Data Source: from January 1985 to November 2022 (~38 years)
Consolidated Returns as of 30 November 2022
Live Update: Dec 07 2022, 11:00AM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.37%
1 Day
Dec 07 2022, 11:00AM Eastern Time
0.52%
Current Month
December 2022

The Betterment Robo Advisor 50 Portfolio is a Medium Risk portfolio and can be implemented with 10 ETFs.

It's exposed for 49.9% on the Stock Market.

In the last 30 Years, the Betterment Robo Advisor 50 Portfolio obtained a 7.71% compound annual return, with a 9.17% standard deviation.

Asset Allocation and ETFs

The Betterment Robo Advisor 50 Portfolio has the following asset allocation:

49.9% Stocks
50.1% Fixed Income
0% Commodities

The Betterment Robo Advisor 50 Portfolio can be implemented 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 %
VOE Vanguard 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
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 50 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 50 PORTFOLIO RETURNS
Consolidated returns as of 30 November 2022
Live Update: Dec 07 2022, 11:00AM 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
(~38Y)
Betterment Robo Advisor 50 Portfolio 0.37 -0.52 6.54 -2.45 -10.36 3.11 5.15 7.71 9.20
US Inflation Adjusted return 6.54 -4.33 -16.39 -0.71 2.47 5.08 6.25
Components
VTI
Vanguard Total Stock Market
0.35 10:59AM
Dec 07 2022
-3.14 5.17 -0.29 -11.27 10.25 12.89 9.82 9.06
EFA
iShares MSCI EAFE
0.27 11:00AM
Dec 07 2022
-0.61 13.17 -1.96 -8.92 2.20 5.08 5.41 7.95
EEM
iShares MSCI Emerging Markets
-0.36 11:00AM
Dec 07 2022
-1.57 15.59 -6.51 -17.15 -0.89 1.51 6.20 7.49
VTV
Vanguard Value
0.52 10:59AM
Dec 07 2022
-2.18 5.99 2.84 8.31 9.61 12.52 9.73 10.01
VOE
Vanguard Mid-Cap Value
0.54 10:59AM
Dec 07 2022
-2.18 6.53 -0.84 2.30 7.75 11.74 11.00 11.78
IJS
iShares S&P Small-Cap 600 Value
0.39 10:59AM
Dec 07 2022
-2.91 3.81 0.74 -1.27 6.49 11.24 10.99 12.91
BNDX
Vanguard Total International Bond
0.23 10:59AM
Dec 07 2022
0.89 2.43 -2.21 -10.96 0.40 1.78 5.23 6.68
BND
Vanguard Total Bond Market
0.56 11:00AM
Dec 07 2022
1.34 3.67 -3.92 -12.68 0.24 0.99 4.45 4.50
EMB
iShares JP Morgan USD Em Mkts Bd
1.16 11:00AM
Dec 07 2022
0.60 10.07 -2.90 -15.74 -1.24 1.07 9.38 9.52
TIP
iShares TIPS Bond
0.06 10:59AM
Dec 07 2022
0.81 1.83 -6.20 -11.59 2.14 0.92 5.52 6.88
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. 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 50 Portfolio, updated as of 30 November 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
BETTERMENT ROBO ADVISOR 50 PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 30 November 2022 (~38 years)
Swipe left to see all data
Metrics as of Nov 30, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~38Y)
Portfolio
Return (%)
6.54 2.25 -2.45 -10.36 1.92 3.11 5.15 7.01 7.71 9.20
US Inflation (%) 0.00 0.62 1.96 7.22 5.03 3.85 2.61 2.52 2.50 2.78
Infl. Adjusted
Return (%)
6.54 1.61 -4.33 -16.39 -2.96 -0.71 2.47 4.39 5.08 6.25
Waiting for updates, inflation of Nov 2022 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 14.26 12.49 10.73 8.61 9.30 9.17 9.47
Sharpe Ratio -0.80 0.12 0.19 0.53 0.64 0.60 0.55
Sortino Ratio -1.18 0.15 0.25 0.69 0.82 0.78 0.72
MAXIMUM DRAWDOWN
Drawdown Depth (%) -20.25 -20.25 -20.25 -20.25 -30.72 -30.72 -30.72
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
30
30
30
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 38.73 21.22 18.27 14.07 12.31 10.53
Worst Return (%) -26.75 -5.43 0.88 4.25 5.98 7.39
% Positive Periods 84% 98% 100% 100% 100% 100%
MONTHS
Positive 1 2 3 5 21 37 80 158 235 298
Negative 0 1 3 7 15 23 40 82 125 157
% Positive 100% 67% 50% 42% 58% 62% 67% 66% 65% 65%
WITHDRAWAL RATES (WR)
Safe WR (%) 35.93 21.34 12.46 8.74 7.79 10.40
Perpetual WR (%) 0.00 0.00 2.41 4.20 4.83 5.88
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 BNDX BND EMB TIP
VTI
1.00
0.88
0.56
0.93
0.96
0.93
0.79
0.71
0.80
0.83
EFA
0.88
1.00
0.83
0.89
0.91
0.82
0.83
0.84
0.95
0.80
EEM
0.56
0.83
1.00
0.58
0.60
0.46
0.65
0.82
0.90
0.59
VTV
0.93
0.89
0.58
1.00
0.98
0.95
0.68
0.60
0.75
0.77
VOE
0.96
0.91
0.60
0.98
1.00
0.95
0.72
0.66
0.78
0.83
IJS
0.93
0.82
0.46
0.95
0.95
1.00
0.73
0.62
0.64
0.86
BNDX
0.79
0.83
0.65
0.68
0.72
0.73
1.00
0.91
0.80
0.86
BND
0.71
0.84
0.82
0.60
0.66
0.62
0.91
1.00
0.88
0.80
EMB
0.80
0.95
0.90
0.75
0.78
0.64
0.80
0.88
1.00
0.68
TIP
0.83
0.80
0.59
0.77
0.83
0.86
0.86
0.80
0.68
1.00
 
