Data Source: from January 1976 to November 2023 (~48 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 22 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.13%
1 Day
Dec 22 2023
4.87%
Current Month
December 2023
The Betterment Robo Advisor 100 Portfolio is a Very High Risk portfolio and can be implemented with 6 ETFs.
It's exposed for 100% on the Stock Market.
In the last 30 Years, the Betterment Robo Advisor 100 Portfolio obtained a 8.20% compound annual return, with a 15.84% standard deviation.
Table of contents
Asset Allocation and ETFs
The Betterment Robo Advisor 100 Portfolio has the following asset allocation:
100% Stocks
0% Fixed Income
0% Commodities
The Betterment Robo Advisor 100 Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 34.60 | VTI | USD | Vanguard Total Stock Market | Equity, U.S., Large Cap |
| 27.30 | EFA | USD | iShares MSCI EAFE | Equity, EAFE, Large Cap |
| 15.00 | EEM | USD | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap |
| 9.20 | VTV | USD | Vanguard Value | Equity, U.S., Large Cap, Value |
| 7.50 | VOE | USD | Vanguard Mid-Cap Value | Equity, U.S., Mid Cap |
| 6.40 | IJS | USD | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value |
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 100 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.
December 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
BETTERMENT ROBO ADVISOR 100 PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 22 2023
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 (~48Y) | |||
| Betterment Robo Advisor 100 Portfolio | 0.13 | 4.87 | 8.54 | 6.99 | 7.21 | 7.75 | 7.22 | 8.20 | 11.02 | |||
| US Inflation Adjusted return | 8.76 | 5.97 | 3.95 | 3.58 | 4.30 | 5.55 | 7.13 | |||||
| Components | ||||||||||||
VTI | USD | Vanguard Total Stock Market | 0.23 | Dec 22 2023 | 5.03 | 9.42 | 10.04 | 12.72 | 11.71 | 11.16 | 9.90 | 11.50 |
EFA | USD | iShares MSCI EAFE | 0.09 | Dec 22 2023 | 4.48 | 8.22 | 4.37 | 10.33 | 5.92 | 3.86 | 5.03 | 8.32 |
EEM | USD | iShares MSCI Emerging Markets | -0.48 | Dec 22 2023 | 1.43 | 7.79 | 4.40 | 2.42 | 1.46 | 1.42 | 4.65 | 7.38 |
VTV | USD | Vanguard Value | 0.39 | Dec 22 2023 | 4.39 | 6.68 | 7.69 | 0.61 | 8.52 | 9.41 | 9.12 | 11.71 |
VOE | USD | Vanguard Mid-Cap Value | 0.35 | Dec 22 2023 | 5.91 | 8.65 | 8.38 | -1.54 | 7.45 | 8.10 | 10.33 | 13.12 |
IJS | USD | iShares S&P Small-Cap 600 Value | 0.50 | Dec 22 2023 | 13.21 | 9.07 | 4.59 | -5.38 | 5.50 | 6.78 | 10.07 | 14.41 |
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Nov 2023. Current inflation (annualized) is 1Y: 3.14% , 5Y: 4.03% , 10Y: 2.80% , 30Y: 2.51%
Live update: World Markets and Indexes
In 2022, the Betterment Robo Advisor 100 Portfolio granted a 1.83% dividend yield. If you are interested in getting periodic income, please refer to the Betterment Robo Advisor 100 Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 1993, now would be worth 10.64$, with a total return of 964.03% (8.20% annualized).
The Inflation Adjusted Capital now would be 5.05$, with a net total return of 405.24% (5.55% annualized).
An investment of 1$, since January 1976, now would be worth 149.91$, with a total return of 14891.15% (11.02% annualized).
The Inflation Adjusted Capital now would be 27.10$, with a net total return of 2609.68% (7.13% annualized).
