Data Source: from January 1985 to October 2022 (~38 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.09%
1 Day
Nov 29 2022, 04:00PM Eastern Time
2.61%
Current Month
November 2022
The Betterment Robo Advisor 20 Portfolio is a Low Risk portfolio and can be implemented with 12 ETFs.
It's exposed for 19.9% on the Stock Market.
In the last 30 Years, the Betterment Robo Advisor 20 Portfolio obtained a 5.24% compound annual return, with a 4.07% 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 implemented 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 % | VOE | Vanguard 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 |
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 Oct 31, 2022
The Betterment Robo Advisor 20 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 20 PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Oct 31, 2022 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Nov 2022 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~38Y) |
|
| Betterment Robo Advisor 20 Portfolio | 0.09 | 2.61 | 1.05 | -4.56 | -10.76 | 1.09 | 2.24 | 5.24 | 6.59 | |
| US Inflation Adjusted return | 0.64 | -7.41 | -17.18 | -2.66 | -0.32 | 2.67 | 3.70 | |||
| Components | ||||||||||
|
VTI Vanguard Total Stock Market |
-0.15 |
03:59PM Nov 29 2022 |
2.04 | 8.11 | -5.43 | -16.87 | 9.80 | 12.41 | 9.79 | 10.34 |
|
EFA iShares MSCI EAFE |
0.27 |
03:59PM Nov 29 2022 |
11.18 | 5.89 | -11.64 | -23.17 | -0.16 | 4.08 | 5.00 | 6.17 |
|
EEM iShares MSCI Emerging Markets |
2.19 |
03:59PM Nov 29 2022 |
12.39 | -1.98 | -18.62 | -31.25 | -3.80 | 0.20 | 5.66 | 7.33 |
|
VTV Vanguard Value |
0.33 |
03:59PM Nov 29 2022 |
4.07 | 11.73 | -0.64 | -0.92 | 9.10 | 11.78 | 9.62 | 11.17 |
|
VOE Vanguard Mid-Cap Value |
0.55 |
03:59PM Nov 29 2022 |
4.49 | 10.04 | -4.87 | -6.13 | 7.11 | 11.17 | 10.90 | 12.65 |
|
IJS iShares S&P Small-Cap 600 Value |
0.53 |
03:59PM Nov 29 2022 |
1.76 | 14.40 | -0.71 | -7.38 | 6.48 | 11.01 | 11.05 | 13.63 |
|
SHY iShares 1-3 Year Treasury Bond |
-0.04 |
04:00PM Nov 29 2022 |
0.40 | -0.13 | -1.72 | -4.91 | 0.41 | 0.45 | 3.11 | 5.33 |
|
BSV Vanguard Short-Term Bond |
-0.10 |
03:59PM Nov 29 2022 |
1.02 | -0.21 | -2.52 | -7.02 | 0.46 | 0.74 | 3.60 | 5.20 |
|
BNDX Vanguard Total International Bond |
0.29 |
04:00PM Nov 29 2022 |
2.16 | 0.54 | -5.17 | -12.15 | -0.04 | 1.61 | 5.17 | 6.62 |
|
BND Vanguard Total Bond Market |
-0.37 |
04:00PM Nov 29 2022 |
2.87 | -1.16 | -6.55 | -15.59 | -0.50 | 0.65 | 4.32 | 6.25 |
|
EMB iShares JP Morgan USD Em Mkts Bd |
0.46 |
04:00PM Nov 29 2022 |
8.84 | -0.17 | -11.06 | -24.88 | -3.17 | 0.23 | 9.06 | 8.96 |
|
TIP iShares TIPS Bond |
-0.43 |
03:59PM Nov 29 2022 |
0.35 | 1.42 | -8.80 | -12.43 | 1.79 | 0.80 | 5.47 | 5.86 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%
Live update: World Markets and Indexes
Portfolio Metrics as of Oct 31, 2022
Metrics of Betterment Robo Advisor 20 Portfolio, updated as of 31 October 2022.
