Betterment Robo Advisor 10 Portfolio: ETF allocation and returns

Data Source: from January 1985 to January 2024 (~39 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 27 2024, 02:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.03%
1 Day
Feb 27 2024, 02:00PM Eastern Time
0.16%
Current Month
February 2024

The Betterment Robo Advisor 10 Portfolio is a Low Risk portfolio and can be implemented with 12 ETFs.

It's exposed for 9.9% on the Stock Market.

In the last 30 Years, the Betterment Robo Advisor 10 Portfolio obtained a 4.05% compound annual return, with a 2.56% standard deviation.

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Asset Allocation and ETFs

The Betterment Robo Advisor 10 Portfolio has the following asset allocation:

9.9% Stocks
90.1% Fixed Income
0% Commodities

The Betterment Robo Advisor 10 Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
3.20
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
2.80
EFA
USD iShares MSCI EAFE Equity, EAFE, Large Cap
1.90
EEM
USD iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
0.90
VTV
USD Vanguard Value Equity, U.S., Large Cap, Value
0.60
IJS
USD iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
0.50
VOE
USD Vanguard Mid-Cap Value Equity, U.S., Mid Cap
61.40
SHY
USD iShares 1-3 Year Treasury Bond Bond, U.S., Short Term
15.40
BSV
USD Vanguard Short-Term Bond Bond, U.S., Short Term
4.90
BNDX
USD Vanguard Total International Bond Bond, Developed Markets, All-Term
3.80
BND
USD Vanguard Total Bond Market Bond, U.S., All-Term
2.90
EMB
USD iShares JP Morgan USD Em Mkts Bd Bond, Emerging Markets, All-Term
1.70
TIP
USD 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 Jan 31, 2024

The Betterment Robo Advisor 10 Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: February 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
BETTERMENT ROBO ADVISOR 10 PORTFOLIO
Consolidated returns as of 31 January 2024
Live Update: Feb 27 2024, 02:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Betterment Robo Advisor 10 Portfolio 0.03 -0.16 0.08 3.08 4.09 1.92 1.87 4.05 5.56
US Inflation Adjusted return -0.22 1.40 0.96 -2.16 -0.89 1.48 2.69
Components
VTI
USD Vanguard Total Stock Market 0.09 02:00PM, Feb 27 2024 4.83 1.12 5.88 19.21 13.44 11.92 9.95 11.12
EFA
USD iShares MSCI EAFE 0.25 02:00PM, Feb 27 2024 3.29 -0.45 2.02 8.13 6.74 4.69 4.66 7.75
EEM
USD iShares MSCI Emerging Markets 0.31 01:59PM, Feb 27 2024 5.61 -4.53 -6.72 -4.65 -0.02 2.27 3.80 8.57
VTV
USD Vanguard Value 0.04 01:59PM, Feb 27 2024 3.09 0.87 3.95 7.29 10.42 10.24 9.11 10.83
IJS
USD iShares S&P Small-Cap 600 Value 0.92 01:59PM, Feb 27 2024 2.14 -5.45 -2.56 -3.13 7.33 7.77 10.06 11.75
VOE
USD Vanguard Mid-Cap Value 0.43 01:59PM, Feb 27 2024 3.23 -1.56 0.74 0.92 8.89 8.60 10.28 11.77
SHY
USD iShares 1-3 Year Treasury Bond 0.02 01:59PM, Feb 27 2024 -0.52 0.32 3.17 3.50 1.13 0.91 3.01 4.35
BSV
USD Vanguard Short-Term Bond 0.01 01:59PM, Feb 27 2024 -0.83 0.30 3.53 3.92 1.45 1.35 3.52 4.88
BNDX
USD Vanguard Total International Bond -0.15 02:00PM, Feb 27 2024 -0.77 -0.59 4.35 5.65 0.60 2.20 4.69 6.61
BND
USD Vanguard Total Bond Market -0.05 02:00PM, Feb 27 2024 -1.64 -0.16 3.11 1.86 0.79 1.57 4.18 5.74
EMB
USD iShares JP Morgan USD Em Mkts Bd -0.10 01:59PM, Feb 27 2024 0.23 -1.21 2.87 4.77 0.12 2.64 8.70 9.42
TIP
USD iShares TIPS Bond -0.03 02:00PM, Feb 27 2024 -1.58 0.33 2.02 1.51 2.41 1.92 4.90 6.73
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79% , 30Y: 2.53%

In 2023, the Betterment Robo Advisor 10 Portfolio granted a 3.07% dividend yield. If you are interested in getting periodic income, please refer to the Betterment Robo Advisor 10 Portfolio: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 3.29$, with a total return of 228.79% (4.05% annualized).

