Data Source: from January 1985 to November 2023 (~39 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 11 2023, 11:00AM Eastern Time
Consolidated Returns as of 30 November 2023
Live Update: Dec 11 2023, 11:00AM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.02%
1 Day
Dec 11 2023, 11:00AM Eastern Time
0.47%
Current Month
December 2023
The Betterment Robo Advisor 20 Portfolio is a Low Risk portfolio and can be implemented with 12 ETFs.
It's exposed for 19.9% on the Stock Market.
In the last 30 Years, the Betterment Robo Advisor 20 Portfolio obtained a 5.01% compound annual return, with a 4.18% standard deviation.
Table of contents
Asset Allocation and ETFs
The Betterment Robo Advisor 20 Portfolio has the following asset allocation:
19.9% Stocks
80.1% Fixed Income
0% Commodities
The Betterment Robo Advisor 20 Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 6.30 |
VTI
|
USD | Vanguard Total Stock Market | Equity, U.S., Large Cap |
| 5.60 |
EFA
|
USD | iShares MSCI EAFE | Equity, EAFE, Large Cap |
| 3.70 |
EEM
|
USD | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap |
| 1.70 |
VTV
|
USD | Vanguard Value | Equity, U.S., Large Cap, Value |
| 1.40 |
VOE
|
USD | Vanguard Mid-Cap Value | Equity, U.S., Mid Cap |
| 1.20 |
IJS
|
USD | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value |
| 42.80 |
SHY
|
USD | iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term |
| 10.70 |
BSV
|
USD | Vanguard Short-Term Bond | Bond, U.S., Short Term |
| 9.80 |
BNDX
|
USD | Vanguard Total International Bond | Bond, Developed Markets, All-Term |
| 7.60 |
BND
|
USD | Vanguard Total Bond Market | Bond, U.S., All-Term |
| 5.90 |
EMB
|
USD | iShares JP Morgan USD Em Mkts Bd | Bond, Emerging Markets, All-Term |
| 3.30 |
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 Nov 30, 2023
The Betterment Robo Advisor 20 Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
BETTERMENT ROBO ADVISOR 20 PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 11 2023, 11:00AM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Dec 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~39Y) |
|||
| Betterment Robo Advisor 20 Portfolio | -0.02 | 0.47 | 3.47 | 2.47 | 3.66 | 2.44 | 2.44 | 5.01 | 6.59 | |||
| US Inflation Adjusted return | 3.47 | 1.29 | 0.30 | -1.56 | -0.37 | 2.43 | 3.69 | |||||
| Components | ||||||||||||
|
VTI
|
USD | Vanguard Total Stock Market | 0.15 | 11:00AM, Dec 11 2023 | 1.29 | 9.42 | 10.04 | 12.72 | 11.71 | 11.16 | 9.90 | 11.00 |
|
EFA
|
USD | iShares MSCI EAFE | 0.04 | 10:59AM, Dec 11 2023 | 1.04 | 8.22 | 4.37 | 10.33 | 5.92 | 3.86 | 5.03 | 7.66 |
|
EEM
|
USD | iShares MSCI Emerging Markets | 0.38 | 11:00AM, Dec 11 2023 | -1.01 | 7.79 | 4.40 | 2.42 | 1.46 | 1.42 | 4.65 | 8.63 |
|
VTV
|
USD | Vanguard Value | 0.74 | 10:59AM, Dec 11 2023 | 1.38 | 6.68 | 7.69 | 0.61 | 8.52 | 9.41 | 9.12 | 10.72 |
|
VOE
|
USD | Vanguard Mid-Cap Value | 0.65 | 10:58AM, Dec 11 2023 | 2.52 | 8.65 | 8.38 | -1.54 | 7.45 | 8.10 | 10.33 | 11.68 |
|
IJS
|
USD | iShares S&P Small-Cap 600 Value | 0.25 | 10:58AM, Dec 11 2023 | 5.01 | 9.07 | 4.59 | -5.38 | 5.50 | 6.78 | 10.07 | 11.60 |
|
SHY
|
USD | iShares 1-3 Year Treasury Bond | -0.05 | 11:00AM, Dec 11 2023 | 0.04 | 1.05 | 1.53 | 2.96 | 1.04 | 0.77 | 3.00 | 4.33 |
|
BSV
|
USD | Vanguard Short-Term Bond | -0.09 | 10:59AM, Dec 11 2023 | 0.09 | 1.78 | 1.36 | 3.24 | 1.39 | 1.16 | 3.51 | 4.85 |
|
BNDX
|
USD | Vanguard Total International Bond | -0.11 | 11:00AM, Dec 11 2023 | 0.86 | 3.43 | 1.56 | 2.49 | 0.52 | 2.06 | 4.69 | 6.57 |
|
BND
|
USD | Vanguard Total Bond Market | -0.10 | 11:00AM, Dec 11 2023 | 0.72 | 4.54 | -0.60 | 0.97 | 0.72 | 1.33 | 4.12 | 5.68 |
|
EMB
|
USD | iShares JP Morgan USD Em Mkts Bd | -0.21 | 10:59AM, Dec 11 2023 | 1.31 | 6.23 | 3.86 | 4.00 | 0.79 | 2.25 | 8.75 | 9.37 |
|
TIP
|
USD | iShares TIPS Bond | -0.28 | 11:00AM, Dec 11 2023 | 0.25 | 2.77 | -1.03 | -0.52 | 2.25 | 1.70 | 4.90 | 6.69 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023.
Waiting for updates, inflation of Nov 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.35%
, 5Y: 4.07%
, 10Y: 2.82%
, 30Y: 2.52%
Live update: World Markets and Indexes
In 2022, the Betterment Robo Advisor 20 Portfolio granted a 1.78% dividend yield. If you are interested in getting periodic income, please refer to the Betterment Robo Advisor 20 Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 1993,
now would be worth 4.34$, with a total return of 333.59% (5.01% annualized).