 
 
 
 
 
 
 
 
 
Asset VTI EFA EEM VTV VOE IJS BNDX BND EMB TIP
VTI
1.00
0.89
0.72
0.94
0.94
0.88
0.43
0.40
0.71
0.56
EFA
0.89
1.00
0.83
0.91
0.90
0.83
0.42
0.42
0.79
0.51
EEM
0.72
0.83
1.00
0.71
0.74
0.70
0.34
0.41
0.76
0.39
VTV
0.94
0.91
0.71
1.00
0.97
0.91
0.29
0.24
0.63
0.41
VOE
0.94
0.90
0.74
0.97
1.00
0.94
0.35
0.28
0.69
0.45
IJS
0.88
0.83
0.70
0.91
0.94
1.00
0.27
0.20
0.58
0.38
BNDX
0.43
0.42
0.34
0.29
0.35
0.27
1.00
0.88
0.69
0.83
BND
0.40
0.42
0.41
0.24
0.28
0.20
0.88
1.00
0.70
0.84
EMB
0.71
0.79
0.76
0.63
0.69
0.58
0.69
0.70
1.00
0.62
TIP
0.56
0.51
0.39
0.41
0.45
0.38
0.83
0.84
0.62
1.00
 
 
 
 
 
 
 
 
 
 
Asset VTI EFA EEM VTV VOE IJS BNDX BND EMB TIP
VTI
1.00
0.86
0.67
0.94
0.94
0.87
0.34
0.29
0.61
0.41
EFA
0.86
1.00
0.81
0.85
0.85
0.75
0.33
0.34
0.73
0.43
EEM
0.67
0.81
1.00
0.65
0.67
0.60
0.29
0.35
0.73
0.40
VTV
0.94
0.85
0.65
1.00
0.97
0.89
0.22
0.14
0.54
0.28
VOE
0.94
0.85
0.67
0.97
1.00
0.92
0.28
0.20
0.60
0.34
IJS
0.87
0.75
0.60
0.89
0.92
1.00
0.18
0.09
0.46
0.24
BNDX
0.34
0.33
0.29
0.22
0.28
0.18
1.00
0.87
0.67
0.78
BND
0.29
0.34
0.35
0.14
0.20
0.09
0.87
1.00
0.70
0.83
EMB
0.61
0.73
0.73
0.54
0.60
0.46
0.67
0.70
1.00
0.65
TIP
0.41
0.43
0.40
0.28
0.34
0.24
0.78
0.83
0.65
1.00
 
 
 
 
 
 
 
 
 