The Inflation Adjusted Capital now would be 1.55$, with a net total return of 55.33% (1.48% annualized).
An investment of 1$, since January 1985, now would be worth 8.29$, with a total return of 728.86% (5.56% annualized).

The Inflation Adjusted Capital now would be 2.82$, with a net total return of 182.37% (2.69% annualized).

Portfolio Metrics as of Jan 31, 2024

Metrics of Betterment Robo Advisor 10 Portfolio, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
BETTERMENT ROBO ADVISOR 10 PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) 0.08 4.43 3.08 4.09 -0.04 1.92 1.87 2.83 4.05 5.56
Infl. Adjusted Return (%) details -0.22 3.70 1.40 0.96 -5.40 -2.16 -0.89 0.25 1.48 2.69
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.53 2.79
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -1.47 -8.91 -8.91 -8.91 -8.91 -8.91 -8.91
Start to Recovery (# months) details 2 29* 29* 29* 29* 29* 29*
Start (yyyy mm) 2023 02 2021 09 2021 09 2021 09 2021 09 2021 09 2021 09
Start to Bottom (# months) 1 13 13 13 13 13 13
Bottom (yyyy mm) 2023 02 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 1 16 16 16 16 16 16
End (yyyy mm) 2023 03 - - - - - -
Longest Drawdown Depth (%) -1.29
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 4
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2021 09 2021 09 2021 09
Start to Bottom (# months) 3 13 13 13 13 13 13
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 1 16 16 16 16 16 16
End (yyyy mm) 2023 11 - - - - - -
Longest negative period (# months) details 9 36* 45 45 45 45 45
Period Start (yyyy mm) 2023 02 2021 02 2020 02 2020 02 2020 02 2020 02 2020 02
Period End (yyyy mm) 2023 10 2024 01 2023 10 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -0.42 -0.04 -0.10 -0.10 -0.10 -0.10 -0.10
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -2.64 -18.36 -18.56 -18.56 -18.56 -18.56 -18.56
Start to Recovery (# months) details 11 36* 37* 37* 37* 37* 37*
Start (yyyy mm) 2023 02 2021 02 2021 01 2021 01 2021 01 2021 01 2021 01
Start to Bottom (# months) 9 33 34 34 34 34 34
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 2 3 3 3 3 3 3
End (yyyy mm) 2023 12 - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 02 2021 02 2021 01 2021 01 2021 01 2021 01 2021 01
Start to Bottom (# months) 9 33 34 34 34 34 34
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 2 3 3 3 3 3 3
End (yyyy mm) 2023 12 - - - - - -
Longest negative period (# months) details 10 36* 60* 120* 205 205 205
Period Start (yyyy mm) 2023 02 2021 02 2019 02 2014 02 2006 10 2006 10 2006 10
Period End (yyyy mm) 2023 11 2024 01 2024 01 2024 01 2023 10 2023 10 2023 10
Annualized Return (%) -0.64 -5.40 -2.16 -0.89 -0.01 -0.01 -0.01
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 3.91 3.88 3.32 2.57 2.48 2.56 2.90
Sharpe Ratio -0.26 -0.58 0.04 0.29 0.61 0.70 0.54
Sortino Ratio -0.40 -0.84 0.06 0.39 0.82 0.95 0.77
Ulcer Index 0.65 4.52 3.52 2.52 1.85 1.58 1.40
Ratio: Return / Standard Deviation 1.05 -0.01 0.58 0.73 1.14 1.58 1.92
Ratio: Return / Deepest Drawdown 2.78 0.00 0.21 0.21 0.32 0.45 0.62
% Positive Months details 58% 52% 65% 66% 72% 74% 75%
Positive Months 7 19 39 80 173 268 353
Negative Months 5 17 21 40 67 92 116
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 1.87 4.02 7.10 9.53
Worst 10 Years Return (%) - Annualized 1.33 1.33 1.33
Best 10 Years Return (%) - Annualized -0.89 1.78 4.51 5.76
Worst 10 Years Return (%) - Annualized -1.31 -1.31 -1.31
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 14.22 9.22 8.12 7.10 5.41 4.05
Worst Rolling Return (%) - Annualized -8.27 -0.80 0.74 1.33 2.74
% Positive Periods 92% 95% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 91.96 29.46 19.43 9.99 5.56 4.84
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.17 1.72
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 11.40 6.52 5.61 4.51 3.04 1.48
Worst Rolling Return (%) - Annualized -15.22 -6.18 -2.96 -1.31 0.16
% Positive Periods 76% 88% 91% 90% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 91.96 29.46 19.43 9.99 5.56 4.84
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.17 1.72
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Jan 2024)
Best Rolling Return (%) - Annualized 21.16 12.35 11.21 9.53 8.25 6.71
Worst Rolling Return (%) - Annualized -8.27 -0.80 0.74 1.33 2.74 3.97
% Positive Periods 93% 96% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 91.96 29.46 19.43 9.99 5.56 4.84
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.17 1.68
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 18.61 8.90 7.28 5.76 5.07 3.90