The Inflation Adjusted Capital now would be 2.05$, with a net total return of 105.47% (2.43% annualized).
The Inflation Adjusted Capital now would be 2.05$, with a net total return of 105.47% (2.43% annualized).
An investment of 1$, since January 1985,
now would be worth 11.98$, with a total return of 1097.93% (6.59% annualized).
The Inflation Adjusted Capital now would be 4.10$, with a net total return of 309.99% (3.69% annualized).
The Inflation Adjusted Capital now would be 4.10$, with a net total return of 309.99% (3.69% annualized).
Readings that may interest you
Portfolio Metrics as of Nov 30, 2023
Metrics of Betterment Robo Advisor 20 Portfolio, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
BETTERMENT ROBO ADVISOR 20 PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~39Y) |
|
| Investment Return (%) | 3.47 | 1.12 | 2.47 | 3.66 | -0.32 | 2.44 | 2.44 | 3.85 | 5.01 | 6.59 |
| Infl. Adjusted Return (%) details | 3.47 | 0.91 | 1.29 | 0.30 | -5.73 | -1.56 | -0.37 | 1.23 | 2.43 | 3.69 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.59 | 2.52 | 2.79 |
| Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -3.03 | -12.16 | -12.16 | -12.16 | -12.16 | -12.16 | -12.16 | |||
| Start to Recovery (# months) details | 4 | 27* | 27* | 27* | 27* | 27* | 27* | |||
| 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 | 14 | 14 | 14 | 14 | 14 | 14 | |||
| End (yyyy mm) | 2023 11 | - | - | - | - | - | - | |||
| 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 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 | 14 | 14 | 14 | 14 | 14 | 14 | |||
| End (yyyy mm) | 2023 11 | - | - | - | - | - | - | |||
| Longest negative period (# months) details | 9 | 36* | 45 | 45 | 45 | 45 | 45 | |||
| Period Start (yyyy mm) | 2023 02 | 2020 12 | 2020 02 | 2020 02 | 2020 02 | 2020 02 | 2020 02 | |||
| Period End (yyyy mm) | 2023 10 | 2023 11 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Annualized Return (%) | -1.96 | -0.32 | -0.03 | -0.03 | -0.03 | -0.03 | -0.03 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -4.19 | -20.60 | -20.60 | -20.60 | -20.60 | -20.60 | -20.60 | |||
| Start to Recovery (# months) details | 10* | 35* | 35* | 35* | 35* | 35* | 35* | |||
| Start (yyyy mm) | 2023 02 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | |||
| Start to Bottom (# months) | 9 | 21 | 21 | 21 | 21 | 21 | 21 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 14 | 14 | 14 | |||
| End (yyyy mm) | - | - | - | - | - | - | - | |||
| 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 01 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | |||
| Start to Bottom (# months) | 9 | 21 | 21 | 21 | 21 | 21 | 21 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 14 | 14 | 14 | |||
| End (yyyy mm) | - | - | - | - | - | - | - | |||
| Longest negative period (# months) details | 11 | 36* | 60* | 120* | 157 | 157 | 157 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2018 12 | 2013 12 | 2010 10 | 2010 10 | 2010 10 | |||
| Period End (yyyy mm) | 2023 10 | 2023 11 | 2023 11 | 2023 11 | 2023 10 | 2023 10 | 2023 10 | |||
| Annualized Return (%) | -3.34 | -5.73 | -1.56 | -0.37 | -0.06 | -0.06 | -0.06 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 5.84 | 5.64 | 5.31 | 4.14 | 4.19 | 4.18 | 4.47 | |||
| Sharpe Ratio | -0.21 | -0.40 | 0.15 | 0.34 | 0.61 | 0.66 | 0.58 | |||
| Sortino Ratio | -0.32 | -0.56 | 0.20 | 0.45 | 0.80 | 0.88 | 0.79 | |||
| Ulcer Index | 1.27 | 5.91 | 4.65 | 3.38 | 2.79 | 2.40 | 2.17 | |||