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 20 PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 October 2022 (~38 years)
Swipe left to see all data
| Metrics as of Oct 31, 2022 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~38Y) |
|
| Portfolio Return (%) |
1.05 | -4.62 | -4.56 | -10.76 | -0.58 | 1.09 | 2.24 | 4.08 | 5.24 | 6.59 |
| US Inflation (%) | 0.41 | 0.59 | 3.08 | 7.75 | 5.01 | 3.85 | 2.57 | 2.52 | 2.51 | 2.79 |
| Infl. Adjusted Return (%) |
0.64 | -5.18 | -7.41 | -17.18 | -5.32 | -2.66 | -0.32 | 1.52 | 2.67 | 3.70 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 5.84 | 5.31 | 4.58 | 3.72 | 4.01 | 4.07 | 4.41 | |||
| Sharpe Ratio | -1.96 | -0.19 | 0.02 | 0.46 | 0.75 | 0.75 | 0.59 | |||
| Sortino Ratio | -2.93 | -0.24 | 0.03 | 0.58 | 0.96 | 0.98 | 0.80 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -11.83 | -12.16 | -12.16 | -12.16 | -12.16 | -12.16 | -12.16 | |||
| Start (yyyy mm) | 2022 01 | 2021 09 | 2021 09 | 2021 09 | 2021 09 | 2021 09 | 2021 09 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Start to Bottom (# months) | 9 | 13 | 13 | 13 | 13 | 13 | 13 | |||
| Start to Recovery (# months) in progress |
> 10
|
> 14
|
> 14
|
> 14
|
> 14
|
> 14
|
> 14
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 25.95 | 14.58 | 13.11 | 10.73 | 9.47 | 7.87 | ||||
| Worst Return (%) | -11.04 | -0.68 | 0.98 | 2.12 | 4.08 | 5.17 | ||||
| % Positive Periods | 93% | 100% | 100% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 1 | 3 | 4 | 22 | 39 | 82 | 172 | 260 | 328 |
| Negative | 0 | 2 | 3 | 8 | 14 | 21 | 38 | 68 | 100 | 126 |
| % Positive | 100% | 33% | 50% | 33% | 61% | 65% | 68% | 72% | 72% | 72% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 34.33 | 20.65 | 10.88 | 6.77 | 5.99 | 7.27 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 1.50 | 2.60 | 3.57 | ||||
- 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 31 October 2022
Swipe left to see all data
|
|
|
|
|
|
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|
|
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | EFA | EEM | VTV | VOE | IJS | SHY | BSV | BNDX | BND | EMB | TIP | |
| VTI |
1.00
|
0.94
|
0.60
|
0.91
|
0.95
|
0.93
|
0.47
|
0.56
|
0.73
|
0.69
|
0.89
|
0.79
|
|
| EFA |
0.94
|
1.00
|
0.71
|
0.97
|
0.97
|
0.93
|
0.55
|
0.62
|
0.66
|
0.67
|
0.90
|
0.76
|
|
| EEM |
0.60
|
0.71
|
1.00
|
0.67
|
0.69
|
0.60
|
0.55
|
0.57
|
0.42
|
0.64
|
0.77
|
0.60
|
|
| VTV |
0.91
|
0.97
|
0.67
|
1.00
|
0.98
|
0.95
|
0.42
|
0.48
|
0.55
|
0.51
|
0.81
|
0.69
|
|
| VOE |
0.95
|
0.97
|
0.69
|
0.98
|
1.00
|
0.96
|
0.48
|
0.54
|
0.61
|
0.59
|
0.86
|
0.78
|
|
| IJS |
0.93
|
0.93
|
0.60
|
0.95
|
0.96
|
1.00
|
0.55
|
0.61
|
0.68
|
0.63
|
0.76
|
0.81
|
|
| SHY |
0.47
|
0.55
|
0.55
|
0.42
|
0.48
|
0.55
|
1.00
|
0.98
|
0.73
|
0.85
|
0.59
|
0.71
|
|
| BSV |
0.56
|
0.62
|
0.57
|
0.48
|
0.54
|
0.61
|
0.98
|
1.00
|
0.82
|
0.92
|
0.66
|
0.79
|
|
| BNDX |
0.73
|
0.66
|
0.42
|
0.55
|
0.61
|