 
Asset VTI EFA EEM VTV VOE IJS BNDX BND EMB TIP
VTI
1.00
0.82
0.73
0.94
0.89
0.86
0.13
0.12
0.57
0.18
EFA
0.82
1.00
0.78
0.80
0.77
0.73
0.16
0.14
0.57
0.19
EEM
0.73
0.78
1.00
0.70
0.68
0.66
0.14
0.13
0.65
0.19
VTV
0.94
0.80
0.70
1.00
0.94
0.85
0.11
0.09
0.55
0.16
VOE
0.89
0.77
0.68
0.94
1.00
0.90
0.15
0.11
0.56
0.20
IJS
0.86
0.73
0.66
0.85
0.90
1.00
0.09
0.04
0.49
0.12
BNDX
0.13
0.16
0.14
0.11
0.15
0.09
1.00
0.65
0.36
0.61
BND
0.12
0.14
0.13
0.09
0.11
0.04
0.65
1.00
0.49
0.84
EMB
0.57
0.57
0.65
0.55
0.56
0.49
0.36
0.49
1.00
0.44
TIP
0.18
0.19
0.19
0.16
0.20
0.12
0.61
0.84
0.44
1.00
 
 
 
 
 
 
 
 
 
 
Asset VTI EFA EEM VTV VOE IJS BNDX BND EMB TIP
VTI
1.00
0.72
0.70
0.94
0.91
0.87
0.18
0.17
0.55
0.22
EFA
0.72
1.00
0.66
0.71
0.67
0.64
0.20
0.17
0.52
0.21
EEM
0.70
0.66
1.00
0.68
0.66
0.64
0.18
0.17
0.61
0.20
VTV
0.94
0.71
0.68
1.00
0.94
0.86
0.17
0.16
0.54
0.20
VOE
0.91
0.67
0.66
0.94
1.00
0.91
0.20
0.16
0.54
0.22
IJS
0.87
0.64
0.64
0.86
0.91
1.00
0.13
0.08
0.48
0.13
BNDX
0.18
0.20
0.18
0.17
0.20
0.13
1.00
0.74
0.42
0.71
BND
0.17
0.17
0.17
0.16
0.16
0.08
0.74
1.00
0.51
0.88
EMB
0.55
0.52
0.61
0.54
0.54
0.48
0.42
0.51
1.00
0.47
TIP
0.22
0.21
0.20
0.20
0.22
0.13
0.71
0.88
0.47
1.00

Portfolio Dividends

In 2021, the Betterment Robo Advisor 50 Portfolio granted a 2.80% dividend yield. If you are interested in getting periodic income, please refer to the Betterment Robo Advisor 50 Portfolio: Dividend Yield page.

Capital Growth as of Nov 30, 2022

An investment of 1000$, since December 1992, now would be worth 9280.20$, with a total return of 828.02% (7.71% annualized).

The Inflation Adjusted Capital now would be 4421.93$, with a net total return of 342.19% (5.08% annualized).
An investment of 1000$, since January 1985, now would be worth 28166.91$, with a total return of 2716.69% (9.20% annualized).

