Last Update: 31 January 2020
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 9.36% compound annual return, with a 12.12% standard deviation.
Asset Allocation and ETFs
The Betterment Robo Advisor 90 Portfolio has the following asset allocation:
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 % | EEM | iShares MSCI 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 |
Historical Returns
Betterment Robo Advisor 90 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
|
-2.26%
|
-2.26%
Jan 2020 - Jan 2020
|
0 - 1 | |
|
3M
|
+3.22%
|
-2.26%
Jan 2020 - Jan 2020
|
2 - 1 | |
|
6M
|
+5.75%
|
-2.26%
Jan 2020 - Jan 2020
|
4 - 2 | |
|
YTD
|
-2.26%
|
-2.26%
Jan 2020 - Jan 2020
|
0 - 1 | |
|
1Y
|
+11.84%
|
10.59%
|
-5.84%
May 2019 - May 2019
|
8 - 4 |
|
3Y
|
+9.13%
annualized
|
10.76%
|
-13.25%
Feb 2018 - Dec 2018
|
26 - 10 |
|
5Y
|
+7.89%
annualized
|
10.77%
|
-13.25%
Feb 2018 - Dec 2018
|
40 - 20 |
|
10Y
|
+9.36%
annualized
|
12.12%
|
-19.37%
May 2011 - Sep 2011
|
78 - 42 |
|
MAX
01 Jan 2008
|
+5.93%
annualized
|
15.09%
|
-47.09%
Jan 2008 - Feb 2009
|
89 - 56 |
* Annualized St.Dev. of monthly returns
Best Very High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | #ETF | Stocks | Bonds | Comm. | |
|---|---|---|---|---|---|---|
| Technology |
+18.98% | 1 | 100 | 0 | 0 | |
| US Stocks |
+13.83% | 1 | 100 | 0 | 0 | |
| Warren Buffett |
+12.70% | 2 | 90 | 10 | 0 | |
| Second Grader's Starter Paul Farrell |
+10.41% | 3 | 90 | 10 | 0 | |
| Ultimate Buy and Hold Strategy Paul Merriman |
+9.99% | 10 | 100 | 0 | 0 |
Capital Growth
Drawdowns
Rolling Returns
Betterment Robo Advisor 90 Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+8.57% |
+58.59% Mar 2009 - Feb 2010 |
-43.12% Mar 2008 - Feb 2009 |
25.37% |
| 2 Years |
+9.32% |
+38.52% Mar 2009 - Feb 2011 |
-8.31% Jun 2008 - May 2010 |
9.02% |
| 3 Years |
+9.36% |
+24.56% Mar 2009 - Feb 2012 |
-0.79% Jan 2008 - Dec 2010 |
0.91% |
| 5 Years |
+9.23% |
+20.28% Mar 2009 - Feb 2014 |
+1.62% Jan 2008 - Dec 2012 |
0.00% |
| 7 Years |
+9.22% |
+13.47% Mar 2009 - Feb 2016 |
+4.83% Jan 2008 - Dec 2014 |
0.00% |
| 10 Years |
+9.14% |
+13.23% Mar 2009 - Feb 2019 |
+6.24% Jan 2008 - Dec 2017 |
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 |
-2.26% | -2.3 | |||||||||||
| 2019 |
+23.64% | 8.0 | 2.1 | 0.7 | 3.0 | -5.8 | 6.2 | -0.1 | -2.3 | 2.5 | 2.3 | 2.1 | 3.4 |
| 2018 |
-9.31% | 4.5 | -4.3 | -0.7 | 0.2 | 0.5 | -0.7 | 2.8 | 0.6 | -0.1 | -7.1 | 1.9 | -6.9 |
| 2017 |
+21.58% | 2.5 | 2.2 | 1.2 | 1.2 | 1.5 | 0.9 | 2.5 | 0.2 | 2.2 | 1.9 | 1.8 | 1.6 |
| 2016 |
+11.40% | -4.9 | -0.4 | 7.5 | 1.2 | 0.1 | 0.6 | 3.9 | 0.5 | 1.0 | -1.9 | 2.0 | 1.7 |
| 2015 |
-2.83% | -1.4 | 4.9 | -0.9 | 2.1 | 0.0 | -2.1 | 0.0 | -6.0 | -2.9 | 6.4 | -0.1 | -2.3 |
| 2014 |
+4.71% | -4.1 | 4.5 | 1.0 | 0.6 | 1.9 | 2.0 | -1.6 | 2.7 | -3.6 | 1.8 | 1.0 | -1.2 |
| 2013 |
+22.61% | 3.8 | 0.2 | 2.4 | 2.4 | -0.1 | -2.1 | 4.7 | -2.6 | 5.1 | 3.7 | 1.7 | 1.8 |
| 2012 |
+16.49% | 5.7 | 4.0 | 1.1 | -1.2 | -7.6 | 4.6 | 0.6 | 2.3 | 2.8 | -0.5 | 1.3 | 3.0 |
| 2011 |
-4.73% | 1.0 | 2.9 | 0.6 | 3.4 | -1.6 | -1.4 | -2.0 | -6.6 | -9.3 | 10.5 | -0.9 | -0.1 |
| 2010 |
+14.44% | -3.9 | 2.3 | 6.1 | 1.0 | -8.1 | -3.8 | 7.9 | -3.7 | 8.7 | 3.4 | -1.5 | 6.8 |
| 2009 |
+31.56% | -9.9 | -9.5 | 8.9 | 11.8 | 8.3 | -0.7 | 8.8 | 3.2 | 4.9 | -2.9 | 5.2 | 2.4 |
| 2008 |
-35.13% | -5.5 | -1.6 | -0.8 | 4.8 | 1.7 | -7.9 | -1.6 | -0.6 | -9.2 | -18.0 | -6.6 | 5.5 |
* 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