0.68
|
0.73
|
0.82
|
1.00
|
0.89
|
0.69
|
0.87
|
|
| BND |
0.69
|
0.67
|
0.64
|
0.51
|
0.59
|
0.63
|
0.85
|
0.92
|
0.89
|
1.00
|
0.78
|
0.83
|
|
| EMB |
0.89
|
0.90
|
0.77
|
0.81
|
0.86
|
0.76
|
0.59
|
0.66
|
0.69
|
0.78
|
1.00
|
0.69
|
|
| TIP |
0.79
|
0.76
|
0.60
|
0.69
|
0.78
|
0.81
|
0.71
|
0.79
|
0.87
|
0.83
|
0.69
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
|
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||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | EFA | EEM | VTV | VOE | IJS | SHY | BSV | BNDX | BND | EMB | TIP | |
| VTI |
1.00
|
0.92
|
0.74
|
0.94
|
0.94
|
0.88
|
-0.03
|
0.21
|
0.42
|
0.39
|
0.72
|
0.56
|
|
| EFA |
0.92
|
1.00
|
0.81
|
0.92
|
0.92
|
0.87
|
-0.01
|
0.23
|
0.37
|
0.36
|
0.76
|
0.50
|
|
| EEM |
0.74
|
0.81
|
1.00
|
0.72
|
0.75
|
0.73
|
-0.01
|
0.20
|
0.28
|
0.33
|
0.72
|
0.37
|
|
| VTV |
0.94
|
0.92
|
0.72
|
1.00
|
0.97
|
0.91
|
-0.15
|
0.06
|
0.27
|
0.21
|
0.63
|
0.40
|
|
| VOE |
0.94
|
0.92
|
0.75
|
0.97
|
1.00
|
0.94
|
-0.16
|
0.09
|
0.34
|
0.26
|
0.70
|
0.44
|
|
| IJS |
0.88
|
0.87
|
0.73
|
0.91
|
0.94
|
1.00
|
-0.15
|
0.06
|
0.27
|
0.20
|
0.60
|
0.38
|
|
| SHY |
-0.03
|
-0.01
|
-0.01
|
-0.15
|
-0.16
|
-0.15
|
1.00
|
0.93
|
0.57
|
0.74
|
0.17
|
0.57
|
|
| BSV |
0.21
|
0.23
|
0.20
|
0.06
|
0.09
|
0.06
|
0.93
|
1.00
|
0.77
|
0.90
|
0.48
|
0.76
|
|
| BNDX |
0.42
|
0.37
|
0.28
|
0.27
|
0.34
|
0.27
|
0.57
|
0.77
|
1.00
|
0.87
|
0.67
|
0.83
|
|
| BND |
0.39
|
0.36
|
0.33
|
0.21
|
0.26
|
0.20
|
0.74
|
0.90
|
0.87
|
1.00
|
0.66
|
0.85
|
|
| EMB |
0.72
|
0.76
|
0.72
|
0.63
|
0.70
|
0.60
|
0.17
|
0.48
|
0.67
|
0.66
|
1.00
|
0.63
|
|
| TIP |
0.56
|
0.50
|
0.37
|
0.40
|
0.44
|
0.38
|
0.57
|
0.76
|
0.83
|
0.85
|
0.63
|
1.00
|
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | EFA | EEM | VTV | VOE | IJS | SHY | BSV | BNDX | BND | EMB | TIP | |
| VTI |
1.00
|
0.87
|
0.67
|
0.94
|
0.94
|
0.87
|
-0.07
|
0.14
|
0.33
|
0.28
|
0.62
|
0.41
|
|
| EFA |
0.87
|
1.00
|
0.79
|
0.85
|
0.86
|
0.76
|
-0.02
|
0.19
|
0.30
|
0.29
|
0.70
|
0.42
|
|
| EEM |
0.67
|
0.79
|
1.00
|
0.64
|
0.67
|
0.62
|
0.03
|
0.21
|
0.25
|
0.30
|
0.70
|
0.39
|
|
| VTV |
0.94
|
0.85
|
0.64
|
1.00
|
0.96
|
0.89
|
-0.19
|
0.00
|
0.20
|
0.12
|
0.53
|
0.27
|
|
| VOE |
0.94
|
0.86
|
0.67
|
0.96
|
1.00
|
0.92
|
-0.18
|
0.04
|
0.27
|
0.18
|
0.60
|
0.33
|
|
| IJS |
0.87
|
0.76
|
0.62
|
0.89
|
0.92
|
1.00
|
-0.19
|
-0.01
|
0.17
|
0.09
|
0.48
|
0.24
|
|
| SHY |
-0.07
|
-0.02
|
0.03
|
-0.19
|
-0.18
|
-0.19
|
1.00
|
0.92
|
0.55
|
0.74
|
0.22
|
0.58
|
|
| BSV |
0.14
|
0.19
|
0.21
|
0.00
|
0.04
|
-0.01
|
0.92
|
1.00
|
0.75
|
0.90
|
0.51
|
0.76
|
|
| BNDX |
0.33
|
0.30
|
0.25
|
0.20
|
0.27
|
0.17
|
0.55
|
0.75
|
1.00
|
0.86
|
0.65
|
0.78
|
|
| BND |
0.28
|
0.29
|
0.30
|
0.12
|
0.18
|
0.09
|
0.74
|
0.90
|
0.86
|
1.00
|
0.67
|
0.84
|
|
| EMB |
0.62
|
0.70
|
0.70
|
0.53
|
0.60
|
0.48
|
0.22
|
0.51
|
0.65
|
0.67
|
1.00
|
0.66
|
|
| TIP |
0.41
|
0.42
|
0.39
|
0.27
|
0.33
|
0.24
|
0.58
|
0.76
|