Worst Rolling Return (%) - Annualized -15.22 -6.18 -2.96 -1.31 0.16 1.41
% Positive Periods 79% 91% 93% 93% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 91.96 29.46 19.43 9.99 5.56 4.84
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.17 1.68
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • 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).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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 31 January 2024
Swipe left to see all data
Asset
VTI
EFA
EEM
VTV
IJS
VOE
SHY
BSV
BNDX
BND
EMB
TIP
VTI
-
0.92
0.87
0.91
0.81
0.89
0.41
0.59
0.74
0.81
0.95
0.74
EFA
0.92
-
0.88
0.94
0.77
0.88
0.54
0.69
0.75
0.86
0.94
0.83
EEM
0.87
0.88
-
0.83
0.73
0.80
0.51
0.63
0.68
0.75
0.90
0.69
VTV
0.91
0.94
0.83
-
0.86
0.97
0.36
0.52
0.60
0.73
0.89
0.66
IJS
0.81
0.77
0.73
0.86
-
0.92
0.14
0.33
0.54
0.58
0.81
0.48
VOE
0.89
0.88
0.80
0.97
0.92
-
0.22
0.39
0.54
0.64
0.86
0.55
SHY
0.41
0.54
0.51
0.36
0.14
0.22
-
0.97
0.81
0.82
0.60
0.86
BSV
0.59
0.69
0.63
0.52
0.33
0.39
0.97
-
0.91
0.93
0.75
0.94
BNDX
0.74
0.75
0.68
0.60
0.54
0.54
0.81
0.91
-
0.96
0.87
0.91
BND
0.81
0.86
0.75
0.73
0.58
0.64
0.82
0.93
0.96
-
0.91
0.95
EMB
0.95
0.94
0.90
0.89
0.81
0.86
0.60
0.75
0.87
0.91
-
0.83
TIP
0.74
0.83
0.69
0.66
0.48
0.55
0.86
0.94
0.91
0.95
0.83
-
Asset
VTI
EFA
EEM
VTV
IJS
VOE
SHY
BSV
BNDX
BND
EMB
TIP
VTI
-
0.90
0.74
0.92
0.86
0.92
0.14
0.36
0.57
0.53
0.79
0.62
EFA
0.90
-
0.84
0.90
0.84
0.90
0.23
0.44
0.54
0.57
0.84
0.58
EEM
0.74
0.84
-
0.71
0.74
0.75
0.21
0.41
0.47
0.54
0.81
0.47
VTV
0.92
0.90
0.71
-
0.90
0.97
0.01
0.21
0.40
0.36
0.70
0.47
IJS
0.86
0.84
0.74
0.90
-
0.94
-0.03
0.17
0.39
0.33
0.65
0.41
VOE
0.92
0.90
0.75
0.97
0.94
-
-0.01
0.22
0.45
0.40
0.75
0.49
SHY
0.14
0.23
0.21
0.01
-0.03
-0.01
-
0.94
0.64
0.76
0.31
0.63
BSV
0.36
0.44
0.41
0.21
0.17
0.22
0.94
-
0.81
0.91
0.58
0.79
BNDX
0.57
0.54
0.47
0.40
0.39
0.45
0.64
0.81
-
0.90
0.73
0.84
BND
0.53
0.57
0.54
0.36
0.33
0.40
0.76
0.91
0.90
-
0.74
0.85
EMB
0.79
0.84
0.81
0.70
0.65
0.75
0.31
0.58
0.73
0.74
-
0.67
TIP
0.62
0.58
0.47
0.47
0.41
0.49
0.63
0.79
0.84
0.85
0.67
-
Asset
VTI
EFA
EEM
VTV
IJS
VOE
SHY
BSV
BNDX
BND
EMB
TIP
VTI
-
0.87
0.70
0.93
0.86
0.93
0.04
0.23
0.43
0.40
0.68
0.50
EFA
0.87
-
0.82
0.86
0.76
0.86
0.13
0.32
0.40
0.44
0.77
0.50
EEM
0.70
0.82
-
0.68
0.64
0.71
0.16
0.33
0.35
0.43
0.75
0.45
VTV
0.93
0.86
0.68
-
0.88
0.96
-0.08
0.09
0.29
0.24
0.60
0.36
IJS
0.86
0.76
0.64
0.88
-
0.93
-0.10
0.08
0.28
0.22
0.54
0.32
VOE
0.93
0.86
0.71
0.96
0.93
-
-0.08
0.13
0.35
0.30
0.67
0.41
SHY
0.04
0.13
0.16
-0.08
-0.10
-0.08
-
0.94
0.62
0.77
0.32
0.63
BSV
0.23
0.32
0.33
0.09
0.08
0.13
0.94
-
0.78
0.91
0.57
0.78
BNDX
0.43
0.40
0.35
0.29
0.28
0.35
0.62
0.78
-
0.88
0.68
0.79
BND
0.40
0.44
0.43
0.24
0.22
0.30
0.77
0.91
0.88
-
0.71
0.84
EMB
0.68
0.77
0.75
0.60
0.54
0.67
0.32
0.57
0.68
0.71
-
0.67
TIP
0.50
0.50
0.45
0.36
0.32
0.41
0.63
0.78
0.79
0.84
0.67
-
Asset
VTI
EFA
EEM
VTV
IJS
VOE
SHY
BSV
BNDX
BND
EMB
TIP
VTI
-
0.84
0.76
0.94
0.86
0.89
-0.13
0.09
0.16
0.16
0.58
0.20
EFA
0.84
-
0.81
0.82
0.74
0.79
-0.13
0.13
0.19
0.18
0.60
0.21
EEM
0.76
0.81
-
0.72
0.68
0.70
-0.10
0.12
0.15
0.15
0.67
0.19
VTV
0.94
0.82
0.72
-
0.85
0.94
-0.14
0.07
0.12
0.12
0.56
0.17
IJS
0.86
0.74
0.68
0.85
-
0.90
-0.16
0.03
0.12
0.09
0.50
0.13
VOE
0.89
0.79
0.70
0.94
0.90
-
-0.16
0.08
0.17
0.15
0.57
0.21
SHY
-0.13
-0.13
-0.10
-0.14
-0.16
-0.16
-
0.80
0.48
0.73
0.14
0.62
BSV
0.09
0.13
0.12
0.07
0.03
0.08
0.80
-
0.59
0.89
0.48
0.74
BNDX
0.16
0.19
0.15
0.12
0.12
0.17
0.48
0.59
-
0.68
0.36
0.62
BND
0.16
0.18
0.15
0.12
0.09
0.15
0.73
0.89
0.68
-
0.50
0.83
EMB
0.58
0.60
0.67
0.56
0.50
0.57
0.14
0.48
0.36
0.50
-
0.45
TIP
0.20
0.21
0.19
0.17
0.13
0.21
0.62
0.74
0.62
0.83
0.45
-
Asset
VTI
EFA
EEM
VTV
IJS
VOE
SHY
BSV
BNDX
BND
EMB
TIP
VTI
-
0.72
0.71
0.94
0.87
0.91
-0.04
0.14
0.20
0.20
0.56
0.23
EFA
0.72
-
0.66
0.71
0.65
0.68
0.00
0.17
0.22
0.20
0.53
0.22
EEM
0.71
0.66
-
0.68
0.64
0.67
0.02
0.17
0.20
0.19
0.62
0.21
VTV
0.94
0.71
0.68
-
0.85
0.94
-0.03
0.14
0.18
0.18
0.55
0.21
IJS
0.87
0.65
0.64
0.85
-
0.91
-0.10
0.07
0.15
0.12
0.49
0.15
VOE
0.91
0.68
0.67
0.94
0.91
-
-0.05
0.13
0.22
0.19
0.55
0.23
SHY
-0.04
0.00
0.02
-0.03
-0.10
-0.05
-
0.86
0.60
0.79
0.22
0.71
BSV
0.14
0.17
0.17
0.14
0.07
0.13
0.86
-
0.66
0.90
0.48
0.78
BNDX
0.20
0.22
0.20
0.18
0.15
0.22
0.60
0.66
-
0.74
0.43
0.72
BND
0.20
0.20
0.19
0.18
0.12
0.19
0.79
0.90
0.74
-
0.52
0.87
EMB
0.56
0.53
0.62
0.55
0.49
0.55
0.22
0.48
0.43
0.52
-
0.48
TIP
0.23
0.22
0.21
0.21
0.15
0.23
0.71
0.78
0.72
0.87
0.48
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

