Betterment Robo Advisor 90 Portfolio: ETF allocation and returns

The Betterment Robo Advisor 90 Portfolio is exposed for 90.1% on the Stock Market .

It's a Very High Risk portfolio and it can be replicated with 11 ETFs.

In the last 10 years, the portfolio obtained a 9.45% compound annual return, with a 12.17% standard deviation (Last Update: October 2019).

Asset Allocation and ETFs

The Betterment Robo Advisor 90 Portfolio has the following asset allocation:

        90.1% Stocks
      
        9.9% Fixed Income
      
        0% Commodities

The Betterment Robo Advisor 90 Portfolio can be replicated with the following ETFs:

Weight	Ticker	ETF Name	Investment Themes
30.90 %	VTI	Vanguard Total Stock Market	Equity, U.S., Large Cap
24.60 %	VEA	Vanguard FTSE Developed Markets	Equity, EAFE, Large Cap
14.00 %	VWO	Vanguard FTSE Emerging Markets	Equity, Emerging Markets, Large Cap
8.20 %	VTV	Vanguard Value	Equity, U.S., Large Cap, Value
6.70 %	JKI	iShares Morningstar Mid-Cap Value	Equity, U.S., Mid Cap
5.70 %	IJS	iShares S&P Small-Cap 600 Value	Equity, U.S., Small Cap, Value
3.50 %	BND	Vanguard Total Bond Market	Bond, U.S., All-Term
2.90 %	BNDX	Vanguard Total International Bond	Bond, Developed Markets, All-Term
1.70 %	EMB	iShares JP Morgan USD Em Mkts Bd	Bond, Emerging Markets, All-Term
1.20 %	TIP	iShares TIPS Bond	Bond, U.S., All-Term
0.60 %	BIL	SPDR Blmbg Barclays 1-3 Mth T-Bill	Bond, U.S., Ultra Short-Term

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

Historical Returns

Betterment Robo Advisor 90 Portfolio - Historical returns and stats:

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Range	Returns Oct 2019	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+2.26%		0.00%	1 - 0
YTD	+17.41%		-5.71% May 2019 - May 2019	8 - 2
1Y	+11.47%	14.20%	-6.86% Dec 2018 - Dec 2018	9 - 3
3Y	+10.11% annualized	10.43%	-13.21% Feb 2018 - Dec 2018	28 - 8
5Y	+6.84% annualized	10.59%	-13.21% Feb 2018 - Dec 2018	41 - 19
10Y	+9.45% annualized	12.17%	-19.40% May 2011 - Sep 2011	80 - 40
MAX Dec 2007	+5.84% annualized	15.14%	-47.16% Jan 2008 - Feb 2009	89 - 53

* Annualized St.Dev. of monthly returns

Best Very High Risk Porftolios, ordered by 10Y annualized return.

Portfolio	10Y Return ▾	#ETF	Stocks	Bonds
US Stocks	+13.64%	1	100	0
Warren Buffett	+12.48%	2	90	10
Second Grader's Starter Paul Farrell	+10.24%	3	90	10
Ultimate Buy and Hold Strategy Paul Merriman	+10.18%	10	100	0
Core Four Rick Ferri	+9.81%	4	80	20

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since October 2009.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-19.40%	May 2011	Sep 2011	5	Dec 2012	15	20
-13.21%	Feb 2018	Dec 2018	11	Oct 2019	10	21
-12.16%	Jun 2015	Feb 2016	9	Jul 2016	5	14
-11.45%	May 2010	Jun 2010	2	Oct 2010	4	6
-4.07%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-3.79%	Jan 2010	Jan 2010	1	Mar 2010	2	3
-3.49%	Sep 2014	Sep 2014	1	Feb 2015	5	6
-2.67%	Aug 2013	Aug 2013	1	Sep 2013	1	2
-2.28%	May 2013	Jun 2013	2	Jul 2013	1	3
-1.70%	Oct 2016	Oct 2016	1	Nov 2016	1	2
-1.62%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-1.49%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-1.00%	Mar 2015	Mar 2015	1	Apr 2015	1	2

Worst drawdowns since December 2007.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-47.16%	Jan 2008	Feb 2009	14	Feb 2011	24	38
-19.40%	May 2011	Sep 2011	5	Dec 2012	15	20
-13.21%	Feb 2018	Dec 2018	11	Oct 2019	10	21
-12.16%	Jun 2015	Feb 2016	9	Jul 2016	5	14
-4.07%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-3.49%	Sep 2014	Sep 2014	1	Feb 2015	5	6
-2.67%	Aug 2013	Aug 2013	1	Sep 2013	1	2
-2.28%	May 2013	Jun 2013	2	Jul 2013	1	3
-1.70%	Oct 2016	Oct 2016	1	Nov 2016	1	2
-1.62%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-1.00%	Mar 2015	Mar 2015	1	Apr 2015	1	2

Rolling Returns

Betterment Robo Advisor 90 Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+8.51%	+59.03% Mar 2009 - Feb 2010	-43.24% Mar 2008 - Feb 2009	25.19%
2 Years	+9.52%	+38.88% Mar 2009 - Feb 2011	-8.14% Jun 2008 - May 2010	8.40%
3 Years	+9.42%	+24.75% Mar 2009 - Feb 2012	-0.67% Jan 2008 - Dec 2010	0.93%
5 Years	+9.38%	+20.36% Mar 2009 - Feb 2014	+1.70% Jan 2008 - Dec 2012	0.00%
7 Years	+9.31%	+13.62% Mar 2009 - Feb 2016	+4.95% Jan 2008 - Dec 2014	0.00%
10 Years	+9.21%	+13.29% Mar 2009 - Feb 2019	+6.27% Jan 2008 - Dec 2017	0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2019	+17.41%	8.0	2.3	0.9	3.0	-5.7	6.1	0.0	-2.2	2.4	2.3
2018	-9.24%	4.6	-4.2	-0.8	0.2	0.6	-0.7	2.9	0.5	-0.2	-7.0	1.9	-6.9
2017	+20.77%	2.4	2.3	1.0	1.2	1.2	0.9	2.4	0.3	2.2	1.7	1.8	1.6
2016	+11.58%	-5.0	-0.3	7.4	1.3	0.2	0.7	3.8	0.5	0.9	-1.7	2.1	1.7
2015	-2.78%	-1.3	5.0	-1.0	2.2	0.1	-2.1	0.0	-6.1	-2.9	6.3	-0.1	-2.2
2014	+5.25%	-4.1	4.5	1.1	0.6	1.9	2.1	-1.6	2.8	-3.5	1.9	1.1	-1.3
2013	+22.44%	3.9	0.1	2.4	2.5	-0.2	-2.1	4.6	-2.7	5.1	3.7	1.6	1.8
2012	+16.51%	5.6	4.0	1.2	-1.2	-7.6	4.6	0.7	2.2	2.8	-0.5	1.3	3.0
2011	-4.72%	1.1	2.9	0.5	3.5	-1.6	-1.5	-1.9	-6.6	-9.3	10.5	-0.9	-0.1
2010	+14.85%	-3.8	2.4	6.2	1.0	-8.1	-3.6	7.8	-3.6	8.7	3.4	-1.5	6.9
2009	+32.59%	-9.9	-8.9	8.3	12.1	8.7	-0.7	8.8	3.3	4.9	-2.7	5.1	2.4
2008	-35.64%	-5.5	-1.5	-0.8	4.7	1.5	-8.0	-1.4	-0.9	-9.3	-18.2	-6.4	5.2

* 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