0.78
|
0.84
|
0.66
|
1.00
|
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | EFA | EEM | VTV | VOE | IJS | SHY | BSV | BNDX | BND | EMB | TIP | |
| VTI |
1.00
|
0.82
|
0.73
|
0.94
|
0.89
|
0.86
|
-0.16
|
0.06
|
0.12
|
0.11
|
0.56
|
0.18
|
|
| EFA |
0.82
|
1.00
|
0.78
|
0.80
|
0.77
|
0.73
|
-0.15
|
0.10
|
0.15
|
0.12
|
0.57
|
0.19
|
|
| EEM |
0.73
|
0.78
|
1.00
|
0.70
|
0.68
|
0.66
|
-0.09
|
0.11
|
0.13
|
0.11
|
0.65
|
0.18
|
|
| VTV |
0.94
|
0.80
|
0.70
|
1.00
|
0.94
|
0.85
|
-0.15
|
0.05
|
0.10
|
0.08
|
0.55
|
0.16
|
|
| VOE |
0.89
|
0.77
|
0.68
|
0.94
|
1.00
|
0.90
|
-0.17
|
0.06
|
0.15
|
0.11
|
0.55
|
0.20
|
|
| IJS |
0.86
|
0.73
|
0.66
|
0.85
|
0.90
|
1.00
|
-0.18
|
0.01
|
0.09
|
0.04
|
0.49
|
0.11
|
|
| SHY |
-0.16
|
-0.15
|
-0.09
|
-0.15
|
-0.17
|
-0.18
|
1.00
|
0.79
|
0.47
|
0.73
|
0.13
|
0.62
|
|
| BSV |
0.06
|
0.10
|
0.11
|
0.05
|
0.06
|
0.01
|
0.79
|
1.00
|
0.56
|
0.89
|
0.47
|
0.73
|
|
| BNDX |
0.12
|
0.15
|
0.13
|
0.10
|
0.15
|
0.09
|
0.47
|
0.56
|
1.00
|
0.65
|
0.35
|
0.61
|
|
| BND |
0.11
|
0.12
|
0.11
|
0.08
|
0.11
|
0.04
|
0.73
|
0.89
|
0.65
|
1.00
|
0.48
|
0.84
|
|
| EMB |
0.56
|
0.57
|
0.65
|
0.55
|
0.55
|
0.49
|
0.13
|
0.47
|
0.35
|
0.48
|
1.00
|
0.44
|
|
| TIP |
0.18
|
0.19
|
0.18
|
0.16
|
0.20
|
0.11
|
0.62
|
0.73
|
0.61
|
0.84
|
0.44
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | EFA | EEM | VTV | VOE | IJS | SHY | BSV | BNDX | BND | EMB | TIP | |
| VTI |
1.00
|
0.72
|
0.70
|
0.94
|
0.91
|
0.87
|
-0.06
|
0.12
|
0.18
|
0.17
|
0.55
|
0.21
|
|
| EFA |
0.72
|
1.00
|
0.65
|
0.71
|
0.67
|
0.64
|
-0.02
|
0.14
|
0.20
|
0.16
|
0.51
|
0.20
|
|
| EEM |
0.70
|
0.65
|
1.00
|
0.68
|
0.66
|
0.64
|
0.01
|
0.15
|
0.18
|
0.16
|
0.61
|
0.20
|
|
| VTV |
0.94
|
0.71
|
0.68
|
1.00
|
0.94
|
0.86
|
-0.04
|
0.12
|
0.17
|
0.15
|
0.54
|
0.20
|
|
| VOE |
0.91
|
0.67
|
0.66
|
0.94
|
1.00
|
0.91
|
-0.07
|
0.11
|
0.20
|
0.16
|
0.54
|
0.22
|
|
| IJS |
0.87
|
0.64
|
0.64
|
0.86
|
0.91
|
1.00
|
-0.11
|
0.05
|
0.13
|
0.07
|
0.48
|
0.13
|
|
| SHY |
-0.06
|
-0.02
|
0.01
|
-0.04
|
-0.07
|
-0.11
|
1.00
|
0.85
|
0.60
|
0.80
|
0.21
|
0.71
|
|
| BSV |
0.12
|
0.14
|
0.15
|
0.12
|
0.11
|
0.05
|
0.85
|
1.00
|
0.65
|
0.90
|
0.47
|
0.77
|
|
| BNDX |
0.18
|
0.20
|
0.18
|
0.17
|
0.20
|
0.13
|
0.60
|
0.65
|
1.00
|
0.74
|
0.41
|
0.71
|
|
| BND |
0.17
|
0.16
|
0.16
|
0.15
|
0.16
|
0.07
|
0.80
|
0.90
|
0.74
|
1.00
|
0.50
|
0.88
|
|
| EMB |
0.55
|
0.51
|
0.61
|
0.54
|
0.54
|
0.48
|
0.21
|
0.47
|
0.41
|
0.50
|
1.00
|
0.47
|
|
| TIP |
0.21
|
0.20
|
0.20
|
0.20
|
0.22
|
0.13
|
0.71
|
0.77
|
0.71
|
0.88
|
0.47
|
1.00
|
Portfolio Dividends
In 2021, the Betterment Robo Advisor 20 Portfolio granted a 1.60% dividend yield. If you are interested in getting periodic income, please refer to the Betterment Robo Advisor 20 Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Oct 31, 2022
An investment of 1000$, since November 1992,
now would be worth 4634.70$, with a total return of 363.47% (5.24% annualized).