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.

BETTERMENT ROBO ADVISOR 10 PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-8.91% Sep 2021 Sep 2022 13 in progress 16 29 5.02
-3.55% Apr 2008 Oct 2008 7 May 2009 7 14 1.66
-3.17% Feb 1994 Jun 1994 5 Feb 1995 8 13 2.21
-1.68% Apr 2004 Apr 2004 1 Sep 2004 5 6 1.11
-1.48% Aug 2011 Sep 2011 2 Jan 2012 4 6 0.60
-1.31% May 2013 Jun 2013 2 Oct 2013 4 6 0.73
-1.19% Mar 2020 Mar 2020 1 Apr 2020 1 2 0.69
-1.18% May 2015 Dec 2015 8 Mar 2016 3 11 0.76
-1.05% Aug 1998 Aug 1998 1 Sep 1998 1 2 0.61
-1.03% Oct 2016 Nov 2016 2 Feb 2017 3 5 0.55
-1.00% Feb 1999 Feb 1999 1 Mar 1999 1 2 0.58
-0.91% Sep 2018 Oct 2018 2 Jan 2019 3 5 0.42
-0.85% May 2012 May 2012 1 Jul 2012 2 3 0.45
-0.84% May 1999 May 1999 1 Sep 1999 4 5 0.39
-0.77% Feb 1996 Feb 1996 1 Jun 1996 4 5 0.50
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 210 1.7 Months 58.17%
 
DD = 0% 58.17%
 
0% < DD <= -5% 136 2.7 Months 37.67%
 
DD <= -5% 95.84%
 
-5% < DD <= -10% 15 24.1 Months 4.16%
 
DD <= -10% 100.00%
 
-10% < DD <= -15% 0 - 0.00%
 
DD <= -15% 100.00%
 
-15% < DD <= -20% 0 - 0.00%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-18.56% Jan 2021 Oct 2023 34 in progress 3 37 13.02
-5.41% Mar 2008 Oct 2008 8 Dec 2008 2 10 2.87
-4.92% Feb 1994 Dec 1994 11 May 1995 5 16 3.41
-3.69% Jan 2009 Feb 2009 2 May 2009 3 5 1.95
-3.08% Aug 2017 Oct 2018 15 Jun 2019 8 23 1.52
-3.01% Nov 2010 Sep 2011 11 Apr 2013 19 30 1.25
-2.58% Apr 2004 Oct 2005 19 Sep 2006 11 30 1.25
-1.88% May 2015 Aug 2015 4 Jul 2016 11 15 1.18
-1.83% May 2013 Aug 2013 4 Jun 2014 10 14 0.81
-1.68% Aug 2016 Nov 2016 4 Jul 2017 8 12 0.99
-1.41% Feb 1996 Apr 1996 3 Sep 1996 5 8 0.97
-1.28% May 1998 Aug 1998 4 Sep 1998 1 5 0.53
-1.00% Feb 1999 Feb 1999 1 Mar 1999 1 2 0.58
-0.99% May 1999 Aug 1999 4 Nov 1999 3 7 0.60
-0.99% Jan 2000 Jan 2000 1 Mar 2000 2 3 0.53
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 108 3.3 Months 29.92%
 
DD = 0% 29.92%
 
0% < DD <= -5% 225 1.6 Months 62.33%
 
DD <= -5% 92.24%
 
-5% < DD <= -10% 5 72.2 Months 1.39%
 
DD <= -10% 93.63%
 
-10% < DD <= -15% 4 90.3 Months 1.11%
 
DD <= -15% 94.74%
 
-15% < DD <= -20% 19 19.0 Months 5.26%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-8.91% Sep 2021 Sep 2022 13 in progress 16 29 5.02
-3.55% Apr 2008 Oct 2008 7 May 2009 7 14 1.66
-3.17% Feb 1994 Jun 1994 5 Feb 1995 8 13 2.21
-1.68% Apr 2004 Apr 2004 1 Sep 2004 5 6 1.11
-1.52% Aug 1990 Sep 1990 2 Oct 1990 1 3 1.00
-1.48% Aug 2011 Sep 2011 2 Jan 2012 4 6 0.60
-1.32% Sep 1987 Nov 1987 3 Jan 1988 2 5 0.85
-1.31% May 2013 Jun 2013 2 Oct 2013 4 6 0.73
-1.24% Apr 1987 May 1987 2 Jul 1987 2 4 0.70
-1.19% Mar 2020 Mar 2020 1 Apr 2020 1 2 0.69
-1.18% May 2015 Dec 2015 8 Mar 2016 3 11 0.76
-1.17% Sep 1986 Sep 1986 1 Nov 1986 2 3 0.60
-1.12% Oct 1992 Oct 1992 1 Dec 1992 2 3 0.72
-1.05% Aug 1998 Aug 1998 1 Sep 1998 1 2 0.61
-1.03% Oct 2016 Nov 2016 2 Feb 2017 3 5 0.55
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 288 1.6 Months 61.28%
 
