Last Update: 31 January 2020
The Betterment Robo Advisor 100 Portfolio is exposed for 100% on the Stock Market.
It's a Very High Risk portfolio and it can be replicated with 6 ETFs.
In the last 10 years, the portfolio obtained a 9.8% compound annual return, with a 13.38% 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 replicated 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 % | JKI | iShares Morningstar Mid-Cap Value | Equity, U.S., Mid Cap | |
| 6.40 % | IJS | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value |
Historical Returns
Betterment Robo Advisor 100 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
|
-2.63%
|
-2.63%
Jan 2020 - Jan 2020
|
0 - 1 | |
|
3M
|
+3.14%
|
-2.63%
Jan 2020 - Jan 2020
|
2 - 1 | |
|
6M
|
+5.80%
|
-2.71%
Aug 2019 - Aug 2019
|
4 - 2 | |
|
YTD
|
-2.63%
|
-2.63%
Jan 2020 - Jan 2020
|
0 - 1 | |
|
1Y
|
+12.27%
|
11.74%
|
-6.50%
May 2019 - May 2019
|
8 - 4 |
|
3Y
|
+9.54%
annualized
|
11.79%
|
-14.45%
Feb 2018 - Dec 2018
|
27 - 9 |
|
5Y
|
+8.23%
annualized
|
11.84%
|
-14.45%
Feb 2018 - Dec 2018
|
42 - 18 |
|
10Y
|
+9.80%
annualized
|
13.38%
|
-21.50%
May 2011 - Sep 2011
|
81 - 39 |
|
MAX
01 Jan 2002
|
+8.05%
annualized
|
15.46%
|
-54.67%
Nov 2007 - Feb 2009
|
140 - 77 |
* Annualized St.Dev. of monthly returns
Best Very High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | #ETF | Stocks | Bonds | Comm. | |
|---|---|---|---|---|---|---|
| Technology |
+18.98% | 1 | 100 | 0 | 0 | |
| US Stocks |
+13.83% | 1 | 100 | 0 | 0 | |
| Warren Buffett |
+12.70% | 2 | 90 | 10 | 0 | |
| Second Grader's Starter Paul Farrell |
+10.41% | 3 | 90 | 10 | 0 | |
| Ultimate Buy and Hold Strategy Paul Merriman |
+9.99% | 10 | 100 | 0 | 0 |
Capital Growth
Drawdowns
Rolling Returns
Betterment Robo Advisor 100 Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+10.26% |
+63.97% Mar 2009 - Feb 2010 |
-47.13% Mar 2008 - Feb 2009 |
25.73% |
| 2 Years |
+9.75% |
+41.82% Mar 2009 - Feb 2011 |
-27.41% Mar 2007 - Feb 2009 |
13.40% |
| 3 Years |
+9.19% |
+28.40% Apr 2003 - Mar 2006 |
-15.15% Mar 2006 - Feb 2009 |
14.84% |
| 5 Years |
+8.14% |
+22.15% Oct 2002 - Sep 2007 |
-3.91% Mar 2004 - Feb 2009 |
9.49% |
| 7 Years |
+7.60% |
+14.23% Mar 2009 - Feb 2016 |
+0.13% Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
+7.82% |
+14.04% Mar 2009 - Feb 2019 |
+4.48% Feb 2006 - Jan 2016 |
0.00% |
| 15 Years |
+8.77% |
+10.98% Feb 2003 - Jan 2018 |
+7.26% Jan 2004 - Dec 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 |
-2.63% | -2.6 | |||||||||||
| 2019 |
+25.11% | 8.5 | 2.4 | 0.7 | 3.3 | -6.5 | 6.7 | -0.1 | -2.7 | 2.8 | 2.6 | 2.3 | 3.5 |
| 2018 |
-10.01% | 5.2 | -4.5 | -1.0 | 0.4 | 0.5 | -0.7 | 3.2 | 0.6 | 0.0 | -7.6 | 2.1 | -7.8 |
| 2017 |
+23.03% | 2.6 | 2.4 | 1.3 | 1.3 | 1.6 | 1.0 | 2.6 | 0.1 | 2.5 | 2.0 | 1.9 | 1.6 |
| 2016 |
+11.85% | -5.5 | -0.6 | 8.0 | 1.3 | 0.2 | 0.3 | 4.2 | 0.6 | 0.9 | -1.9 | 2.5 | 1.9 |
| 2015 |
-3.29% | -1.8 | 5.6 | -1.1 | 2.2 | 0.1 | -2.3 | 0.2 | -6.6 | -3.4 | 7.1 | -0.1 | -2.5 |
| 2014 |
+4.59% | -4.6 | 5.0 | 1.1 | 0.6 | 1.9 | 2.2 | -1.9 | 2.9 | -3.7 | 1.9 | 1.1 | -1.3 |
| 2013 |
+25.56% | 4.4 | 0.1 | 2.7 | 2.4 | 0.2 | -2.1 | 5.2 | -2.8 | 5.4 | 4.0 | 1.9 | 2.1 |
| 2012 |
+17.53% | 6.0 | 4.4 | 1.3 | -1.3 | -8.3 | 5.0 | 0.5 | 2.4 | 3.0 | -0.6 | 1.4 | 3.3 |
| 2011 |
-6.04% | 1.1 | 3.2 | 0.6 | 3.4 | -1.7 | -1.6 | -2.4 | -7.5 | -10.2 | 11.7 | -1.0 | -0.3 |
| 2010 |
+15.18% | -4.4 | 2.5 | 6.8 | 0.9 | -9.0 | -4.5 | 8.7 | -4.4 | 9.8 | 3.6 | -1.4 | 7.6 |
| 2009 |
+33.61% | -10.8 | -10.5 | 9.7 | 12.9 | 9.0 | -0.7 | 9.4 | 3.4 | 5.1 | -3.2 | 5.5 | 2.7 |
| 2008 |
-39.19% | -6.4 | -1.9 | -0.9 | 5.4 | 1.9 | -8.8 | -1.7 | -0.8 | -9.9 | -19.7 | -8.0 | 5.2 |
| 2007 |
+8.74% | 1.5 | -1.3 | 2.2 | 3.7 | 3.6 | -0.7 | -3.0 | 0.6 | 5.1 | 3.9 | -5.1 | -1.6 |
| 2006 |
+21.83% | 5.9 | -0.6 | 2.8 | 3.0 | -4.6 | 0.2 | 0.6 | 2.2 | 1.1 | 4.2 | 3.2 | 2.5 |
| 2005 |
+12.61% | -2.1 | 4.0 | -3.0 | -2.0 | 2.5 | 1.9 | 4.5 | 0.5 | 2.9 | -3.5 | 4.1 | 2.5 |
| 2004 |
+18.09% | 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% | -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% | -1.6 | 0.1 | 4.9 | -1.3 | -0.7 | -5.8 | -9.6 | 0.4 | -10.4 | 5.9 | 6.3 | -4.0 |
* Note: Portofolio Returns, up to December 2004, 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:
EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
VTV - Vanguard Value: simulated historical serie, up to December 2004
JKI - iShares Morningstar Mid-Cap Value: simulated historical serie, up to December 2004