Last Update: 31 January 2020
The Betterment Robo Advisor 20 Portfolio is exposed for 19.9% 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 3.95% compound annual return, with a 2.99% standard deviation.
Asset Allocation and ETFs
The Betterment Robo Advisor 20 Portfolio has the following asset allocation:
The Betterment Robo Advisor 20 Portfolio can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 6.30 % | VTI | Vanguard Total Stock Market | Equity, U.S., Large Cap | |
| 5.60 % | EFA | iShares MSCI EAFE | Equity, EAFE, Large Cap | |
| 3.70 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap | |
| 1.70 % | VTV | Vanguard Value | Equity, U.S., Large Cap, Value | |
| 1.40 % | JKI | iShares Morningstar Mid-Cap Value | Equity, U.S., Mid Cap | |
| 1.20 % | IJS | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value | |
| 42.80 % | SHY | iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term | |
| 10.70 % | BSV | Vanguard Short-Term Bond | Bond, U.S., Short Term | |
| 9.80 % | BNDX | Vanguard Total International Bond | Bond, Developed Markets, All-Term | |
| 7.60 % | BND | Vanguard Total Bond Market | Bond, U.S., All-Term | |
| 5.90 % | EMB | iShares JP Morgan USD Em Mkts Bd | Bond, Emerging Markets, All-Term | |
| 3.30 % | TIP | iShares TIPS Bond | Bond, U.S., All-Term |
Historical Returns
Betterment Robo Advisor 20 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
|
+0.26%
|
0.00%
|
1 - 0 | |
|
3M
|
+1.67%
|
0.00%
|
3 - 0 | |
|
6M
|
+3.19%
|
0.00%
|
6 - 0 | |
|
YTD
|
+0.26%
|
0.00%
|
1 - 0 | |
|
1Y
|
+7.25%
|
2.22%
|
-0.68%
May 2019 - May 2019
|
11 - 1 |
|
3Y
|
+4.52%
annualized
|
2.56%
|
-2.11%
Feb 2018 - Oct 2018
|
29 - 7 |
|
5Y
|
+3.47%
annualized
|
2.66%
|
-2.69%
May 2015 - Sep 2015
|
43 - 17 |
|
10Y
|
+3.95%
annualized
|
2.99%
|
-3.26%
Jun 2011 - Sep 2011
|
86 - 34 |
|
MAX
01 Jan 2008
|
+3.73%
annualized
|
3.93%
|
-9.99%
May 2008 - Feb 2009
|
102 - 43 |
* 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 20 Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+3.97% |
+17.16% Mar 2009 - Feb 2010 |
-9.69% Mar 2008 - Feb 2009 |
11.94% |
| 2 Years |
+4.04% |
+11.93% Mar 2009 - Feb 2011 |
+0.82% Mar 2014 - Feb 2016 |
0.00% |
| 3 Years |
+3.95% |
+9.12% Mar 2009 - Feb 2012 |
+1.80% Feb 2013 - Jan 2016 |
0.00% |
| 5 Years |
+3.78% |
+7.06% Mar 2009 - Feb 2014 |
+2.26% Jan 2014 - Dec 2018 |
0.00% |
| 7 Years |
+3.78% |
+5.24% Mar 2009 - Feb 2016 |
+3.05% Nov 2011 - Oct 2018 |
0.00% |
| 10 Years |
+4.02% |
+4.86% Mar 2009 - Feb 2019 |
+3.54% May 2008 - Apr 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 |
+0.26% | 0.3 | |||||||||||
| 2019 |
+9.52% | 2.4 | 0.6 | 1.0 | 0.8 | -0.7 | 2.1 | 0.1 | 0.5 | 0.3 | 0.7 | 0.4 | 1.1 |
| 2018 |
-1.40% | 0.7 | -1.3 | 0.2 | -0.3 | 0.2 | -0.2 | 0.8 | 0.2 | -0.1 | -1.7 | 0.7 | -0.6 |
| 2017 |
+6.18% | 0.7 | 0.8 | 0.4 | 0.6 | 0.6 | 0.0 | 0.8 | 0.5 | 0.3 | 0.5 | 0.3 | 0.6 |
| 2016 |
+4.13% | -0.5 | 0.3 | 2.0 | 0.4 | 0.0 | 1.1 | 1.1 | 0.1 | 0.4 | -0.8 | -0.6 | 0.6 |
| 2015 |
-0.32% | 0.6 | 0.8 | 0.0 | 0.5 | -0.1 | -0.8 | 0.2 | -1.6 | -0.4 | 1.5 | -0.2 | -0.7 |
| 2014 |
+2.88% | -0.5 | 1.3 | 0.2 | 0.4 | 0.9 | 0.5 | -0.4 | 1.0 | -1.1 | 0.8 | 0.4 | -0.6 |
| 2013 |
+3.92% | 0.6 | 0.2 | 0.6 | 1.0 | -0.9 | -1.3 | 1.3 | -1.0 | 1.7 | 1.2 | 0.3 | 0.2 |
| 2012 |
+6.19% | 1.7 | 1.0 | 0.1 | 0.2 | -1.8 | 1.2 | 0.8 | 0.7 | 1.0 | -0.1 | 0.6 | 0.7 |
| 2011 |
+1.91% | 0.3 | 0.6 | 0.2 | 1.4 | 0.1 | -0.3 | 0.3 | -1.0 | -2.2 | 2.5 | -0.3 | 0.4 |
| 2010 |
+6.53% | -0.1 | 0.7 | 1.4 | 0.7 | -1.5 | -0.1 | 2.1 | 0.0 | 2.0 | 1.1 | -1.0 | 1.2 |
| 2009 |
+10.27% | -2.9 | -2.6 | 2.6 | 2.9 | 2.4 | 0.1 | 2.7 | 1.4 | 2.0 | -0.6 | 1.9 | 0.0 |
| 2008 |
-3.99% | 0.2 | 0.4 | -0.1 | 0.5 | 0.0 | -1.7 | 0.0 | 0.2 | -2.5 | -4.8 | 0.7 | 3.4 |
* 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