Readings that may interest you
Portfolio Metrics as of Nov 30, 2023
Metrics of Betterment Robo Advisor 100 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 100 PORTFOLIO
Advanced Metrics
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX (~48Y) | |
| Investment Return (%) | 8.54 | 0.77 | 6.99 | 7.21 | 5.49 | 7.75 | 7.22 | 8.14 | 8.20 | 11.02 |
| Infl. Adjusted Return (%) details | 8.76 | 0.76 | 5.97 | 3.95 | -0.17 | 3.58 | 4.30 | 5.42 | 5.55 | 7.13 |
| US Inflation (%) | -0.20 | 0.01 | 0.96 | 3.14 | 5.67 | 4.03 | 2.80 | 2.58 | 2.51 | 3.63 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
DRAWDOWN Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -10.44 | -24.17 | -24.17 | -24.17 | -54.55 | -54.55 | -54.55 | |||
| Start to Recovery (# months) details | 4* | 23* | 23* | 23* | 63 | 63 | 63 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 47 | 47 | 47 | |||
| End (yyyy mm) | - | - | - | - | 2013 01 | 2013 01 | 2013 01 | |||
| Longest Drawdown Depth (%) | -3.49 | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | |||
| Start to Recovery (# months) details | 5 | |||||||||
| Start (yyyy mm) | 2023 02 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 02 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 4 | 14 | 14 | 14 | 47 | 47 | 47 | |||
| End (yyyy mm) | 2023 06 | - | - | - | 2013 01 | 2013 01 | 2013 01 | |||
| Longest negative period (# months) details | 11 | 32 | 32 | 36 | 68 | 118 | 118 | |||
| Period Start (yyyy mm) | 2022 12 | 2021 03 | 2021 03 | 2017 04 | 2006 02 | 1999 05 | 1999 05 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2020 03 | 2011 09 | 2009 02 | 2009 02 | |||
| Annualized Return (%) | -1.33 | -0.41 | -0.41 | -0.38 | -0.03 | -0.48 | -0.48 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -11.01 | -28.92 | -28.92 | -28.92 | -55.25 | -55.25 | -55.25 | |||
| Start to Recovery (# months) details | 4* | 27* | 27* | 27* | 72 | 72 | 72 | |||
| Start (yyyy mm) | 2023 08 | 2021 09 | 2021 09 | 2021 09 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 13 | 13 | 13 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 56 | 56 | 56 | |||
| End (yyyy mm) | - | - | - | - | 2013 10 | 2013 10 | 2013 10 | |||
| Longest Drawdown Depth (%) | -4.75 | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | |||
| Start to Recovery (# months) details | 5 | |||||||||
| Start (yyyy mm) | 2023 02 | 2021 09 | 2021 09 | 2021 09 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 4 | 13 | 13 | 13 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 56 | 56 | 56 | |||
| End (yyyy mm) | 2023 06 | - | - | - | 2013 10 | 2013 10 | 2013 10 | |||
| Longest negative period (# months) details | 11 | 36* | 46 | 69 | 79 | 145 | 145 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2018 12 | 2018 02 | 2005 03 | 1997 02 | 1997 02 | |||
| Period End (yyyy mm) | 2023 10 | 2023 11 | 2022 09 | 2023 10 | 2011 09 | 2009 02 | 2009 02 | |||
| Annualized Return (%) | -4.81 | -0.17 | -0.30 | -0.03 | -0.11 | -0.02 | -0.02 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
RISK INDICATORS | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 15.96 | 16.21 | 18.43 | 14.92 | 16.09 | 15.84 | 15.63 | |||
| Sharpe Ratio | 0.15 | 0.22 | 0.33 | 0.41 | 0.43 | 0.38 | 0.45 | |||
| Sortino Ratio | 0.23 | 0.31 | 0.44 | 0.56 | 0.56 | 0.49 | 0.60 | |||
| Ulcer Index | 4.20 | 9.48 | 8.81 | 7.15 | 13.29 | 13.33 | 11.23 | |||
| Ratio: Return / Standard Deviation | 0.45 | 0.34 | 0.42 | 0.48 | 0.51 | 0.52 | 0.70 | |||
| Ratio: Return / Deepest Drawdown | 0.69 | 0.23 | 0.32 | 0.30 | 0.15 | 0.15 | 0.20 | |||
| % Positive Months details | 50% | 58% | 60% | 65% | 64% | 63% | 63% | |||
| Positive Months | 6 | 21 | 36 | 78 | 154 | 227 | 367 | |||
| Negative Months | 6 | 15 | 24 | 42 | 86 | 133 | 208 | |||
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 7.22 | 13.99 | 13.99 | 20.39 | ||||||
| Worst 10 Years Return (%) - Annualized | 4.47 | 0.73 | 0.73 | |||||||
| Best 10 Years Return (%) - Annualized | 4.30 | 12.01 | 12.01 | 16.07 | ||||||
| Worst 10 Years Return (%) - Annualized | 2.64 | -1.80 | -1.80 | |||||||
ROLLING PERIOD RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 63.57 | 28.55 | 22.20 | 13.99 | 9.62 | 8.20 | ||||
| Worst Rolling Return (%) - Annualized | -46.95 | -15.10 | -3.82 | 0.73 | 4.83 | |||||
| % Positive Periods | 72% | 85% | 92% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 60.14 | 25.11 | 19.25 | 12.01 | 6.98 | 5.55 | ||||
| Worst Rolling Return (%) - Annualized | -47.07 | -16.94 | -6.30 | -1.80 | 2.70 | |||||
| % Positive Periods | 68% | 79% | 84% | 97% | 100% | 100% | ||||
| Over all the available data source (Jan 1976 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 63.57 | 36.45 | 31.16 | 20.39 | 16.56 | 14.09 | ||||
| Worst Rolling Return (%) - Annualized | -46.95 | -15.10 | -3.82 | 0.73 | 4.83 | 7.75 | ||||
| % Positive Periods | 77% | 91% | 95% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 60.14 | 32.46 | 27.17 | 16.07 | 12.21 | 9.54 | ||||
| Worst Rolling Return (%) - Annualized | -47.07 | -16.94 | -6.30 | -1.80 | 2.70 | 5.10 | ||||
| % Positive Periods | 71% | 85% | 90% | 98% | 100% | 100% | ||||
WITHDRAWAL RATES (WR) | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 34.51 | 22.74 | 12.54 | 8.45 | 7.29 | 8.81 | ||||
| Perpetual WR (%) | 0.00 | 3.45 | 4.13 | 5.14 | 5.26 | 6.65 | ||||
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 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).