| Ratio: Return / Standard Deviation | 0.63 | -0.06 | 0.46 | 0.59 | 0.92 | 1.20 | 1.47 | |||
| Ratio: Return / Deepest Drawdown | 1.20 | -0.03 | 0.20 | 0.20 | 0.32 | 0.41 | 0.54 | |||
| % Positive Months details | 50% | 55% | 63% | 65% | 70% | 70% | 71% | |||
| Positive Months | 6 | 20 | 38 | 79 | 168 | 255 | 335 | |||
| Negative Months | 6 | 16 | 22 | 41 | 72 | 105 | 132 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 2.44 | 5.30 | 8.22 | 10.73 | ||||||
| Worst 10 Years Return (%) - Annualized | 2.12 | 2.12 | 2.12 | |||||||
| Best 10 Years Return (%) - Annualized | -0.37 | 3.03 | 5.66 | 6.91 | ||||||
| Worst 10 Years Return (%) - Annualized | -0.66 | -0.66 | -0.66 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 17.13 | 11.12 | 9.76 | 8.22 | 6.50 | 5.01 | ||||
| Worst Rolling Return (%) - Annualized | -11.04 | -0.68 | 0.98 | 2.12 | 3.71 | |||||
| % Positive Periods | 89% | 97% | 100% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 14.67 | 8.60 | 7.22 | 5.66 | 4.14 | 2.43 | ||||
| Worst Rolling Return (%) - Annualized | -17.78 | -5.92 | -2.68 | -0.66 | 1.10 | |||||
| % Positive Periods | 81% | 92% | 93% | 93% | 100% | 100% | ||||
| Over all the available data source (Jan 1985 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 25.95 | 14.58 | 13.11 | 10.73 | 9.47 | 7.87 | ||||
| Worst Rolling Return (%) - Annualized | -11.04 | -0.68 | 0.98 | 2.12 | 3.71 | 4.85 | ||||
| % Positive Periods | 91% | 98% | 100% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 23.26 | 11.22 | 9.11 | 6.91 | 6.28 | 5.03 | ||||
| Worst Rolling Return (%) - Annualized | -17.78 | -5.92 | -2.68 | -0.66 | 1.10 | 2.27 | ||||
| % Positive Periods | 82% | 94% | 94% | 95% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 31.03 | 20.50 | 10.50 | 6.28 | 5.56 | 7.15 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 1.22 | 2.37 | 3.56 | ||||
- 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 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).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
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.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
| Asset |
VTI
|
EFA
|
EEM
|
VTV
|
VOE
|
IJS
|
SHY
|
BSV
|
BNDX
|
BND
|
EMB
|
TIP
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
VTI
|
-
|
0.89
|
0.87
|
0.90
|
0.89
|
0.87
|
0.39
|
0.57
|
0.82
|
0.80
|
0.94
|
0.76
|
|
EFA
|
0.89
|
-
|
0.92
|
0.88
|
0.89
|
0.83
|
0.52
|
0.69
|
0.74
|
0.88
|
0.94
|
0.84
|
|
EEM
|
0.87
|
0.92
|
-
|
0.83
|
0.83
|
0.81
|
0.54
|
0.68
|
0.69
|
0.82
|
0.92
|
0.77
|
|
VTV
|
0.90
|
0.88
|
0.83
|
-
|
0.96
|
0.85
|
0.31
|
0.47
|
0.60
|
0.69
|
0.89
|
0.65
|
|
VOE
|
0.89
|
0.89
|
0.83
|
0.96
|
-
|
0.95
|
0.19
|
0.37
|
0.56
|
0.65
|
0.87
|
0.58
|
|
IJS
|
0.87
|
0.83
|
0.81
|
0.85
|
0.95
|
-
|
0.08
|
0.28
|
0.52
|
0.58
|
0.80
|
0.51
|
|
SHY
|
0.39
|
0.52
|
0.54
|
0.31
|
0.19
|
0.08
|
-
|
0.97
|
0.73
|
0.80
|
0.58
|
0.83
|
|
BSV
|
0.57
|
0.69
|
0.68
|
0.47
|
0.37
|
0.28
|
0.97
|
-
|
0.83
|
0.92
|
0.74
|
0.92
|
|
BNDX
|
0.82
|
0.74
|
0.69
|
0.60
|
0.56
|
0.52
|
0.73
|
0.83
|
-
|
0.89
|
0.82
|
0.90
|
|
BND
|
0.80
|
0.88
|
0.82
|
0.69
|
0.65
|
0.58
|
0.80
|
0.92
|
0.89
|
-
|
0.91
|
0.95
|
|
EMB
|
0.94
|
0.94
|
0.92
|
0.89
|
0.87
|
0.80
|
0.58
|
0.74
|
0.82
|
0.91
|
-
|
0.85
|
|
TIP
|
0.76
|
0.84
|
0.77
|
0.65
|
0.58
|
0.51
|
0.83
|
0.92
|
0.90
|
0.95
|
0.85
|
-
|
| Asset |
VTI
|
EFA
|
EEM
|
VTV
|
VOE
|
IJS
|
SHY
|
BSV
|
BNDX
|
BND
|
EMB
|
TIP
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
VTI
|
-
|
0.90
|
0.75
|
0.93
|
0.93
|
0.88
|
0.08
|
0.30
|
0.53
|
0.48
|
0.75
|
0.60
|