The Inflation Adjusted Capital now would be 9952.54$, with a net total return of 895.25% (6.25% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-30.72% Nov 2007 Feb 2009 16 Apr 2010 14 30
-20.25% Jan 2022 Sep 2022 9 in progress 2 11
-13.31% Jan 2020 Mar 2020 3 Aug 2020 5 8
-12.79% May 1998 Aug 1998 4 Dec 1998 4 8
-10.86% May 2002 Sep 2002 5 May 2003 8 13
-9.49% May 2011 Sep 2011 5 Feb 2012 5 10
-8.54% Feb 2001 Sep 2001 8 Mar 2002 6 14
-7.45% Feb 2018 Dec 2018 11 Apr 2019 4 15
-7.31% Feb 1994 Jun 1994 5 May 1995 11 16
-7.06% May 2015 Jan 2016 9 Jul 2016 6 15
-5.51% May 2010 Jun 2010 2 Sep 2010 3 5
-4.79% Sep 2000 Nov 2000 3 Jan 2001 2 5
-4.36% Apr 2012 May 2012 2 Aug 2012 3 5
-3.98% Oct 1997 Oct 1997 1 Feb 1998 4 5
-3.94% Apr 2000 May 2000 2 Aug 2000 3 5
-3.88% May 2013 Jun 2013 2 Sep 2013 3 5
-3.66% Apr 2004 Apr 2004 1 Sep 2004 5 6
-3.29% Aug 1997 Aug 1997 1 Sep 1997 1 2
-2.84% Jan 2000 Jan 2000 1 Mar 2000 2 3
-2.78% May 2019 May 2019 1 Jun 2019 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-30.72% Nov 2007 Feb 2009 16 Apr 2010 14 30
-20.25% Jan 2022 Sep 2022 9 in progress 2 11
-14.26% Sep 1987 Nov 1987 3 Oct 1988 11 14
-13.31% Jan 2020 Mar 2020 3 Aug 2020 5 8
-12.79% May 1998 Aug 1998 4 Dec 1998 4 8
-11.61% Aug 1990 Sep 1990 2 Feb 1991 5 7
-10.86% May 2002 Sep 2002 5 May 2003 8 13
-9.49% May 2011 Sep 2011 5 Feb 2012 5 10
-8.54% Feb 2001 Sep 2001 8 Mar 2002 6 14
-7.55% Jan 1990 Apr 1990 4 Jul 1990 3 7
-7.45% Feb 2018 Dec 2018 11 Apr 2019 4 15
-7.31% Feb 1994 Jun 1994 5 May 1995 11 16
-7.06% May 2015 Jan 2016 9 Jul 2016 6 15
-5.51% May 2010 Jun 2010 2 Sep 2010 3 5
-4.79% Sep 2000 Nov 2000 3 Jan 2001 2 5
-4.36% Apr 2012 May 2012 2 Aug 2012 3 5
-4.04% Sep 1986 Sep 1986 1 Jan 1987 4 5
-3.98% Oct 1997 Oct 1997 1 Feb 1998 4 5
-3.94% Apr 2000 May 2000 2 Aug 2000 3 5
-3.88% May 2013 Jun 2013 2 Sep 2013 3 5

Rolling Returns ( more details)

Betterment Robo Advisor 50 Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
9.65 38.73
Mar 2009 - Feb 2010
-26.75
Mar 2008 - Feb 2009
15.77%
2 Years
9.30 28.67
Mar 1985 - Feb 1987
-12.50
Mar 2007 - Feb 2009
6.71%
3 Years
9.07 21.22
Oct 1990 - Sep 1993
-5.43
Mar 2006 - Feb 2009
2.14%
5 Years
9.02 18.27
Jan 1985 - Dec 1989
0.88
Mar 2004 - Feb 2009
0.00%
7 Years
8.98 16.65
Jan 1985 - Dec 1991
3.86
Mar 2002 - Feb 2009
0.00%
10 Years
8.90 14.07
Jan 1985 - Dec 1994
4.25
Oct 2012 - Sep 2022
0.00%
15 Years
8.70 14.08
Jan 1985 - Dec 1999
4.27
Oct 2007 - Sep 2022
0.00%
20 Years
8.75 12.31
Jan 1985 - Dec 2004
5.98
Apr 2000 - Mar 2020
0.00%
30 Years
8.93 10.53
Jan 1985 - Dec 2014
7.39
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 50 Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Betterment Robo Advisor 50 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
0.82
40%
-1.27
40%
-1.57
40%
0.81
60%
0.43
80%
0.20
60%
2.03
100%
-0.07
60%
-1.98
40%
0.34
60%
2.79
80%
1.12
80%
 Capital Growth on monthly avg returns
100
100.82
99.53
97.98
98.77
99.20
99.39
101.41
101.34
99.33
99.66
102.45
103.60
Best 5.2
2019
1.3
2019
1.3
2021
5.9
2020
2.9
2020
4.3
2019
4.5
2022
2.2
2020
1.0
2019
3.2
2022
6.7
2020
3.0
2020
Worst -2.8
2022
-3.4
2020
-9.9
2020
-5.5
2022
-2.8
2019
-5.4
2022
0.2
2019
-3.5
2022
-7.0
2022
-4.4
2018
-1.5
2021
-3.0
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
0.33
50%
0.13
70%
-0.08
60%
0.98
80%
0.34
70%
-0.03
60%
1.67
90%
-0.31
60%
-0.88
50%
0.93
70%
1.61
70%
0.70
70%
 Capital Growth on monthly avg returns
100
100.33
100.46
100.38
101.37
101.72
101.69
103.39
103.07
102.16
103.11
104.78
105.51
Best 5.2
2019
2.9
2014
4.7
2016
5.9
2020
2.9
2020
4.3
2019
4.5
2022
2.2
2020
3.6
2013
3.8
2015
6.7
2020
3.0
2020
Worst -2.8
2022
-3.4
2020
-9.9
2020
-5.5
2022
-2.8
2019
-5.4
2022
-0.8
2014
-3.7
2015
-7.0
2022
-4.4
2018
-1.5
2021
-3.0
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
0.83
61%
0.59
63%
0.54
61%
1.29
79%
0.79
61%
0.32
63%
1.12
63%
0.18
63%
-0.15
58%
0.66
66%
1.15
68%
1.98
81%
 Capital Growth on monthly avg returns
100
100.83
101.43
101.98
103.30
104.12
104.46
105.62
105.81
105.65
106.36
107.58
109.71
Best 7.1
1987
6.3
1986
5.7
2009
7.1
2009
6.2
1990
4.3
2019
5.9
2009
5.2
1986
4.9
2010
6.1
2011
6.7
2020
9.7
1991
Worst -6.1
2009
-5.8
2009
-9.9
2020
-5.5
2022
-4.4
2010
-5.4
2022
-5.0
2002
-10.2
1998
-7.0
2022
-12.8
2008
-2.6
1991
-3.0
2018
Monthly Seasonality over the period Jan 1985 - Nov 2022