The Inflation Adjusted Capital now would be 2205.28$, with a net total return of 120.53% (2.67% annualized).
The Inflation Adjusted Capital now would be 2205.28$, with a net total return of 120.53% (2.67% annualized).
An investment of 1000$, since January 1985,
now would be worth 11201.37$, with a total return of 1020.14% (6.59% annualized).
The Inflation Adjusted Capital now would be 3957.91$, with a net total return of 295.79% (3.70% annualized).
The Inflation Adjusted Capital now would be 3957.91$, with a net total return of 295.79% (3.70% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -12.16% | Sep 2021 | Sep 2022 | 13 | in progress | 1 | 14 |
| -9.97% | May 2008 | Feb 2009 | 10 | Jul 2009 | 5 | 15 |
| -4.47% | Feb 1994 | Jun 1994 | 5 | Apr 1995 | 10 | 15 |
| -4.38% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
| -4.07% | May 1998 | Aug 1998 | 4 | Oct 1998 | 2 | 6 |
| -3.26% | Jun 2011 | Sep 2011 | 4 | Jan 2012 | 4 | 8 |
| -2.69% | May 2015 | Sep 2015 | 5 | Jun 2016 | 9 | 14 |
| -2.38% | Jun 2002 | Jul 2002 | 2 | Nov 2002 | 4 | 6 |
| -2.28% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
| -2.19% | May 2013 | Jun 2013 | 2 | Oct 2013 | 4 | 6 |
| -2.14% | Feb 2018 | Oct 2018 | 9 | Jan 2019 | 3 | 12 |
| -1.76% | May 2012 | May 2012 | 1 | Jul 2012 | 2 | 3 |
| -1.59% | May 2010 | Jun 2010 | 2 | Jul 2010 | 1 | 3 |
| -1.48% | Feb 2001 | Mar 2001 | 2 | May 2001 | 2 | 4 |
| -1.47% | Apr 2000 | May 2000 | 2 | Jun 2000 | 1 | 3 |
| -1.41% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -1.37% | Oct 1997 | Oct 1997 | 1 | Jan 1998 | 3 | 4 |
| -1.37% | Oct 2016 | Nov 2016 | 2 | Feb 2017 | 3 | 5 |
| -1.36% | May 1999 | May 1999 | 1 | Oct 1999 | 5 | 6 |
| -1.26% | Jan 2000 | Jan 2000 | 1 | Feb 2000 | 1 | 2 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -12.16% | Sep 2021 | Sep 2022 | 13 | in progress | 1 | 14 |
| -9.97% | May 2008 | Feb 2009 | 10 | Jul 2009 | 5 | 15 |
| -4.85% | Sep 1987 | Nov 1987 | 3 | Feb 1988 | 3 | 6 |
| -4.47% | Feb 1994 | Jun 1994 | 5 | Apr 1995 | 10 | 15 |
| -4.38% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
| -4.18% | Aug 1990 | Sep 1990 | 2 | Dec 1990 | 3 | 5 |
| -4.07% | May 1998 | Aug 1998 | 4 | Oct 1998 | 2 | 6 |
| -3.26% | Jun 2011 | Sep 2011 | 4 | Jan 2012 | 4 | 8 |
| -2.84% | Jan 1990 | Apr 1990 | 4 | May 1990 | 1 | 5 |
| -2.69% | May 2015 | Sep 2015 | 5 | Jun 2016 | 9 | 14 |
| -2.38% | Jun 2002 | Jul 2002 | 2 | Nov 2002 | 4 | 6 |
| -2.28% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
| -2.19% | May 2013 | Jun 2013 | 2 | Oct 2013 | 4 | 6 |
| -2.14% | Feb 2018 | Oct 2018 | 9 | Jan 2019 | 3 | 12 |
| -2.01% | Sep 1986 | Sep 1986 | 1 | Dec 1986 | 3 | 4 |
| -1.76% | May 2012 | May 2012 | 1 | Jul 2012 | 2 | 3 |
| -1.59% | May 2010 | Jun 2010 | 2 | Jul 2010 | 1 | 3 |
| -1.48% | Mar 1987 | May 1987 | 3 | Jul 1987 | 2 | 5 |