|
EFA
|
0.90
|
-
|
0.85
|
0.90
|
0.90
|
0.85
|
0.18
|
0.41
|
0.52
|
0.53
|
0.82
|
0.57
|
|
EEM
|
0.75
|
0.85
|
-
|
0.72
|
0.75
|
0.75
|
0.20
|
0.40
|
0.45
|
0.52
|
0.80
|
0.47
|
|
VTV
|
0.93
|
0.90
|
0.72
|
-
|
0.97
|
0.91
|
-0.05
|
0.15
|
0.35
|
0.31
|
0.67
|
0.45
|
|
VOE
|
0.93
|
0.90
|
0.75
|
0.97
|
-
|
0.95
|
-0.06
|
0.17
|
0.40
|
0.35
|
0.72
|
0.47
|
|
IJS
|
0.88
|
0.85
|
0.75
|
0.91
|
0.95
|
-
|
-0.11
|
0.11
|
0.33
|
0.27
|
0.62
|
0.39
|
|
SHY
|
0.08
|
0.18
|
0.20
|
-0.05
|
-0.06
|
-0.11
|
-
|
0.94
|
0.63
|
0.76
|
0.30
|
0.62
|
|
BSV
|
0.30
|
0.41
|
0.40
|
0.15
|
0.17
|
0.11
|
0.94
|
-
|
0.81
|
0.91
|
0.57
|
0.78
|
|
BNDX
|
0.53
|
0.52
|
0.45
|
0.35
|
0.40
|
0.33
|
0.63
|
0.81
|
-
|
0.89
|
0.72
|
0.84
|
|
BND
|
0.48
|
0.53
|
0.52
|
0.31
|
0.35
|
0.27
|
0.76
|
0.91
|
0.89
|
-
|
0.73
|
0.85
|
|
EMB
|
0.75
|
0.82
|
0.80
|
0.67
|
0.72
|
0.62
|
0.30
|
0.57
|
0.72
|
0.73
|
-
|
0.67
|
|
TIP
|
0.60
|
0.57
|
0.47
|
0.45
|
0.47
|
0.39
|
0.62
|
0.78
|
0.84
|
0.85
|
0.67
|
-
|
| Asset |
VTI
|
EFA
|
EEM
|
VTV
|
VOE
|
IJS
|
SHY
|
BSV
|
BNDX
|
BND
|
EMB
|
TIP
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
VTI
|
-
|
0.87
|
0.71
|
0.93
|
0.93
|
0.86
|
0.01
|
0.21
|
0.41
|
0.37
|
0.68
|
0.47
|
|
EFA
|
0.87
|
-
|
0.82
|
0.86
|
0.86
|
0.76
|
0.10
|
0.29
|
0.37
|
0.41
|
0.76
|
0.47
|
|
EEM
|
0.71
|
0.82
|
-
|
0.68
|
0.70
|
0.64
|
0.15
|
0.31
|
0.32
|
0.41
|
0.75
|
0.42
|
|
VTV
|
0.93
|
0.86
|
0.68
|
-
|
0.96
|
0.88
|
-0.11
|
0.07
|
0.26
|
0.21
|
0.60
|
0.33
|
|
VOE
|
0.93
|
0.86
|
0.70
|
0.96
|
-
|
0.93
|
-0.11
|
0.10
|
0.33
|
0.28
|
0.66
|
0.38
|
|
IJS
|
0.86
|
0.76
|
0.64
|
0.88
|
0.93
|
-
|
-0.14
|
0.04
|
0.24
|
0.18
|
0.53
|
0.29
|
|
SHY
|
0.01
|
0.10
|
0.15
|
-0.11
|
-0.11
|
-0.14
|
-
|
0.94
|
0.60
|
0.76
|
0.30
|
0.62
|
|
BSV
|
0.21
|
0.29
|
0.31
|
0.07
|
0.10
|
0.04
|
0.94
|
-
|
0.77
|
0.91
|
0.55
|
0.77
|
|
BNDX
|
0.41
|
0.37
|
0.32
|
0.26
|
0.33
|
0.24
|
0.60
|
0.77
|
-
|
0.87
|
0.66
|
0.79
|
|
BND
|
0.37
|
0.41
|
0.41
|
0.21
|
0.28
|
0.18
|
0.76
|
0.91
|
0.87
|
-
|
0.70
|
0.84
|
|
EMB
|
0.68
|
0.76
|
0.75
|
0.60
|
0.66
|
0.53
|
0.30
|
0.55
|
0.66
|
0.70
|
-
|
0.65
|
|
TIP
|
0.47
|
0.47
|
0.42
|
0.33
|
0.38
|
0.29
|
0.62
|
0.77
|
0.79
|
0.84
|
0.65
|
-
|
| Asset |
VTI
|
EFA
|
EEM
|
VTV
|
VOE
|
IJS
|
SHY
|
BSV
|
BNDX
|
BND
|
EMB
|
TIP
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
VTI
|
-
|
0.84
|
0.75
|
0.94
|
0.89
|
0.86
|
-0.14
|
0.09
|
0.16
|
0.16
|
0.58
|
0.20
|
|
EFA
|
0.84
|
-
|
0.81
|
0.82
|
0.79
|
0.74
|
-0.13
|
0.13
|
0.18
|
0.17
|
0.59
|
0.21
|
|
EEM
|
0.75
|
0.81
|
-
|
0.71
|
0.70
|
0.67
|
-0.09
|
0.13
|
0.16
|
0.15
|
0.67
|
0.19
|
|
VTV
|
0.94
|
0.82
|
0.71
|
-
|
0.94
|
0.85
|
-0.15
|
0.07
|
0.12
|
0.11
|
0.56
|
0.16
|
|
VOE
|
0.89
|
0.79
|
0.70
|
0.94
|
-
|
0.90
|
-0.16
|
0.08
|
0.17
|
0.14
|
0.56
|
0.21
|
|
IJS
|
0.86
|
0.74
|
0.67
|
0.85
|
0.90
|
-
|
-0.17
|
0.02
|
0.11
|
0.07
|
0.50
|
0.13
|
|
SHY
|
-0.14
|
-0.13
|
-0.09
|
-0.15
|
-0.16
|
-0.17
|
-
|
0.80
|
0.48
|
0.73
|
0.14
|
0.62
|
|
BSV
|
0.09
|
0.13
|
0.13
|
0.07
|
0.08
|
0.02
|
0.80
|
-
|
0.58
|
0.89
|
0.48
|
0.74
|
|
BNDX
|
0.16
|
0.18
|
0.16
|
0.12
|
0.17
|
0.11
|
0.48
|
0.58
|
-
|
0.67
|
0.36
|
0.61
|
|
BND
|
0.16
|
0.17
|
0.15
|
0.11
|
0.14
|
0.07
|
0.73
|
0.89
|
0.67
|
-
|
0.50
|
0.83
|
|
EMB
|
0.58
|
0.59
|
0.67
|
0.56
|
0.56
|
0.50
|
0.14
|
0.48
|
0.36
|
0.50
|
-
|
0.44
|
|
TIP
|
0.20
|
0.21
|
0.19
|
0.16
|
0.21
|
0.13
|
0.62
|
0.74
|
0.61
|
0.83
|
0.44
|
-
|
| Asset |
VTI
|
EFA
|
EEM
|
VTV
|
VOE
|
IJS
|
SHY
|
BSV
|
BNDX
|
BND
|
EMB
|
TIP
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