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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 2023
Swipe left to see all data
| Asset | VTI | EFA | EEM | VTV | VOE | IJS |
|---|---|---|---|---|---|---|
VTI | - | 0.89 | 0.87 | 0.90 | 0.89 | 0.87 |
EFA | 0.89 | - | 0.92 | 0.88 | 0.89 | 0.83 |
EEM | 0.87 | 0.92 | - | 0.83 | 0.83 | 0.81 |
VTV | 0.90 | 0.88 | 0.83 | - | 0.96 | 0.85 |
VOE | 0.89 | 0.89 | 0.83 | 0.96 | - | 0.95 |
IJS | 0.87 | 0.83 | 0.81 | 0.85 | 0.95 | - |
| Asset | VTI | EFA | EEM | VTV | VOE | IJS |
|---|---|---|---|---|---|---|
VTI | - | 0.90 | 0.75 | 0.93 | 0.93 | 0.88 |
EFA | 0.90 | - | 0.85 | 0.90 | 0.90 | 0.85 |
EEM | 0.75 | 0.85 | - | 0.72 | 0.75 | 0.75 |
VTV | 0.93 | 0.90 | 0.72 | - | 0.97 | 0.91 |
VOE | 0.93 | 0.90 | 0.75 | 0.97 | - | 0.95 |
IJS | 0.88 | 0.85 | 0.75 | 0.91 | 0.95 | - |
| Asset | VTI | EFA | EEM | VTV | VOE | IJS |
|---|---|---|---|---|---|---|
VTI | - | 0.87 | 0.71 | 0.93 | 0.93 | 0.86 |
EFA | 0.87 | - | 0.82 | 0.86 | 0.86 | 0.76 |
EEM | 0.71 | 0.82 | - | 0.68 | 0.70 | 0.64 |
VTV | 0.93 | 0.86 | 0.68 | - | 0.96 | 0.88 |
VOE | 0.93 | 0.86 | 0.70 | 0.96 | - | 0.93 |
IJS | 0.86 | 0.76 | 0.64 | 0.88 | 0.93 | - |
| Asset | VTI | EFA | EEM | VTV | VOE | IJS |
|---|---|---|---|---|---|---|
VTI | - | 0.84 | 0.75 | 0.94 | 0.89 | 0.86 |
EFA | 0.84 | - | 0.81 | 0.82 | 0.79 | 0.74 |
EEM | 0.75 | 0.81 | - | 0.71 | 0.70 | 0.67 |
VTV | 0.94 | 0.82 | 0.71 | - | 0.94 | 0.85 |
VOE | 0.89 | 0.79 | 0.70 | 0.94 | - | 0.90 |
IJS | 0.86 | 0.74 | 0.67 | 0.85 | 0.90 | - |
| Asset | VTI | EFA | EEM | VTV | VOE | IJS |
|---|---|---|---|---|---|---|
VTI | - | 0.76 | 0.72 | 0.94 | 0.91 | 0.87 |
EFA | 0.76 | - | 0.69 | 0.74 | 0.70 | 0.67 |
EEM | 0.72 | 0.69 | - | 0.69 | 0.67 | 0.64 |
VTV | 0.94 | 0.74 | 0.69 | - | 0.94 | 0.86 |
VOE | 0.91 | 0.70 | 0.67 | 0.94 | - | 0.92 |
IJS | 0.87 | 0.67 | 0.64 | 0.86 | 0.92 | - |
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 100 PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -54.55% | Nov 2007 | Feb 2009 | 16 | Jan 2013 | 47 | 63 | 23.78 |
| -37.03% | Apr 2000 | Sep 2002 | 30 | Oct 2004 | 25 | 55 | 18.95 |
| -24.17% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 11.72 |
| -24.14% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 10.42 |
| -20.12% | May 1998 | Aug 1998 | 4 | Mar 1999 | 7 | 11 | 8.44 |
| -14.58% | Feb 2018 | Dec 2018 | 11 | Oct 2019 | 10 | 21 | 5.53 |
| -13.71% | Jun 2015 | Feb 2016 | 9 | Sep 2016 | 7 | 16 | 6.99 |
| -8.30% | Feb 1994 | Mar 1994 | 2 | May 1995 | 14 | 16 | 4.76 |
| -6.42% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 | 3.99 |
| -5.24% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 | 2.67 |
| -5.06% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 | 3.13 |
| -5.00% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 | 2.61 |
