.1 | 5.1 | -2.8 | 5.4 | 4.0 | 1.9 | 2.0 |
| 2012 |
+17.46 | +15.45 | 6.1 | 4.3 | 1.3 | -1.3 | -8.3 | 5.0 | 0.5 | 2.5 | 3.0 | -0.6 | 1.4 | 3.2 |
| 2011 |
-5.87 | -8.57 | 1.1 | 3.2 | 0.6 | 3.5 | -1.7 | -1.6 | -2.4 | -7.4 | -10.1 | 11.8 | -1.0 | -0.3 |
| 2010 |
+15.28 | +13.58 | -4.3 | 2.4 | 6.8 | 0.9 | -8.9 | -4.4 | 8.7 | -4.5 | 9.8 | 3.6 | -1.4 | 7.6 |
| 2009 |
+33.82 | +30.27 | -10.5 | -10.4 | 9.6 | 12.8 | 9.0 | -0.7 | 9.4 | 3.3 | 5.2 | -3.1 | 5.5 | 2.7 |
| 2008 |
-39.26 | -39.32 | -6.6 | -1.7 | -0.8 | 5.5 | 2.0 | -8.8 | -1.9 | -0.8 | -10.0 | -19.8 | -7.9 | 5.3 |
| 2007 |
+8.88 | +4.61 | 1.5 | -1.3 | 2.2 | 3.7 | 3.6 | -0.7 | -3.0 | 0.7 | 5.1 | 3.9 | -5.1 | -1.6 |
| 2006 |
+21.56 | +18.55 | 6.0 | -0.6 | 2.7 | 3.0 | -4.6 | 0.1 | 0.4 | 2.2 | 1.1 | 4.2 | 3.2 | 2.5 |
| 2005 |
+12.96 | +9.23 | -2.1 | 3.9 | -3.0 | -2.1 | 2.6 | 1.9 | 4.5 | 0.6 | 3.0 | -3.4 | 4.1 | 2.6 |
| 2004 |
+18.09 | +14.37 | 2.1 | 2.3 | -0.3 | -3.9 | 1.4 | 2.6 | -3.6 | 1.1 | 2.9 | 2.4 | 6.4 | 3.9 |
| 2003 |
+38.64 | +36.08 | -2.8 | -2.4 | -0.7 | 9.1 | 6.8 | 2.3 | 2.9 | 3.5 | 0.2 | 6.9 | 2.0 | 6.1 |
| 2002 |
-16.20 | -18.14 | -1.6 | 0.0 | 4.9 | -1.3 | -0.7 | -5.8 | -9.6 | 0.4 | -10.4 | 5.9 | 6.3 | -4.0 |
| 2001 |
-10.62 | -11.99 | 3.8 | -7.4 | -6.6 | 7.8 | 0.1 | -2.3 | -2.5 | -3.8 | -10.9 | 2.9 | 6.5 | 3.0 |
| 2000 |
-8.25 | -11.25 | -5.1 | 1.5 | 4.9 | -4.3 | -2.7 | 2.8 | -2.0 | 4.6 | -3.6 | -1.8 | -6.7 | 4.7 |
| 1999 |
+29.44 | +26.06 | 1.1 | -2.5 | 5.0 | 7.4 | -2.4 | 5.2 | -1.4 | -0.7 | -1.2 | 4.4 | 4.0 | 8.1 |
| 1998 |
+11.29 | +9.52 | -0.2 | 7.6 | 4.3 | 0.6 | -3.3 | 0.0 | -1.7 | -16.1 | 4.1 | 8.7 | 5.4 | 3.6 |
| 1997 |
+15.46 | +13.53 | 2.5 | 1.1 | -3.0 | 2.1 | 6.8 | 4.3 | 4.9 | -5.4 | 5.4 | -6.1 | 1.3 | 1.6 |
| 1996 |
+15.79 | +12.07 | 3.0 | 0.7 | 1.6 | 2.7 | 1.2 | -0.3 | -4.9 | 2.5 | 3.6 | 0.5 | 5.3 | -0.8 |
| 1995 |
+21.40 | +18.40 | -1.5 | 1.1 | 3.0 | 3.2 | 2.6 | 1.1 | 4.3 | -0.3 | 2.4 | -2.2 | 3.5 | 2.5 |
| 1994 |
-0.71 | -3.30 | 5.6 | -3.2 | -5.2 | 2.5 | 0.7 | -1.2 | 2.6 | 4.1 | -2.6 | 1.8 | -5.0 | 0.0 |
| 1993 |
+31.23 | +27.72 | 3.3 | 1.8 | 6.0 | 2.2 | 1.4 | 1.4 | 2.4 | 4.7 | -1.0 | 3.3 | -4.2 | 6.7 |
| 1992 |
+2.17 | -0.71 | 0.3 | -0.5 | -3.0 | 1.7 | 4.5 | -4.5 | 2.5 | -0.8 | -0.8 | -0.4 | 2.6 | 0.9 |
| 1991 |
+38.61 | +34.48 | 4.5 | 9.3 | 0.1 | 1.5 | 4.6 | -5.5 | 4.0 | 3.3 | 1.5 | 3.5 | -5.1 | 13.0 |
| 1990 |
-12.28 | -17.33 | -6.0 | -1.0 | -1.8 | -3.1 | 9.3 | 0.1 | 2.2 | -11.7 | -9.6 | 6.0 | 2.0 | 2.6 |
| 1989 |
+33.54 | +27.61 | 6.2 | 0.7 | -0.5 | 4.4 | 2.8 | -1.4 | 7.1 | 3.3 | 3.5 | -3.7 | 2.8 | 4.6 |
| 1988 |
+24.10 | +18.85 | 6.9 | 5.4 | 0.0 | 1.5 | -0.9 | 4.7 | -0.3 | -3.3 | 3.3 | 2.6 | 0.9 | 1.5 |
| 1987 |
+2.12 | -2.22 | 12.3 | 3.8 | 1.0 | 2.1 | -1.0 | 1.3 | 4.3 | 4.6 | -2.0 | -20.7 | -4.1 | 4.2 |