VTI
|
-
|
0.72
|
0.71
|
0.94
|
0.91
|
0.87
|
-0.04
|
0.13
|
0.20
|
0.20
|
0.56
|
0.23
|
|
EFA
|
0.72
|
-
|
0.66
|
0.71
|
0.68
|
0.65
|
0.00
|
0.16
|
0.21
|
0.20
|
0.53
|
0.22
|
|
EEM
|
0.71
|
0.66
|
-
|
0.68
|
0.67
|
0.64
|
0.02
|
0.17
|
0.20
|
0.19
|
0.62
|
0.21
|
|
VTV
|
0.94
|
0.71
|
0.68
|
-
|
0.94
|
0.86
|
-0.03
|
0.13
|
0.18
|
0.18
|
0.55
|
0.21
|
|
VOE
|
0.91
|
0.68
|
0.67
|
0.94
|
-
|
0.91
|
-0.06
|
0.13
|
0.21
|
0.19
|
0.55
|
0.23
|
|
IJS
|
0.87
|
0.65
|
0.64
|
0.86
|
0.91
|
-
|
-0.10
|
0.06
|
0.14
|
0.11
|
0.49
|
0.14
|
|
SHY
|
-0.04
|
0.00
|
0.02
|
-0.03
|
-0.06
|
-0.10
|
-
|
0.86
|
0.60
|
0.79
|
0.22
|
0.71
|
|
BSV
|
0.13
|
0.16
|
0.17
|
0.13
|
0.13
|
0.06
|
0.86
|
-
|
0.66
|
0.90
|
0.48
|
0.78
|
|
BNDX
|
0.20
|
0.21
|
0.20
|
0.18
|
0.21
|
0.14
|
0.60
|
0.66
|
-
|
0.74
|
0.43
|
0.72
|
|
BND
|
0.20
|
0.20
|
0.19
|
0.18
|
0.19
|
0.11
|
0.79
|
0.90
|
0.74
|
-
|
0.52
|
0.88
|
|
EMB
|
0.56
|
0.53
|
0.62
|
0.55
|
0.55
|
0.49
|
0.22
|
0.48
|
0.43
|
0.52
|
-
|
0.48
|
|
TIP
|
0.23
|
0.22
|
0.21
|
0.21
|
0.23
|
0.14
|
0.71
|
0.78
|
0.72
|
0.88
|
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 20 PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -12.16% | Sep 2021 | Sep 2022 | 13 | in progress | 14 | 27 | 6.80 |
| -9.97% | May 2008 | Feb 2009 | 10 | Jul 2009 | 5 | 15 | 5.26 |
| -4.47% | Feb 1994 | Jun 1994 | 5 | Apr 1995 | 10 | 15 | 3.06 |
| -4.38% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 | 2.02 |
| -4.07% | May 1998 | Aug 1998 | 4 | Oct 1998 | 2 | 6 | 1.64 |
| -3.26% | Jun 2011 | Sep 2011 | 4 | Jan 2012 | 4 | 8 | 1.26 |
| -2.69% | May 2015 | Sep 2015 | 5 | Jun 2016 | 9 | 14 | 1.54 |
| -2.38% | Jun 2002 | Jul 2002 | 2 | Nov 2002 | 4 | 6 | 1.35 |
| -2.28% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 | 1.44 |
| -2.19% | May 2013 | Jun 2013 | 2 | Oct 2013 | 4 | 6 | 1.21 |
| -2.14% | Feb 2018 | Oct 2018 | 9 | Jan 2019 | 3 | 12 | 1.21 |
| -1.76% | May 2012 | May 2012 | 1 | Jul 2012 | 2 | 3 | 0.92 |
| -1.59% | May 2010 | Jun 2010 | 2 | Jul 2010 | 1 | 3 | 1.11 |
| -1.48% | Feb 2001 | Mar 2001 | 2 | May 2001 | 2 | 4 | 0.78 |
| -1.47% | Apr 2000 | May 2000 | 2 | Jun 2000 | 1 | 3 | 0.89 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -20.60% | Jan 2021 | Sep 2022 | 21 | in progress | 14 | 35 | 13.51 |
| -11.09% | Nov 2007 | Oct 2008 | 12 | Sep 2009 | 11 | 23 | 5.42 |
| -6.07% | Feb 1994 | Nov 1994 | 10 | Jun 1995 | 7 | 17 | 4.45 |
| -4.60% | May 1998 | Aug 1998 | 4 | Oct 1998 | 2 | 6 | 1.96 |
| -4.53% | Jan 2020 | Mar 2020 | 3 | Jun 2020 | 3 | 6 | 1.86 |
| -4.08% | Feb 2018 | Oct 2018 | 9 | Jun 2019 | 8 | 17 | 2.15 |
| -4.04% | Jan 2011 | Sep 2011 | 9 | Jan 2012 | 4 | 13 | 1.38 |
| -3.55% | Mar 2015 | Sep 2015 | 7 | Jul 2016 | 10 | 17 | 2.03 |
| -3.14% | Mar 2004 | May 2004 | 3 | Nov 2004 | 6 | 9 | 1.97 |
| -2.67% | Jun 2002 | Sep 2002 | 4 | Dec 2002 | 3 | 7 | 1.60 |
| -2.60% | May 2013 | Jun 2013 | 2 | Oct 2013 | 4 | 6 | 1.56 |
| -2.36% | Mar 2012 | May 2012 | 3 | Aug 2012 | 3 | 6 | 1.03 |
| -2.33% | Jan 2005 | Apr 2005 | 4 | Aug 2005 | 4 | 8 | 1.12 |
| -2.10% | Feb 2001 | Mar 2001 | 2 | Aug 2001 | 5 | 7 | 1.12 |
| -2.03% | Feb 2006 | Jun 2006 | 5 | Sep 2006 | 3 | 8 | 1.09 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -12.16% | Sep 2021 | Sep 2022 | 13 | in progress | 14 | 27 | 6.80 |
| -9.97% | May 2008 | Feb 2009 | 10 | Jul 2009 | 5 | 15 | 5.26 |
| -4.85% | Sep 1987 | Nov 1987 | 3 | Feb 1988 | 3 | 6 | 2.85 |
| -4.47% | Feb 1994 | Jun 1994 | 5 | Apr 1995 | 10 | 15 | 3.06 |