DD = 0% 61.28%
 
0% < DD <= -5% 167 2.8 Months 35.53%
 
DD <= -5% 96.81%
 
-5% < DD <= -10% 15 31.3 Months 3.19%
 
DD <= -10% 100.00%
 
-10% < DD <= -15% 0 - 0.00%
 
DD <= -15% 100.00%
 
-15% < DD <= -20% 0 - 0.00%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-18.56% Jan 2021 Oct 2023 34 in progress 3 37 13.02
-5.41% Mar 2008 Oct 2008 8 Dec 2008 2 10 2.87
-4.92% Feb 1994 Dec 1994 11 May 1995 5 16 3.41
-3.69% Jan 2009 Feb 2009 2 May 2009 3 5 1.95
-3.29% Mar 1987 Nov 1987 9 Feb 1988 3 12 1.85
-3.08% Aug 2017 Oct 2018 15 Jun 2019 8 23 1.52
-3.01% Nov 2010 Sep 2011 11 Apr 2013 19 30 1.25
-3.01% Aug 1990 Sep 1990 2 Dec 1990 3 5 1.77
-2.99% Jan 1990 Apr 1990 4 Jul 1990 3 7 1.70
-2.58% Apr 2004 Oct 2005 19 Sep 2006 11 30 1.25
-1.88% May 2015 Aug 2015 4 Jul 2016 11 15 1.18
-1.83% May 2013 Aug 2013 4 Jun 2014 10 14 0.81
-1.68% Aug 2016 Nov 2016 4 Jul 2017 8 12 0.99
-1.60% Oct 1992 Nov 1992 2 Jan 1993 2 4 1.01
-1.58% Jan 1992 Mar 1992 3 May 1992 2 5 0.82
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 165 2.8 Months 35.11%
 
DD = 0% 35.11%
 
0% < DD <= -5% 277 1.7 Months 58.94%
 
DD <= -5% 94.04%
 
-5% < DD <= -10% 5 94.0 Months 1.06%
 
DD <= -10% 95.11%
 
-10% < DD <= -15% 4 117.5 Months 0.85%
 
DD <= -15% 95.96%
 
-15% < DD <= -20% 19 24.7 Months 4.04%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

