Data Source: from January 1976 to November 2022 (~47 years)
Consolidated Returns as of 30 November 2022
Live Update: Dec 07 2022, 12:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.08%
1 Day
Dec 07 2022, 12:00PM Eastern Time
2.36%
Current Month
December 2022

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 8.73% compound annual return, with a 15.66% standard deviation.

Asset Allocation and ETFs

The Betterment Robo Advisor 100 Portfolio has the following asset allocation:

100% Stocks
0% Fixed Income
0% Commodities

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 Nov 30, 2022

The Betterment Robo Advisor 100 Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: December 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
BETTERMENT ROBO ADVISOR 100 PORTFOLIO RETURNS
Consolidated returns as of 30 November 2022
Live Update: Dec 07 2022, 12:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Nov 30, 2022
  1 Day Time ET(*) Dec 2022 1M 6M 1Y 5Y 10Y 30Y MAX
(~47Y)
Betterment Robo Advisor 100 Portfolio -0.08 -2.36 8.71 -1.31 -8.06 6.05 9.03 8.73 11.10
US Inflation Adjusted return 8.71 -3.21 -14.25 2.11 6.25 6.08 7.19
Components
VTI
Vanguard Total Stock Market
-0.06 11:59AM
Dec 07 2022
-3.53 5.17 -0.29 -11.27 10.25 12.89 9.82 9.06
EFA
iShares MSCI EAFE
-0.04 12:00PM
Dec 07 2022
-0.92 13.17 -1.96 -8.92 2.20 5.08 5.41 7.95
EEM
iShares MSCI Emerging Markets
-0.50 12:00PM
Dec 07 2022
-1.71 15.59 -6.51 -17.15 -0.89 1.51 6.20 7.49
VTV
Vanguard Value
0.16 11:59AM
Dec 07 2022
-2.54 5.99 2.84 8.31 9.61 12.52 9.73 10.01
VOE
Vanguard Mid-Cap Value
0.17 11:59AM
Dec 07 2022
-2.54 6.53 -0.84 2.30 7.75 11.74 11.00 11.78
IJS
iShares S&P Small-Cap 600 Value
0.02 11:55AM
Dec 07 2022
-3.27 3.81 0.74 -1.27 6.49 11.24 10.99 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 Oct 2022. Waiting for updates, inflation of Nov 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.22% , 5Y: 3.85% , 10Y: 2.61% , 30Y: 2.50%

Portfolio Metrics as of Nov 30, 2022

Metrics of Betterment Robo Advisor 100 Portfolio, updated as of 30 November 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
BETTERMENT ROBO ADVISOR 100 PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1976 - 30 November 2022 (~47 years)
Swipe left to see all data
Metrics as of Nov 30, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~47Y)
Portfolio
Return (%)
8.71 5.26 -1.31 -8.06 6.63 6.05 9.03 8.99 8.73 11.10
US Inflation (%) 0.00 0.62 1.96 7.22 5.03 3.85 2.61 2.52 2.50 3.65
Infl. Adjusted
Return (%)
8.71 4.61 -3.21 -14.25 1.52 2.11 6.25 6.32 6.08 7.19
Waiting for updates, inflation of Nov 2022 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 20.55 19.92 17.75 14.38 16.01 15.66 15.63
Sharpe Ratio -0.44 0.31 0.28 0.59 0.49 0.42 0.46
Sortino Ratio -0.63 0.40 0.37 0.77 0.65 0.54 0.60
MAXIMUM DRAWDOWN
Drawdown Depth (%) -24.17 -24.17 -24.17 -24.17 -54.55 -54.55 -54.55
Start (yyyy mm) 2022 01 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) 9 9 9 9 16 16 16
Start to Recovery (# months) in progress
> 11
> 11
> 11
> 11
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 78% 91% 95% 100% 100% 100%
MONTHS
Positive 1 2 3 6 22 38 82 156 231 361
Negative 0 1 3 6 14 22 38 84 129 202
% Positive 100% 67% 50% 50% 61% 63% 68% 65% 64% 64%
WITHDRAWAL RATES (WR)
Safe WR (%) 38.07 21.86 14.73 9.66 8.21 8.84
Perpetual WR (%) 1.50 2.07 5.88 5.94 5.73 6.71
Terms and Definitions
  • 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.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2022
Swipe left to see all data
 
 
 
 
 
 
Asset VTI EFA EEM VTV VOE IJS
VTI
1.00
0.88
0.56
0.93
0.96
0.93
EFA
0.88
1.00
0.83
0.89
0.91
0.82
EEM
0.56
0.83
1.00
0.58
0.60
0.46
VTV
0.93
0.89
0.58
1.00
0.98
0.95
VOE
0.96
0.91
0.60
0.98
1.00
0.95
IJS
0.93
0.82
0.46
0.95
0.95
1.00
 
 
 
 
 
 
Asset VTI EFA EEM VTV VOE IJS
VTI
1.00
0.89
0.72
0.94
0.94
0.88
EFA
0.89
1.00
0.83
0.91
0.90
0.83
EEM
0.72
0.83
1.00
0.71
0.74
0.70
VTV
0.94
0.91
0.71
1.00
0.97
0.91
VOE
0.94
0.90
0.74
0.97
1.00
0.94
IJS
0.88
0.83
0.70
0.91
0.94
1.00
 