| -1.48% | Feb 2001 | Mar 2001 | 2 | May 2001 | 2 | 4 |
| -1.47% | Apr 2000 | May 2000 | 2 | Jun 2000 | 1 | 3 |
Rolling Returns ( more details)
Betterment Robo Advisor 20 Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
6.82 |
25.95 Apr 1985 - Mar 1986 |
-11.04 Oct 2021 - Sep 2022 |
7.00% |
| 2 Years |
6.72 |
19.59 Mar 1985 - Feb 1987 |
-3.11 Oct 2020 - Sep 2022 |
1.86% |
| 3 Years |
6.65 |
14.58 Oct 1990 - Sep 1993 |
-0.68 Oct 2019 - Sep 2022 |
0.48% |
| 5 Years |
6.63 |
13.11 Jan 1985 - Dec 1989 |
0.98 Oct 2017 - Sep 2022 |
0.00% |
| 7 Years |
6.61 |
12.79 Jan 1985 - Dec 1991 |
1.96 Nov 2015 - Oct 2022 |
0.00% |
| 10 Years |
6.56 |
10.73 Jan 1985 - Dec 1994 |
2.12 Oct 2012 - Sep 2022 |
0.00% |
| 15 Years |
6.53 |
10.41 Jan 1985 - Dec 1999 |
2.76 Nov 2007 - Oct 2022 |
0.00% |
| 20 Years |
6.54 |
9.47 Jan 1985 - Dec 2004 |
4.08 Nov 2002 - Oct 2022 |
0.00% |
| 30 Years |
6.57 |
7.87 Jan 1985 - Dec 2014 |
5.17 Oct 1992 - Sep 2022 |
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 20 Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Betterment Robo Advisor 20 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 |
0.32
60% |
-0.53
40% |
-0.62
60% |
0.26
60% |
0.39
80% |
0.09
60% |
0.96
100% |
-0.03
80% |
-1.04
20% |
0.09
60% |
0.69
80% |
0.62
80% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.32
|
99.78
|
99.16
|
99.42
|
99.80
|
99.89
|
100.85
|
100.82
|
99.77
|
99.86
|
100.55
|
101.17
|
| Best |
2.4 2019 |
0.6 2019 |
1.0 2019 |
2.5 2020 |
1.2 2020 |
2.1 2019 |
2.1 2022 |
0.8 2020 |
0.3 2019 |
1.1 2022 |
2.8 2020 |
1.3 2020 |
| Worst |
-1.7 2022 |
-1.2 2022 |
-3.6 2020 |
-2.7 2022 |
-0.7 2019 |
-2.6 2022 |
0.1 2019 |
-2.0 2022 |
-3.6 2022 |
-1.8 2018 |
-0.7 2021 |
-0.6 2018 |
Monthly Seasonality over the period Nov 2017 - Oct 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 |
0.24
60% |
0.06
70% |
0.00
80% |
0.42
80% |
0.24
60% |
0.00
60% |
0.78
90% |
-0.12
70% |
-0.45
40% |
0.36
70% |
0.40
70% |
0.33
70% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.24
|
100.31
|
100.31
|
100.73
|
100.97
|
100.97
|
101.76
|
101.65
|
101.19
|
101.56
|
101.97
|
102.30
|
| Best |
2.4 2019 |
1.3 2014 |
2.0 2016 |
2.5 2020 |
1.2 2020 |
2.1 2019 |
2.1 2022 |
1.0 2014 |
1.7 2013 |
1.5 2015 |
2.8 2020 |
1.3 2020 |
| Worst |
-1.7 2022 |
-1.2 2022 |
-3.6 2020 |
-2.7 2022 |
-0.9 2013 |
-2.6 2022 |
-0.4 2014 |
-2.0 2022 |
-3.6 2022 |
-1.8 2018 |
-0.7 2021 |
-0.7 2015 |
Monthly Seasonality over the period Nov 2012 - Oct 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 |
0.63
71% |
0.39
76% |
0.34
71% |
0.70
84% |
0.55
63% |
0.42
68% |
0.75
74% |
0.35
71% |
0.19
61% |
0.51
71% |
0.59
70% |
1.10
86% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.63
|
101.01
|
101.36
|
102.07
|
102.63
|
103.06
|
103.84
|
104.20
|
104.40
|
104.93
|
105.55
|