| -4.38% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 | 2.02 |
| -4.18% | Aug 1990 | Sep 1990 | 2 | Dec 1990 | 3 | 5 | 2.25 |
| -4.07% | May 1998 | Aug 1998 | 4 | Oct 1998 | 2 | 6 | 1.64 |
| -3.26% | Jun 2011 | Sep 2011 | 4 | Jan 2012 | 4 | 8 | 1.26 |
| -2.84% | Jan 1990 | Apr 1990 | 4 | May 1990 | 1 | 5 | 1.76 |
| -2.69% | May 2015 | Sep 2015 | 5 | Jun 2016 | 9 | 14 | 1.54 |
| -2.38% | Jun 2002 | Jul 2002 | 2 | Nov 2002 | 4 | 6 | 1.35 |
| -2.28% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 | 1.44 |
| -2.19% | May 2013 | Jun 2013 | 2 | Oct 2013 | 4 | 6 | 1.21 |
| -2.14% | Feb 2018 | Oct 2018 | 9 | Jan 2019 | 3 | 12 | 1.21 |
| -2.01% | Sep 1986 | Sep 1986 | 1 | Dec 1986 | 3 | 4 | 1.01 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -20.60% | Jan 2021 | Sep 2022 | 21 | in progress | 14 | 35 | 13.51 |
| -11.09% | Nov 2007 | Oct 2008 | 12 | Sep 2009 | 11 | 23 | 5.42 |
| -6.31% | Mar 1987 | Nov 1987 | 9 | Oct 1988 | 11 | 20 | 2.60 |
| -6.07% | Feb 1994 | Nov 1994 | 10 | Jun 1995 | 7 | 17 | 4.45 |
| -5.84% | Aug 1990 | Sep 1990 | 2 | Feb 1991 | 5 | 7 | 3.12 |
| -4.95% | Jan 1990 | Apr 1990 | 4 | Jul 1990 | 3 | 7 | 2.83 |
| -4.60% | May 1998 | Aug 1998 | 4 | Oct 1998 | 2 | 6 | 1.96 |
| -4.53% | Jan 2020 | Mar 2020 | 3 | Jun 2020 | 3 | 6 | 1.86 |
| -4.08% | Feb 2018 | Oct 2018 | 9 | Jun 2019 | 8 | 17 | 2.15 |
| -4.04% | Jan 2011 | Sep 2011 | 9 | Jan 2012 | 4 | 13 | 1.38 |
| -3.55% | Mar 2015 | Sep 2015 | 7 | Jul 2016 | 10 | 17 | 2.03 |
| -3.14% | Mar 2004 | May 2004 | 3 | Nov 2004 | 6 | 9 | 1.97 |
| -2.67% | Jun 2002 | Sep 2002 | 4 | Dec 2002 | 3 | 7 | 1.60 |
| -2.60% | May 2013 | Jun 2013 | 2 | Oct 2013 | 4 | 6 | 1.56 |
| -2.45% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 | 1.24 |
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 20 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
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 | -11.04 |
10/2021 09/2022 |
0.88$ | 1.70 | 1.01$ | 5.58 | 1.05$ | 8.89 | 1.08$ | 17.13 |
03/2009 02/2010 |
1.17$ | 3.66 | 10.60% |
| 2Y | -3.96 |
11/2021 10/2023 |
0.92$ | 2.30 | 1.04$ | 5.40 | 1.11$ | 8.26 | 1.17$ | 12.45 |
12/1994 11/1996 |
1.26$ | -1.98 | 6.23% |
| 3Y | -0.68 |
10/2019 09/2022 |
0.97$ | 2.73 | 1.08$ | 5.11 | 1.16$ | 7.65 | 1.24$ | 11.12 |
04/1995 03/1998 |
1.37$ | -0.32 | 2.15% |
| 5Y | 0.98 |
10/2017 09/2022 |
1.04$ | 3.05 | 1.16$ | 5.23 | 1.29$ | 7.42 | 1.43$ | 9.76 |
01/1995 12/1999 |
1.59$ | 2.44 | 0.00% |
| 7Y | 1.96 |
11/2015 10/2022 |
1.14$ | 3.35 | 1.25$ | 5.07 | 1.41$ | 7.05 | 1.61$ | 8.64 |
01/1995 12/2001 |
1.78$ | 2.59 | 0.00% |
| 10Y | 2.12 |
11/2013 10/2023 |
1.23$ | 3.72 | 1.44$ | 5.29 | 1.67$ | 7.11 | 1.98$ | 8.22 |
01/1995 12/2004 |
2.20$ | 2.44 | 0.00% |
| 15Y | 2.76 |
11/2007 10/2022 |
1.50$ | 4.12 | 1.83$ | 5.05 | 2.09$ | 6.51 | 2.57$ | 7.21 |
01/1995 12/2009 |
2.84$ | 3.74 | 0.00% |
| 20Y | 3.71 |
11/2003 10/2023 |
2.07$ | 4.29 | 2.31$ | 5.07 | 2.69$ | 6.09 | 3.26$ | 6.50 |
07/1994 06/2014 |
3.52$ | 3.85 | 0.00% |
| 30Y | 5.01 |
12/1993 11/2023 |
4.33$ | 5.01 | 4.33$ | 5.01 | 4.33$ | 5.01 | 4.33$ | 5.01 |
12/1993 11/2023 |
4.33$ | 5.01 | 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 | -17.78 |
10/2021 09/2022 |
0.82$ | -0.71 | 0.99$ | 3.22 | 1.03$ | 6.34 | 1.06$ | 14.67 |
03/2009 02/2010 |
1.14$ | 0.30 | 18.34% |
| 2Y | -9.53 |
01/2021 12/2022 |
0.81$ | 0.67 | 1.01$ | 3.00 | 1.06$ | 5.66 | 1.11$ | 9.96 |
11/2008 10/2010 |
1.20$ | -6.84 | 10.39% |
| 3Y | -5.92 |
11/2020 10/2023 |
0.83$ | 1.29 | 1.03$ | 2.92 | 1.09$ | 5.10 | 1.16$ | 8.60 |
04/1995 03/1998 |
1.28$ | -5.73 | 7.08% |
