Last Update: 31 January 2020
The Betterment Robo Advisor 50 Portfolio is exposed for 49.9% on the Stock Market.
It's a Medium Risk portfolio and it can be replicated with 10 ETFs.
In the last 10 years, the portfolio obtained a 7.33% compound annual return, with a 7.08% standard deviation.
Asset Allocation and ETFs
The Betterment Robo Advisor 50 Portfolio has the following asset allocation:
The Betterment Robo Advisor 50 Portfolio can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 16.20 % | VTI | Vanguard Total Stock Market | Equity, U.S., Large Cap | |
| 13.70 % | EFA | iShares MSCI EAFE | Equity, EAFE, Large Cap | |
| 9.00 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap | |
| 4.40 % | VTV | Vanguard Value | Equity, U.S., Large Cap, Value | |
| 3.60 % | JKI | iShares Morningstar Mid-Cap Value | Equity, U.S., Mid Cap | |
| 3.00 % | IJS | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value | |
| 18.40 % | BNDX | Vanguard Total International Bond | Bond, Developed Markets, All-Term | |
| 14.70 % | BND | Vanguard Total Bond Market | Bond, U.S., All-Term | |
| 10.70 % | EMB | iShares JP Morgan USD Em Mkts Bd | Bond, Emerging Markets, All-Term | |
| 6.30 % | TIP | iShares TIPS Bond | Bond, U.S., All-Term |
Historical Returns
Betterment Robo Advisor 50 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
|
-0.48%
|
-0.48%
Jan 2020 - Jan 2020
|
0 - 1 | |
|
3M
|
+2.68%
|
-0.48%
Jan 2020 - Jan 2020
|
2 - 1 | |
|
6M
|
+4.81%
|
-0.48%
Jan 2020 - Jan 2020
|
4 - 2 | |
|
YTD
|
-0.48%
|
-0.48%
Jan 2020 - Jan 2020
|
0 - 1 | |
|
1Y
|
+10.95%
|
5.62%
|
-2.79%
May 2019 - May 2019
|
9 - 3 |
|
3Y
|
+7.49%
annualized
|
6.17%
|
-7.37%
Feb 2018 - Dec 2018
|
27 - 9 |
|
5Y
|
+6.04%
annualized
|
6.32%
|
-7.37%
Feb 2018 - Dec 2018
|
41 - 19 |
|
10Y
|
+7.33%
annualized
|
7.08%
|
-9.51%
May 2011 - Sep 2011
|
81 - 39 |
|
MAX
01 Jan 2008
|
+5.80%
annualized
|
9.37%
|
-28.85%
Jan 2008 - Feb 2009
|
93 - 52 |
* Annualized St.Dev. of monthly returns
Best Medium Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | #ETF | Stocks | Bonds | Comm. | |
|---|---|---|---|---|---|---|
| Couch Potato Scott Burns |
+8.76% | 2 | 50 | 50 | 0 | |
| All Weather Portfolio Ray Dalio |
+7.92% | 5 | 30 | 55 | 15 | |
| Stocks/Bonds 40/60 |
+7.87% | 2 | 40 | 60 | 0 | |
| Robo Advisor 50 Betterment |
+7.33% | 10 | 49.9 | 50.1 | 0 | |
| Edge Select Moderately Conservative Merrill Lynch |
+6.98% | 12 | 37 | 63 | 0 |
Capital Growth
Drawdowns
Rolling Returns
Betterment Robo Advisor 50 Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+7.06% |
+38.86% Mar 2009 - Feb 2010 |
-26.87% Mar 2008 - Feb 2009 |
18.66% |
| 2 Years |
+7.47% |
+26.02% Mar 2009 - Feb 2011 |
-0.46% Jan 2008 - Dec 2009 |
2.46% |
| 3 Years |
+7.43% |
+18.64% Mar 2009 - Feb 2012 |
+3.27% Feb 2013 - Jan 2016 |
0.00% |
| 5 Years |
+7.21% |
+14.67% Mar 2009 - Feb 2014 |
+3.94% Jan 2014 - Dec 2018 |
0.00% |
| 7 Years |
+7.20% |
+10.38% Mar 2009 - Feb 2016 |
+5.67% Jan 2008 - Dec 2014 |
0.00% |
| 10 Years |
+7.41% |
+9.75% Mar 2009 - Feb 2019 |
+5.95% Jun 2008 - May 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 |
-0.48% | -0.5 | |||||||||||
| 2019 |
+17.29% | 5.2 | 1.2 | 1.2 | 1.7 | -2.8 | 4.3 | 0.2 | -0.3 | 1.1 | 1.4 | 1.0 | 2.2 |
| 2018 |
-5.31% | 2.2 | -2.8 | 0.0 | -0.2 | 0.2 | -0.4 | 1.9 | 0.1 | 0.0 | -4.4 | 1.2 | -3.0 |
| 2017 |
+14.03% | 1.5 | 1.7 | 0.8 | 1.1 | 1.2 | 0.3 | 1.7 | 0.6 | 1.0 | 1.2 | 1.0 | 1.2 |
| 2016 |
+8.32% | -2.2 | 0.3 | 4.7 | 0.8 | 0.1 | 1.5 | 2.5 | 0.4 | 0.6 | -1.5 | -0.2 | 1.2 |
| 2015 |
-1.57% | 0.2 | 2.5 | -0.4 | 1.2 | -0.3 | -1.8 | 0.4 | -3.7 | -1.5 | 3.8 | -0.1 | -1.5 |
| 2014 |
+5.37% | -1.9 | 2.9 | 0.7 | 0.7 | 1.8 | 1.2 | -0.9 | 2.0 | -2.5 | 1.4 | 0.7 | -0.9 |
| 2013 |
+10.33% | 1.6 | 0.3 | 1.3 | 2.0 | -1.5 | -2.4 | 2.9 | -2.1 | 3.6 | 2.7 | 0.8 | 0.9 |
| 2012 |
+13.22% | 3.7 | 2.5 | 0.5 | -0.1 | -4.3 | 3.0 | 1.2 | 1.5 | 2.1 | -0.2 | 1.1 | 1.7 |
| 2011 |
+1.09% | 0.4 | 1.7 | 0.6 | 2.5 | -0.4 | -0.8 | -0.1 | -3.2 | -5.2 | 6.1 | -0.7 | 0.7 |
| 2010 |
+11.57% | -1.7 | 1.4 | 3.7 | 1.1 | -4.4 | -1.2 | 4.8 | -0.9 | 4.9 | 2.2 | -1.7 | 3.4 |
| 2009 |
+22.95% | -6.2 | -5.9 | 5.8 | 7.2 | 5.5 | 0.1 | 5.9 | 2.6 | 3.9 | -1.5 | 3.5 | 1.1 |
| 2008 |
-19.41% | -2.3 | -0.5 | -0.6 | 2.4 | 0.6 | -4.6 | -0.7 | -0.1 | -6.7 | -12.7 | -1.5 | 6.6 |
* 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