106.71
|
| Best |
3.4 1988 |
3.5 1986 |
3.6 1986 |
2.9 2009 |
4.0 1985 |
2.3 1986 |
2.9 1989 |
3.3 1986 |
2.9 1998 |
2.5 2011 |
2.8 1985 |
5.3 1991 |
| Worst |
-2.9 2009 |
-2.6 2009 |
-3.6 2020 |
-2.7 2022 |
-1.8 2012 |
-2.6 2022 |
-1.3 2002 |
-3.6 1998 |
-3.6 2022 |
-4.9 2008 |
-1.2 1994 |
-0.7 2015 |
Monthly Seasonality over the period Jan 1985 - Oct 2022
Monthly/Yearly Returns
Betterment Robo Advisor 20 Portfolio data source starts from January 1985: 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 1985 - Oct 2022
328 Positive Months (72%) - 126 Negative Months (28%)
MONTHLY RETURNS TABLE
Jan 1985 - Oct 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 |
-10.91 | -16.65 | -1.7 | -1.2 | -1.2 | -2.7 | 0.6 | -2.6 | 2.1 | -2.0 | -3.6 | 1.1 | ||
| 2021 |
+2.61 | -4.13 | -0.1 | 0.1 | 0.5 | 1.0 | 0.6 | 0.2 | 0.3 | 0.4 | -1.3 | 0.7 | -0.7 | 0.8 |
| 2020 |
+6.01 | +4.58 | 0.3 | -0.8 | -3.6 | 2.5 | 1.2 | 0.9 | 1.4 | 0.8 | -0.5 | -0.3 | 2.8 | 1.3 |
| 2019 |
+9.57 | +7.12 | 2.4 | 0.6 | 1.0 | 0.8 | -0.7 | 2.1 | 0.1 | 0.5 | 0.3 | 0.7 | 0.4 | 1.0 |
| 2018 |
-1.42 | -3.27 | 0.7 | -1.2 | 0.2 | -0.3 | 0.2 | -0.2 | 0.8 | 0.2 | -0.1 | -1.8 | 0.7 | -0.6 |
| 2017 |
+6.24 | +4.04 | 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 |
+4.01 | +1.89 | -0.5 | 0.3 | 2.0 | 0.4 | 0.0 | 1.1 | 1.1 | 0.0 | 0.3 | -0.8 | -0.6 | 0.6 |
| 2015 |
-0.31 | -1.04 | 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 |
+2.92 | +2.15 | -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 |
+3.86 | +2.33 | 0.5 | 0.2 | 0.5 | 1.0 | -0.9 | -1.3 | 1.3 | -1.0 | 1.7 | 1.2 | 0.3 | 0.2 |
| 2012 |
+6.18 | +4.36 | 1.7 | 1.0 | 0.1 | 0.2 | -1.8 | 1.2 | 0.8 | 0.7 | 0.9 | -0.1 | 0.5 | 0.7 |
| 2011 |
+1.94 | -1.00 | 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 |
+6.55 | +4.98 | -0.1 | 0.6 | 1.4 | 0.7 | -1.5 | -0.1 | 2.1 | 0.0 | 2.1 | 1.1 | -0.9 | 1.2 |
| 2009 |
+10.31 | +7.39 | -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 |
-4.00 | -4.09 | 0.1 | 0.4 | -0.1 | 0.5 | 0.0 | -1.7 | 0.0 | 0.2 | -2.5 | -4.9 | 0.7 | 3.4 |
| 2007 |
+7.51 | +3.29 | 0.3 | 0.5 | 0.8 | 1.1 | 0.5 | -0.1 | 0.1 | 0.8 | 1.8 | 1.5 | 0.1 | -0.1 |
| 2006 |
+7.81 | +5.14 | 1.4 | 0.1 | 0.3 | 0.8 | -1.1 | 0.2 | 0.9 | 1.3 | 0.6 | 1.3 | 1.3 | 0.5 |
| 2005 |
+5.11 | +1.63 | -0.2 | 0.6 | -0.8 | 0.3 | 1.1 | 0.8 | 0.5 | 0.9 | 0.5 | -1.1 | 1.2 | 1.1 |
| 2004 |
+6.10 | +2.75 | 0.7 | 1.0 | 0.4 | -2.3 | 0.2 | 0.7 | -0.3 | 1.3 | 0.7 | 0.9 | 1.1 | 1.4 |
| 2003 |
+12.15 | +10.09 | -0.3 | 0.4 | 0.1 | 2.4 | 2.3 | 0.5 | -0.5 | 1.1 | 1.3 | 1.3 | 0.6 | 2.4 |
| 2002 |
+3.70 | +1.29 | 0.2 | 0.8 | 0.3 | 1.0 | 0.3 | -1.1 | -1.3 | 1.4 | -1.0 | 1.2 | 1.0 | 0.9 |
| 2001 |
+5.73 | +4.11 | 2.2 | -0.9 | -0.6 | 1.4 | 0.6 | 0.0 | 0.8 | 0.3 | -1.1 | 1.9 | 0.7 | 0.5 |
| 2000 |
+6.02 | +2.55 | -1.3 | 1.3 | 1.7 | -1.0 | -0.5 | 1.9 | 0.3 | 1.7 | -0.2 | -0.1 | -0.2 | 2.1 |