Monthly/Yearly Returns

Betterment Robo Advisor 50 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 - Nov 2022
298 Positive Months (65%) - 157 Negative Months (35%)
MONTHLY RETURNS TABLE
Jan 1985 - 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
-12.33 -17.98 -2.8 -2.2 -0.5 -5.5 0.6 -5.4 4.5 -3.5 -7.0 3.2 6.5
2021
+7.95 +0.85 -0.1 0.8 1.3 2.2 1.3 0.5 0.4 1.1 -2.6 2.3 -1.5 2.2
2020
+9.50 +8.03 -0.4 -3.4 -9.9 5.9 2.9 2.0 3.2 2.2 -1.3 -0.7 6.7 3.0
2019
+17.41 +14.78 5.2 1.3 1.2 1.8 -2.8 4.3 0.2 -0.3 1.0 1.4 1.0 2.2
2018
-5.36 -7.14 2.3 -2.8 0.0 -0.3 0.1 -0.4 1.9 0.1 0.0 -4.4 1.2 -3.0
2017
+14.19 +11.83 1.5 1.7 0.8 1.1 1.2 0.3 1.7 0.7 1.0 1.2 1.0 1.2
2016
+8.00 +5.80 -2.2 0.2 4.7 0.8 0.1 1.5 2.5 0.4 0.6 -1.6 -0.3 1.2
2015
-1.55 -2.26 0.2 2.5 -0.4 1.2 -0.3 -1.8 0.4 -3.7 -1.6 3.8 -0.1 -1.6
2014
+5.47 +4.68 -1.8 2.9 0.7 0.7 1.8 1.2 -0.8 2.0 -2.4 1.5 0.8 -0.9
2013
+10.19 +8.56 1.6 0.3 1.3 2.0 -1.5 -2.4 2.8 -2.0 3.6 2.7 0.8 0.9
2012
+13.19 +11.25 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
+1.17 -1.74 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
+11.61 +9.97 -1.6 1.3 3.7 1.0 -4.4 -1.2 4.7 -0.9 4.9 2.2 -1.7 3.4
2009
+23.06 +19.80 -6.1 -5.8 5.7 7.1 5.5 0.1 5.9 2.5 4.0 -1.5 3.5 1.1
2008
-19.44 -19.52 -2.3 -0.4 -0.6 2.4 0.7 -4.5 -0.7 -0.1 -6.8 -12.8 -1.5 6.7
2007
+8.19 +3.95 0.6 0.1 1.3 2.1 1.4 -0.6 -1.1 0.7 3.5 2.8 -2.1 -0.6
2006
+13.22 +10.41 3.2 -0.1 0.8 1.6 -2.8 0.1 1.1 1.9 0.8 2.6 2.3 1.1
2005
+9.54 +5.92 -0.7 1.9 -1.8 -0.3 1.9 1.4 1.9 1.1 1.6 -2.4 2.4 2.1
2004
+12.75 +9.19 1.5 1.6 0.5 -3.7 0.6 1.6 -1.3 1.8 1.7 1.7 3.4 2.7
2003
+24.96 +22.66 -0.9 0.0 -0.2 5.3 4.7 1.0 0.0 2.4 1.4 3.5 1.3 4.1
2002
-2.56 -4.83 -0.2 0.9 2.0 0.3 -0.2 -3.4 -5.0 1.8 -4.4 3.1 3.3 -0.3
2001
+1.49 -0.07 3.2 -3.4 -2.7 3.5 0.6 -0.7 -0.2 -0.7 -5.1 2.9 2.9 1.5
2000
+1.53 -1.80 -2.8 1.9 3.2 -2.5 -1.5 2.6 -0.4 2.9 -1.6 -0.9 -2.4 3.2
1999