| 5Y | -2.68 |
10/2017 09/2022 |
0.87$ | 1.39 | 1.07$ | 2.83 | 1.14$ | 4.77 | 1.26$ | 7.22 |
01/1995 12/1999 |
1.41$ | -1.56 | 6.98% |
| 7Y | -1.48 |
10/2016 09/2023 |
0.90$ | 1.69 | 1.12$ | 2.81 | 1.21$ | 4.44 | 1.35$ | 6.09 |
01/1995 12/2001 |
1.51$ | -0.91 | 7.22% |
| 10Y | -0.66 |
11/2013 10/2023 |
0.93$ | 1.96 | 1.21$ | 2.86 | 1.32$ | 4.49 | 1.55$ | 5.66 |
01/1995 12/2004 |
1.73$ | -0.37 | 6.22% |
| 15Y | 0.36 |
11/2007 10/2022 |
1.05$ | 2.00 | 1.34$ | 2.92 | 1.54$ | 3.94 | 1.78$ | 4.63 |
01/1995 12/2009 |
1.97$ | 1.20 | 0.00% |
| 20Y | 1.10 |
11/2003 10/2023 |
1.24$ | 1.80 | 1.42$ | 2.85 | 1.75$ | 3.74 | 2.08$ | 4.14 |
02/1995 01/2015 |
2.25$ | 1.23 | 0.00% |
| 30Y | 2.43 |
12/1993 11/2023 |
2.05$ | 2.43 | 2.05$ | 2.43 | 2.05$ | 2.43 | 2.05$ | 2.43 |
12/1993 11/2023 |
2.05$ | 2.43 | 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 | -11.04 |
10/2021 09/2022 |
0.88$ | 2.39 | 1.02$ | 6.28 | 1.06$ | 11.80 | 1.11$ | 25.95 |
04/1985 03/1986 |
1.25$ | 3.66 | 8.11% |
| 2Y | -3.96 |
11/2021 10/2023 |
0.92$ | 2.94 | 1.05$ | 6.49 | 1.13$ | 10.32 | 1.21$ | 19.59 |
03/1985 02/1987 |
1.43$ | -1.98 | 4.73% |
| 3Y | -0.68 |
10/2019 09/2022 |
0.97$ | 3.26 | 1.10$ | 6.68 | 1.21$ | 9.84 | 1.32$ | 14.58 |
10/1990 09/1993 |
1.50$ | -0.32 | 1.62% |
| 5Y | 0.98 |
10/2017 09/2022 |
1.04$ | 3.28 | 1.17$ | 6.49 | 1.36$ | 9.72 | 1.58$ | 13.11 |
01/1985 12/1989 |
1.85$ | 2.44 | 0.00% |
| 7Y | 1.96 |
11/2015 10/2022 |
1.14$ | 3.56 | 1.27$ | 6.59 | 1.56$ | 9.77 | 1.92$ | 12.79 |
01/1985 12/1991 |
2.32$ | 2.59 | 0.00% |
| 10Y | 2.12 |
11/2013 10/2023 |
1.23$ | 3.82 | 1.45$ | 6.08 | 1.80$ | 9.37 | 2.44$ | 10.73 |
01/1985 12/1994 |
2.77$ | 2.44 | 0.00% |
| 15Y | 2.76 |
11/2007 10/2022 |
1.50$ | 4.31 | 1.88$ | 6.17 | 2.45$ | 8.62 | 3.45$ | 10.41 |
01/1985 12/1999 |
4.41$ | 3.74 | 0.00% |
| 20Y | 3.71 |
11/2003 10/2023 |
2.07$ | 4.86 | 2.58$ | 6.39 | 3.45$ | 8.25 | 4.88$ | 9.47 |
01/1985 12/2004 |
6.10$ | 3.85 | 0.00% |
| 30Y | 4.85 |
11/1993 10/2023 |
4.14$ | 5.34 | 4.75$ | 6.43 | 6.48$ | 6.96 | 7.53$ | 7.87 |
01/1985 12/2014 |
9.71$ | 5.01 | 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 | -17.78 |
10/2021 09/2022 |
0.82$ | -0.64 | 0.99$ | 3.68 | 1.03$ | 8.75 | 1.08$ | 23.26 |
05/1985 04/1986 |
1.23$ | 0.30 | 17.54% |
| 2Y | -9.53 |
01/2021 12/2022 |
0.81$ | 1.11 | 1.02$ | 3.58 | 1.07$ | 7.00 | 1.14$ | 16.55 |
03/1985 02/1987 |
1.35$ | -6.84 | 7.88% |
| 3Y | -5.92 |
11/2020 10/2023 |
0.83$ | 1.52 | 1.04$ | 3.70 | 1.11$ | 6.34 | 1.20$ | 11.22 |
10/1990 09/1993 |
1.37$ | -5.73 | 5.32% |
| 5Y | -2.68 |
10/2017 09/2022 |
0.87$ | 1.57 | 1.08$ | 3.93 | 1.21$ | 6.15 | 1.34$ | 9.11 |
01/1985 12/1989 |
1.54$ | -1.56 | 5.15% |
| 7Y | -1.48 |
10/2016 09/2023 |
0.90$ | 1.84 | 1.13$ | 3.82 | 1.30$ | 6.09 | 1.51$ | 8.52 |
01/1985 12/1991 |
1.77$ | -0.91 | 5.21% |
| 10Y | -0.66 |
11/2013 10/2023 |
0.93$ | 2.04 | 1.22$ | 3.54 | 1.41$ | 5.96 | 1.78$ | 6.91 |
01/1985 12/1994 |
1.94$ | -0.37 | 4.31% |
| 15Y | 0.36 |
11/2007 10/2022 |
1.05$ | 2.34 | 1.41$ | 3.66 | 1.71$ | 5.47 | 2.22$ | 7.01 |
01/1985 12/1999 |
2.76$ | 1.20 | 0.00% |
| 20Y | 1.10 |
11/2003 10/2023 |
1.24$ | 2.71 | 1.70$ | 3.91 | 2.15$ | 5.03 | 2.66$ | 6.28 |
01/1985 12/2004 |
3.38$ | 1.23 | 0.00% |
| 30Y | 2.27 |
11/1993 10/2023 |
1.96$ | 2.77 | 2.26$ | 3.96 | 3.20$ | 4.25 | 3.48$ | 5.03 |
01/1985 12/2014 |
4.35$ | 2.43 | 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 20 Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Betterment Robo Advisor 20 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.