BETTERMENT ROBO ADVISOR 10 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -8.27 10/2021
09/2022
0.91$ 1.27 1.01$ 4.38 1.04$ 7.51 1.07$ 14.22 01/1995
12/1995
1.14$ 4.09 7.74%
2Y -2.96 01/2021
12/2022
0.94$ 1.75 1.03$ 4.28 1.08$ 6.98 1.14$ 10.43 12/1994
11/1996
1.21$ 0.08 6.23%
3Y -0.80 11/2020
10/2023
0.97$ 1.72 1.05$ 4.26 1.13$ 6.71 1.21$ 9.22 01/1995
12/1997
1.30$ -0.04 4.62%
5Y 0.74 10/2017
09/2022
1.03$ 1.91 1.09$ 4.22 1.22$ 6.54 1.37$ 8.12 01/1995
12/1999
1.47$ 1.92 0.00%
7Y 1.24 11/2015
10/2022
1.08$ 2.11 1.15$ 4.30 1.34$ 6.21 1.52$ 7.81 12/1994
11/2001
1.69$ 1.98 0.00%
10Y 1.33 10/2012
09/2022
1.14$ 2.50 1.27$ 4.00 1.48$ 6.01 1.79$ 7.10 01/1995
12/2004
1.98$ 1.87 0.00%
15Y 1.99 03/2008
02/2023
1.34$ 3.04 1.56$ 3.89 1.77$ 5.67 2.28$ 6.33 12/1994
11/2009
2.51$ 2.49 0.00%
20Y 2.74 11/2003
10/2023
1.71$ 3.06 1.82$ 4.05 2.21$ 4.99 2.64$ 5.41 07/1994
06/2014
2.87$ 2.83 0.00%
30Y 4.05 02/1994
01/2024
3.28$ 4.05 3.28$ 4.05 3.28$ 4.05 3.28$ 4.05 02/1994
01/2024
3.28$ 4.05 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -15.22 10/2021
09/2022
0.84$ -1.06 0.98$ 2.07 1.02$ 4.89 1.04$ 11.40 01/1995
12/1995
1.11$ 0.96 23.21%
2Y -9.13 01/2021
12/2022
0.82$ -0.06 0.99$ 1.89 1.03$ 4.49 1.09$ 7.29 12/1994
11/1996
1.15$ -4.43 15.43%
3Y -6.18 10/2020
09/2023
0.82$ 0.29 1.00$ 1.85 1.05$ 4.19 1.13$ 6.52 01/1995
12/1997
1.20$ -5.40 11.69%
5Y -2.96 11/2017
10/2022
0.86$ 0.35 1.01$ 1.84 1.09$ 4.05 1.21$ 5.61 01/1995
12/1999
1.31$ -2.16 8.97%
7Y -2.11 10/2016
09/2023
0.86$ 0.40 1.02$ 1.92 1.14$ 3.73 1.29$ 5.26 01/1995
12/2001
1.43$ -1.46 9.03%
10Y -1.31 11/2013
10/2023
0.87$ 0.70 1.07$ 1.68 1.18$ 3.41 1.39$ 4.51 01/1995
12/2004
1.55$ -0.89 9.96%
15Y -0.35 03/2008
02/2023
0.94$ 0.84 1.13$ 1.82 1.30$ 3.16 1.59$ 3.73 12/1994
11/2009
1.73$ -0.06 9.94%
20Y 0.16 11/2003
10/2023
1.03$ 0.56 1.11$ 1.88 1.44$ 2.68 1.69$ 3.04 02/1995
01/2015
1.82$ 0.25 0.00%
30Y 1.48 02/1994
01/2024
1.55$ 1.48 1.55$ 1.48 1.55$ 1.48 1.55$ 1.48 02/1994
01/2024
1.55$ 1.48 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -8.27 10/2021
09/2022
0.91$ 1.67 1.01$ 5.10 1.05$ 9.61 1.09$ 21.16 04/1985
03/1986
1.21$ 4.09 6.11%
2Y -2.96 01/2021
12/2022
0.94$ 2.04 1.04$ 5.40 1.11$ 8.90 1.18$ 16.09 03/1985
02/1987
1.34$ 0.08 4.71%
3Y -0.80 11/2020
10/2023
0.97$ 2.16 1.06$ 5.19 1.16$ 8.54 1.27$ 12.35 01/1989
12/1991
1.41$ -0.04 3.46%
5Y 0.74 10/2017
09/2022
1.03$ 2.03 1.10$ 5.22 1.28$ 8.65 1.51$ 11.21 01/1985
12/1989
1.70$ 1.92 0.00%
7Y 1.24 11/2015
10/2022
1.08$ 2.29 1.17$ 5.56 1.46$ 8.59 1.78$ 11.28 01/1985
12/1991
2.11$ 1.98 0.00%
10Y 1.33 10/2012
09/2022
1.14$ 2.58 1.28$ 5.40 1.69$ 8.17 2.19$ 9.53 03/1985
02/1995
2.48$ 1.87 0.00%
15Y 1.99 03/2008
02/2023
1.34$ 3.31 1.62$ 5.40 2.20$ 7.85 3.10$ 8.98 01/1985
12/1999
3.63$ 2.49 0.00%
20Y 2.74 11/2003
10/2023