+17.87 +14.79 0.7 -1.7 3.5 5.1 -2.5 2.7 -0.9 -0.5 0.2 2.8 2.5 5.0
1998
+8.83 +7.10 0.2 4.4 2.2 0.8 -2.0 -0.3 -0.6 -10.2 4.4 5.4 3.0 2.2
1997
+10.06 +8.21 0.8 0.8 -2.4 1.4 4.6 3.1 3.2 -3.3 4.0 -4.0 0.6 1.2
1996
+13.19 +9.55 2.1 -0.9 0.8 1.8 0.7 0.5 -1.8 1.7 3.0 1.2 4.0 -0.6
1995
+20.93 +17.94 -0.3 0.8 1.2 3.1 3.8 0.7 2.4 0.7 2.0 -0.6 3.0 2.6
1994
-3.66 -6.17 3.3 -3.2 -4.0 0.9 0.0 -1.2 2.0 2.0 -1.8 1.0 -2.4 -0.2
1993
+24.85 +21.51 2.6 2.0 3.4 1.4 0.8 2.1 2.0 3.7 -0.4 2.6 -2.4 4.8
1992
+5.53 +2.56 -0.9 0.0 -1.8 1.0 3.9 -1.8 2.6 -0.2 0.1 -1.0 1.5 2.2
1991
+30.42 +26.54 2.9 5.5 0.3 1.4 3.0 -3.3 2.8 3.3 2.1 2.5 -2.6 9.7
1990
-2.59 -8.19 -4.1 -0.5 -0.9 -2.2 6.2 1.1 2.1 -7.3 -4.6 4.0 2.3 2.1
1989
+24.37 +18.85 3.8 0.4 -0.2 3.2 2.7 0.5 4.5 1.2 2.2 -1.0 2.0 2.8
1988
+16.22 +11.30 5.6 3.3 -0.6 0.5 -0.9 3.8 -0.5 -1.7 2.7 2.0 0.1 1.0
1987
+0.64 -3.63 7.1 2.3 -0.2 -0.3 -1.1 1.2 2.6 2.2 -2.2 -10.7 -1.9 2.6
1986
+21.70 +20.37 0.7 6.3 5.6 0.9 -0.2 3.1 -0.6 5.2 -4.0 1.1 1.4 0.8
1985
+30.70 +25.92 5.8 -0.5 1.6 0.8 5.6 1.7 -0.2 1.3 -1.2 3.5 4.8 4.2

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
  • 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 50 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
Stocks/Bonds 40/60 Momentum
+8.12 6.79 -21.11 40 60 0
Couch Potato
Scott Burns
+8.10 8.59 -27.04 50 50 0
Stocks/Bonds 60/40
+8.07 9.37 -30.55 60 40 0
Golden Butterfly
+7.80 7.40 -17.79 40 40 20
Robo Advisor 50
Betterment
+7.71 9.17 -30.72 49.9 50.1 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Medium Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 40/60 Momentum
+8.12 6.79 -21.11 40 60 0
Couch Potato
Scott Burns
+8.10 8.59 -27.04 50 50 0
Robo Advisor 50
Betterment
+7.71 9.17 -30.72 49.9 50.1 0
All Weather Portfolio
Ray Dalio
+7.42 7.05 -20.19 30 55 15
Global Market Portfolio
Credit Suisse
+7.34 8.02 -25.90 45 55 0
Share this page