| 1986 |
+28.15 | +26.76 | 1.3 | 8.0 | 7.5 | 1.2 | 2.4 | 3.1 | -2.2 | 7.1 | -5.7 | 0.7 | 2.7 | -0.3 |
| 1985 |
+38.11 | +33.05 | 8.8 | 2.1 | 0.6 | 0.5 | 6.0 | 2.1 | 0.4 | 0.0 | -3.1 | 4.7 | 6.9 | 4.5 |
| 1984 |
+6.89 | +2.83 | -0.3 | -3.5 | 1.6 | 0.5 | -5.1 | 2.3 | -1.8 | 11.1 | 0.6 | 0.2 | -0.6 | 2.5 |
| 1983 |
+23.93 | +19.41 | 3.7 | 3.0 | 3.8 | 7.5 | 0.6 | 3.4 | -2.7 | 1.1 | 1.7 | -2.0 | 2.8 | -0.8 |
| 1982 |
+8.68 | +4.67 | -3.2 | -5.6 | -1.8 | 3.0 | -4.2 | -3.2 | -3.7 | 11.9 | 0.5 | 11.7 | 4.3 | 0.5 |
| 1981 |
-3.48 | -11.38 | -3.5 | 1.7 | 4.5 | -1.4 | 1.0 | -0.5 | -0.7 | -5.5 | -5.6 | 5.3 | 4.5 | -2.8 |
| 1980 |
+24.52 | +10.67 | 5.7 | -0.6 | -11.9 | 4.7 | 5.7 | 2.9 | 6.1 | 1.4 | 2.1 | 1.4 | 9.8 | -3.5 |
| 1979 |
+19.37 | +5.36 | 4.8 | -3.1 | 6.2 | 0.5 | -1.7 | 4.6 | 1.5 | 6.1 | -0.2 | -7.8 | 5.7 | 2.2 |
| 1978 |
+16.43 | +6.80 | -4.7 | -0.2 | 4.1 | 8.5 | 2.6 | -0.4 | 6.1 | 4.6 | 0.1 | -9.6 | 3.5 | 2.0 |
| 1977 |
+5.87 | -0.78 | -2.8 | -0.7 | 0.0 | 1.5 | -0.3 | 5.5 | -0.6 | -0.8 | 0.9 | -2.8 | 4.8 | 1.4 |
| 1976 |
+20.93 | +15.32 | 12.5 | 0.2 | 2.0 | -1.5 | -1.7 | 4.4 | -1.0 | -0.6 | 2.0 | -2.7 | 0.4 | 6.1 |
Portofolio Returns, up to December 2006, 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
- VOE - Vanguard Mid-Cap Value: simulated historical serie, up to December 2006
- IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
Portfolio efficiency
Compared to the Betterment Robo Advisor 100 Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
US Stocks Momentum |
+11.99 | 15.12 | -53.85 | 100 | 0 | 0 | ||
|
Stocks/Bonds 80/20 Momentum |
+10.78 | 12.19 | -43.61 | 80 | 20 | 0 | ||
|
US Stocks |
+9.64 | 15.38 | -50.84 | 100 | 0 | 0 | ||
|
US Stocks Minimum Volatility |
+9.51 | 13.66 | -43.27 | 100 | 0 | 0 | ||
|
Stocks/Bonds 60/40 Momentum |
+9.38 | 9.41 | -32.52 | 60 | 40 | 0 | ||
|
Warren Buffett Portfolio Warren Buffett |
+9.21 | 13.51 | -45.52 | 90 | 10 | 0 | ||
|
Aggressive Global Income |
+8.99 | 14.36 | -52.63 | 80 | 20 | 0 | ||
|
Sheltered Sam 90/10 Bill Bernstein |
+8.85 | 13.61 | -50.12 | 87.3 | 10 | 2.7 | ||
|
Stocks/Bonds 80/20 |
+8.84 | 12.34 | -41.09 | 80 | 20 | 0 | ||
|
Robust Alpha Architect |
+8.81 | 10.97 | -44.20 | 70 | 20 | 10 | ||
|
Simple Path to Wealth JL Collins |
+8.61 | 11.61 | -38.53 | 75 | 25 | 0 | ||
|
Robo Advisor 100 Betterment |
+8.51 | 15.75 | -54.55 | 100 | 0 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Technology |
+13.03 | 23.91 | -81.08 | 100 | 0 | 0 | ||
|
US Stocks Momentum |
+11.99 | 15.12 | -53.85 | 100 | 0 | 0 | ||
|
Stocks/Bonds 80/20 Momentum |
+10.78 | 12.19 | -43.61 | 80 | 20 | 0 | ||
|
US Stocks |
+9.64 | 15.38 | -50.84 | 100 | 0 | 0 | ||
|
US Stocks Value |
+9.57 | 15.20 | -55.41 | 100 | 0 | 0 | ||