 
 
 
 
 
Asset VTI EFA EEM VTV VOE IJS
VTI
1.00
0.86
0.67
0.94
0.94
0.87
EFA
0.86
1.00
0.81
0.85
0.85
0.75
EEM
0.67
0.81
1.00
0.65
0.67
0.60
VTV
0.94
0.85
0.65
1.00
0.97
0.89
VOE
0.94
0.85
0.67
0.97
1.00
0.92
IJS
0.87
0.75
0.60
0.89
0.92
1.00
 
 
 
 
 
 
Asset VTI EFA EEM VTV VOE IJS
VTI
1.00
0.82
0.73
0.94
0.89
0.86
EFA
0.82
1.00
0.78
0.80
0.77
0.73
EEM
0.73
0.78
1.00
0.70
0.68
0.66
VTV
0.94
0.80
0.70
1.00
0.94
0.85
VOE
0.89
0.77
0.68
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 2021, the Betterment Robo Advisor 100 Portfolio granted a 2.34% dividend yield. If you are interested in getting periodic income, please refer to the Betterment Robo Advisor 100 Portfolio: Dividend Yield page.

Capital Growth as of Nov 30, 2022

An investment of 1000$, since December 1992, now would be worth 12315.02$, with a total return of 1131.50% (8.73% annualized).

The Inflation Adjusted Capital now would be 5867.99$, with a net total return of 486.80% (6.08% annualized).
An investment of 1000$, since January 1976, now would be worth 139823.65$, with a total return of 13882.36% (11.10% annualized).

The Inflation Adjusted Capital now would be 26039.93$, with a net total return of 2503.99% (7.19% 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 2 11
-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 2 11
-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
12.38 63.57
Mar 2009 - Feb 2010
-46.95
Mar 2008 - Feb 2009
22.10%
2 Years
11.84 41.70
Mar 2009 - Feb 2011
-27.26
Mar 2007 - Feb 2009
10.93%
3 Years
11.52 36.45
Aug 1984 - Jul 1987
-15.10
Mar 2006 - Feb 2009
8.90%
5 Years
11.33 31.16
Aug 1982 - Jul 1987
-3.82
Mar 2004 - Feb 2009
4.56%
7 Years
11.28 24.82
Aug 1982 - Jul 1989
0.21
Mar 2002 - Feb 2009
0.00%
10 Years
11.30 20.39
Aug 1982 - Jul 1992
0.73
Mar 1999 - Feb 2009
0.00%
15 Years
10.87 19.38
Aug 1982 - Jul 1997
4.23
Mar 1994 - Feb 2009
0.00%
20 Years
10.75 16.56
Apr 1980 - Mar 2000
4.83
Apr 2000 - Mar 2020
0.00%
30 Years
10.85 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.
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
1.60
60%
-1.75
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%
1.34
80%
 Capital Growth on monthly avg returns
100
101.60
99.82
97.57
99.54
99.88
100.13
102.86
103.15
100.44
101.44
106.07
107.49
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 Dec 2017 - Nov 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
0.31
50%
0.37
60%
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%
1.00
70%
 Capital Growth on monthly avg returns
100
100.31
100.67
100.74
102.54
103.13
103.15
105.63
105.16
103.93
105.81
108.99
110.08
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 Dec 2012 - Nov 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
1.09
57%
0.49
57%
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%
2.23
74%
 Capital Growth on monthly avg returns
100
101.09
101.59
102.59
104.89
105.69
106.14
107.34
107.75
107.15
107.78
110.01
112.46
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 - Nov 2022

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 - Nov 2022
361 Positive Months (64%) - 202 Negative Months (36%)
MONTHLY RETURNS TABLE
Jan 1976 - Nov 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
-11.75 -17.44 -3.7 -2.5 1.3 -7.1 1.1 -8.1 6.1 -3.9 -9.5 7.0 8.7
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
+12.45 15.06 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum
+11.18 12.14 -43.61 80 20 0
US Stocks Minimum Volatility
+9.86 13.61 -43.27 100 0 0
US Stocks
+9.82 15.28 -50.84 100 0 0
Stocks/Bonds 60/40 Momentum
+9.73 9.36 -32.52 60 40 0
Warren Buffett Portfolio
Warren Buffett
+9.40 13.42 -45.52 90 10 0
Aggressive Global Income
+9.16 14.31 -52.63 80 20 0
Robust
Alpha Architect
+9.13 10.92 -44.20 70 20 10
Sheltered Sam 90/10
Bill Bernstein
+9.13 13.54 -50.12 87.3 10 2.7
Stocks/Bonds 80/20
+9.02 12.25 -41.09 80 20 0
Simple Path to Wealth
JL Collins
+8.80 11.51 -38.53 75 25 0
Mid-Fifties
Burton Malkiel
+8.76 12.82 -46.21 80 20 0
Robo Advisor 100
Betterment
+8.73 15.66 -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
+13.02 23.80 -81.08 100 0 0
US Stocks Momentum
+12.45 15.06 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum
+11.18 12.14 -43.61 80 20 0
US Stocks Minimum Volatility
+9.86 13.61 -43.27 100 0 0
US Stocks
+9.82 15.28 -50.84 100 0 0
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