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 |
0.74
60% |
-0.67
40% |
-0.28
60% |
0.41
80% |
0.17
60% |
0.33
80% |
1.02
100% |
-0.22
60% |
-1.34
20% |
0.30
60% |
1.82
80% |
0.29
60% |
| Best |
2.8 2023 |
0.6 2019 |
1.9 2023 |
2.5 2020 |
1.2 2020 |
2.1 2019 |
2.1 2022 |
0.8 2020 |
0.3 2019 |
1.1 2022 |
3.5 2023 |
1.3 2020 |
| Worst |
-1.7 2022 |
-1.9 2023 |
-3.6 2020 |
-2.7 2022 |
-0.9 2023 |
-2.6 2022 |
0.1 2019 |
-2.0 2022 |
-3.6 2022 |
-0.7 2023 |
-0.7 2021 |
-1.1 2022 |
Monthly Seasonality over the period Feb 1985 - Nov 2023
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 |
0.47
60% |
-0.15
60% |
0.14
80% |
0.37
80% |
0.24
60% |
0.23
70% |
0.76
90% |
-0.10
70% |
-0.77
30% |
0.17
60% |
0.97
70% |
0.15
60% |
| Best |
2.8 2023 |
1.3 2014 |
2.0 2016 |
2.5 2020 |
1.2 2020 |
2.1 2019 |
2.1 2022 |
1.0 2014 |
0.3 2016 |
1.5 2015 |
3.5 2023 |
1.3 2020 |
| Worst |
-1.7 2022 |
-1.9 2023 |
-3.6 2020 |
-2.7 2022 |
-0.9 2023 |
-2.6 2022 |
-0.4 2014 |
-2.0 2022 |
-3.6 2022 |
-1.8 2018 |
-0.7 2021 |
-1.1 2022 |
Monthly Seasonality over the period Feb 1985 - Nov 2023
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 |
0.68
72% |
0.33
74% |
0.38
72% |
0.69
85% |
0.51
62% |
0.44
69% |
0.76
74% |
0.32
69% |
0.15
59% |
0.47
69% |
0.73
72% |
1.04
84% |
| Best |
3.4 1988 |
3.5 1986 |
3.6 1986 |
2.9 2009 |
4.0 1985 |
2.3 1986 |
2.9 1989 |
3.3 1986 |
2.9 1998 |
2.5 2011 |
3.5 2023 |
5.3 1991 |
| Worst |
-2.9 2009 |
-2.6 2009 |
-3.6 2020 |
-2.7 2022 |
-1.8 2012 |
-2.6 2022 |
-1.3 2002 |
-3.6 1998 |
-3.6 2022 |
-4.9 2008 |
-1.2 1994 |
-1.1 2022 |
Monthly Seasonality over the period Feb 1985 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Betterment Robo Advisor 20 Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
BETTERMENT ROBO ADVISOR 20 PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
255 Positive Months (71%) - 105 Negative Months (29%)
335 Positive Months (72%) - 132 Negative Months (28%)
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(Scroll down to see all data)
Investment Returns, up to December 2013, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can see details about extended Data Sources here.
In particular, the series derived from equivalent datasets are:
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can see details about extended Data Sources here.
In particular, the series derived from equivalent datasets are:
- VTI - Vanguard Total Stock Market, up to December 2001
- EFA - iShares MSCI EAFE, up to December 2001
- EEM - iShares MSCI Emerging Markets, up to December 2003
- VTV - Vanguard Value, up to December 2004
- VOE - Vanguard Mid-Cap Value, up to December 2006
- IJS - iShares S&P Small-Cap 600 Value, up to December 2000
- SHY - iShares 1-3 Year Treasury Bond, up to December 2002
- BSV - Vanguard Short-Term Bond, up to December 2007
- BNDX - Vanguard Total International Bond, up to December 2013
- BND - Vanguard Total Bond Market, up to December 2007
- EMB - iShares JP Morgan USD Em Mkts Bd, up to December 2007
- TIP - iShares TIPS Bond, up to December 2003
Portfolio efficiency
The following portfolios 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 | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Sheltered Sam 20/80 | +5.04 | 4.14 | -11.24 | 19.4 | 80 | 0.6 | ||
| Robo Advisor 20 | +5.01 | 4.18 | -12.16 | 19.9 | 80.1 | 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 | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| High Yield Bonds Income | +6.42 | 8.80 | -23.97 | 0 | 100 | 0 | ||
| Stocks/Bonds 20/80 Momentum | +6.01 | 4.94 | -17.91 | 20 | 80 | 0 | ||
| All Country World 20/80 | +5.64 | 5.63 | -17.97 | 20 | 80 | 0 | ||
| Stocks/Bonds 20/80 | +5.54 | 4.90 | -16.57 | 20 | 80 | 0 | ||
| Dimensional Retirement Income Fund | +5.36 | 4.79 | -12.91 | 20.4 | 79.6 | 0 | ||
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