| 1999 |
+8.74 | +5.90 | 0.5 | -1.2 | 1.9 | 2.4 | -1.4 | 1.2 | -0.3 | -0.1 | 0.6 | 1.4 | 1.2 | 2.2 |
| 1998 |
+7.78 | +6.07 | 0.7 | 1.8 | 1.1 | 0.7 | -0.5 | 0.1 | 0.0 | -3.6 | 2.9 | 2.3 | 1.2 | 1.1 |
| 1997 |
+7.86 | +6.06 | 0.5 | 0.5 | -1.2 | 1.1 | 2.4 | 1.7 | 2.0 | -1.4 | 2.2 | -1.4 | 0.3 | 0.9 |
| 1996 |
+8.41 | +4.93 | 1.4 | -0.9 | 0.2 | 0.7 | 0.3 | 0.8 | -0.5 | 0.9 | 1.9 | 1.3 | 2.3 | -0.3 |
| 1995 |
+16.25 | +13.37 | 0.8 | 1.2 | 0.7 | 2.0 | 2.9 | 0.6 | 1.1 | 0.7 | 1.2 | 0.3 | 1.9 | 1.7 |
| 1994 |
-2.09 | -4.64 | 1.8 | -1.9 | -2.2 | 0.1 | 0.0 | -0.4 | 1.4 | 0.9 | -0.9 | 0.6 | -1.2 | 0.0 |
| 1993 |
+14.56 | +11.50 | 2.0 | 1.6 | 1.6 | 1.1 | 0.1 | 1.5 | 1.0 | 2.3 | 0.0 | 1.3 | -1.1 | 2.5 |
| 1992 |
+6.45 | +3.45 | -0.7 | 0.1 | -0.9 | 0.9 | 2.4 | 0.0 | 2.0 | 0.6 | 0.7 | -1.1 | 0.5 | 1.7 |
| 1991 |
+19.85 | +16.28 | 1.7 | 2.7 | 0.5 | 1.2 | 1.7 | -1.3 | 1.6 | 2.3 | 1.7 | 1.7 | -0.6 | 5.3 |
| 1990 |
+4.63 | -1.39 | -1.8 | 0.0 | -0.2 | -0.9 | 3.5 | 1.2 | 1.7 | -2.9 | -1.3 | 2.2 | 1.6 | 1.6 |
| 1989 |
+16.78 | +11.60 | 2.1 | 0.2 | 0.1 | 2.3 | 2.0 | 1.5 | 2.9 | -0.1 | 1.3 | 0.6 | 1.4 | 1.5 |
| 1988 |
+10.19 | +5.52 | 3.4 | 1.9 | -0.3 | 0.2 | -0.5 | 2.3 | -0.2 | -0.7 | 1.9 | 1.5 | -0.1 | 0.5 |
| 1987 |
+2.79 | -1.57 | 3.3 | 1.3 | -0.1 | -0.9 | -0.5 | 1.1 | 1.3 | 0.9 | -1.3 | -3.1 | -0.5 | 1.4 |
| 1986 |
+15.37 | +14.12 | 0.6 | 3.5 | 3.6 | 0.8 | -0.5 | 2.3 | 0.3 | 3.3 | -2.0 | 1.0 | 0.9 | 0.6 |
| 1985 |
+21.34 | +16.90 | 3.1 | -0.7 | 1.5 | 1.3 | 4.0 | 1.4 | -0.1 | 1.2 | 0.0 | 2.1 | 2.8 | 2.8 |
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:
- 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
- SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002
- BSV - Vanguard Short-Term Bond: simulated historical serie, up to December 2007
- BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
- BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
- EMB - iShares JP Morgan USD Em Mkts Bd: simulated historical serie, up to December 2007
- TIP - iShares TIPS Bond: simulated historical serie, up to December 2003
Portfolio efficiency
Compared to the Betterment Robo Advisor 20 Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Sheltered Sam 20/80 Bill Bernstein |
+5.36 | 4.07 | -11.24 | 19.4 | 80 | 0.6 | ||
|
Robo Advisor 20 Betterment |
+5.24 | 4.07 | -12.16 | 19.9 | 80.1 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Low Risk categorization.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
High Yield Bonds Income |
+6.71 | 8.58 | -23.97 | 0 | 100 | 0 | ||
|
Stocks/Bonds 20/80 Momentum |
+6.25 | 4.70 | -17.91 | 20 | 80 | 0 | ||
|
All Country World 20/80 |
+5.89 | 5.41 | -17.97 | 20 | 80 | 0 | ||
|
Stocks/Bonds 20/80 |
+5.67 | 4.61 | -16.57 | 20 | 80 | 0 | ||
|
Dimensional Retirement Income Fund DFA |
+5.62 | 4.73 | -12.91 | 20.4 | 79.6 | 0 | ||