1.71$ 3.76 2.09$ 5.30 2.81$ 7.20 4.01$ 8.25 01/1985
12/2004
4.88$ 2.83 0.00%
30Y 3.97 11/1993
10/2023
3.21$ 4.30 3.53$ 5.36 4.79$ 5.97 5.70$ 6.71 01/1985
12/2014
7.01$ 4.05 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -15.22 10/2021
09/2022
0.84$ -0.52 0.99$ 2.60 1.02$ 6.49 1.06$ 18.61 04/1985
03/1986
1.18$ 0.96 20.09%
2Y -9.13 01/2021
12/2022
0.82$ 0.27 1.00$ 2.72 1.05$ 5.53 1.11$ 13.20 03/1985
02/1987
1.28$ -4.43 11.66%
3Y -6.18 10/2020
09/2023
0.82$ 0.46 1.01$ 2.65 1.08$ 5.14 1.16$ 8.90 03/1985
02/1988
1.29$ -5.40 8.76%
5Y -2.96 11/2017
10/2022
0.86$ 0.52 1.02$ 2.63 1.13$ 4.98 1.27$ 7.28 01/1985
12/1989
1.42$ -2.16 6.59%
7Y -2.11 10/2016
09/2023
0.86$ 0.61 1.04$ 2.69 1.20$ 5.09 1.41$ 7.07 01/1985
12/1991
1.61$ -1.46 6.48%
10Y -1.31 11/2013
10/2023
0.87$ 0.83 1.08$ 2.84 1.32$ 4.87 1.60$ 5.76 03/1985
02/1995
1.75$ -0.89 6.86%
15Y -0.35 03/2008
02/2023
0.94$ 1.26 1.20$ 2.90 1.53$ 4.57 1.95$ 5.62 01/1985
12/1999
2.27$ -0.06 6.21%
20Y 0.16 11/2003
10/2023
1.03$ 1.67 1.39$ 2.89 1.76$ 4.03 2.20$ 5.07 01/1985
12/2004
2.68$ 0.25 0.00%
30Y 1.41 11/1993
10/2023
1.52$ 1.75 1.68$ 2.90 2.35$ 3.23 2.59$ 3.90 03/1985
02/2015
3.15$ 1.48 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Betterment Robo Advisor 10 Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Betterment Robo Advisor 10 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
0.23
60%
-0.40
40%
0.06
60%
0.23
80%
0.19
80%
0.09
60%
0.62
100%
-0.09
60%
-0.84
20%
0.15
60%
1.10
80%
0.62
80%
Best 1.8
2023
0.3
2019
1.8
2023
1.4
2020
0.6
2020
1.3
2019
1.3
2022
0.7
2019
0.1
2019
0.5
2019
2.3
2023
2.0
2023
Worst -1.2
2022
-1.5
2023
-1.3
2022
-1.7
2022
-0.6
2023
-1.6
2022
0.0
2019
-1.5
2022
-2.4
2022
-0.2
2023
-0.4
2021
-0.5
2022
Monthly Seasonality over the period Feb 1985 - Jan 2024
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
0.38
80%
-0.12
60%
0.20
80%
0.21
80%
0.21
70%
0.11
50%
0.44
90%
-0.01
60%
-0.47
30%
0.09
60%
0.55
70%
0.29
70%
Best 1.8
2023
0.7
2014
1.8
2023
1.4
2020
0.6
2020
1.3
2019
1.3
2022
0.7
2019
0.2
2016
0.7
2015
2.3
2023
2.0
2023
Worst -1.2
2022
-1.5
2023
-1.3
2022
-1.7
2022
-0.6
2023
-1.6
2022
-0.2
2014
-1.5
2022
-2.4
2022
-0.8
2018
-0.6
2016
-0.5
2022
Monthly Seasonality over the period Feb 1985 - Jan 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.57
78%
0.26
74%
0.32
79%
0.49
79%
0.44
64%
0.44
69%
0.60
87%
0.37
72%
0.27
67%
0.43
72%
0.52
74%
0.75
87%
Best 2.5
1988
2.4
1986
2.8
1986
2.0
1989
3.3
1985
2.0
1986
2.3
1989
2.5
1986
2.3
1998
1.7
1990
2.3
2023
3.6
1991
Worst -1.7
2009
-1.5
2023
-1.6
1994
-1.7
2004
-0.9
2012
-1.6
2022
-0.5
2003
-1.5
2022
-2.4
2022
-2.1
2008
-0.9
1994
-0.5
2022
Monthly Seasonality over the period Feb 1985 - Jan 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Betterment Robo Advisor 10 Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

BETTERMENT ROBO ADVISOR 10 PORTFOLIO
Monthly Returns Distribution
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
268 Positive Months (74%) - 92 Negative Months (26%)
353 Positive Months (75%) - 116 Negative Months (25%)
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(Scroll down to see all data)
Investment Returns, up to December 2013, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • VTI - Vanguard Total Stock Market (VTI), up to December 2001
  • EFA - iShares MSCI EAFE (EFA), up to December 2001
  • EEM - iShares MSCI Emerging Markets (EEM), up to December 2003
  • VTV - Vanguard Value (VTV), up to December 2004
  • IJS - iShares S&P Small-Cap 600 Value (IJS), up to December 2000
  • VOE - Vanguard Mid-Cap Value (VOE), up to December 2006
  • SHY - iShares 1-3 Year Treasury Bond (SHY), up to December 2002
  • BSV - Vanguard Short-Term Bond (BSV), up to December 2007
  • BNDX - Vanguard Total International Bond (BNDX), up to December 2013
  • BND - Vanguard Total Bond Market (BND), up to December 2007
  • EMB - iShares JP Morgan USD Em Mkts Bd (EMB), up to December 2007
  • TIP - iShares TIPS Bond (TIP), up to December 2003

Portfolio efficiency

No other portfolio in our database 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 Author Return Dev.Std Drawdown Stocks Bonds Comm
Robo Advisor 10 Betterment +4.05 2.56 -8.91 9.9 90.1 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 Author Return Dev.Std Drawdown Stocks Bonds Comm
Ulcer Free Strategy Aim Ways +6.56 5.52 -17.05 7 82 11
High Yield Bonds Income +6.44 8.83 -23.97 0 100 0
Stocks/Bonds 20/80 Momentum +6.09 4.97 -17.91 20 80 0
All Country World 20/80 +5.61 5.65 -17.97 20 80 0
Stocks/Bonds 20/80 +5.59 4.93 -16.57 20 80 0
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