| -4.63% | May 2006 | May 2006 | 1 | Oct 2006 | 5 | 6 | 3.04 |
| -4.57% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 | 2.64 |
| -3.75% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 2.17 |
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Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -55.25% | Nov 2007 | Feb 2009 | 16 | Oct 2013 | 56 | 72 | 25.08 |
| -40.84% | Jan 2000 | Mar 2003 | 39 | Feb 2005 | 23 | 62 | 21.60 |
| -28.92% | Sep 2021 | Sep 2022 | 13 | in progress | 14 | 27 | 16.01 |
| -24.47% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 10.67 |
| -20.56% | May 1998 | Aug 1998 | 4 | Mar 1999 | 7 | 11 | 8.84 |
| -15.73% | Feb 2018 | Dec 2018 | 11 | Dec 2019 | 12 | 23 | 6.77 |
| -13.82% | May 2015 | Feb 2016 | 10 | Dec 2016 | 10 | 20 | 6.74 |
| -9.89% | Feb 1994 | Jan 1995 | 12 | Jul 1995 | 6 | 18 | 5.99 |
| -7.06% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 | 4.39 |
| -6.37% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 | 3.50 |
| -5.48% | Jun 1996 | Jul 1996 | 2 | Oct 1996 | 3 | 5 | 2.62 |
| -5.21% | May 2006 | Jun 2006 | 2 | Oct 2006 | 4 | 6 | 3.64 |
| -4.92% | Jan 2014 | Jan 2014 | 1 | May 2014 | 4 | 5 | 2.03 |
| -4.28% | Jul 1999 | Sep 1999 | 3 | Nov 1999 | 2 | 5 | 2.16 |
| -3.84% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 | 2.21 |
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Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -54.55% | Nov 2007 | Feb 2009 | 16 | Jan 2013 | 47 | 63 | 23.78 |
| -37.03% | Apr 2000 | Sep 2002 | 30 | Oct 2004 | 25 | 55 | 18.95 |
| -25.46% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 | 12.72 |
| -24.17% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 11.72 |
| -24.14% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 10.42 |
| -23.14% | Dec 1980 | Jul 1982 | 20 | Nov 1982 | 4 | 24 | 10.76 |
| -20.93% | Jan 1990 | Sep 1990 | 9 | Feb 1991 | 5 | 14 | 10.33 |
| -20.12% | May 1998 | Aug 1998 | 4 | Mar 1999 | 7 | 11 | 8.44 |
| -14.58% | Feb 2018 | Dec 2018 | 11 | Oct 2019 | 10 | 21 | 5.53 |
| -13.71% | Jun 2015 | Feb 2016 | 9 | Sep 2016 | 7 | 16 | 6.99 |
| -12.44% | Feb 1980 | Mar 1980 | 2 | Jul 1980 | 4 | 6 | 5.77 |
| -9.58% | Oct 1978 | Oct 1978 | 1 | Jan 1979 | 3 | 4 | 5.52 |
| -8.30% | Feb 1994 | Mar 1994 | 2 | May 1995 | 14 | 16 | 4.76 |
| -7.99% | Sep 1979 | Oct 1979 | 2 | Jan 1980 | 3 | 5 | 3.46 |
| -7.55% | Dec 1983 | May 1984 | 6 | Aug 1984 | 3 | 9 | 4.20 |
Swipe left to see all data
Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -55.25% | Nov 2007 | Feb 2009 | 16 | Oct 2013 | 56 | 72 | 25.08 |
| -40.84% | Jan 2000 | Mar 2003 | 39 | Feb 2005 | 23 | 62 | 21.60 |
| -32.60% | Dec 1980 | Jul 1982 | 20 | Apr 1983 | 9 | 29 | 16.44 |
| -28.92% | Sep 2021 | Sep 2022 | 13 | in progress | 14 | 27 | 16.01 |
| -26.11% | Sep 1987 | Nov 1987 | 3 | May 1989 | 18 | 21 | 13.06 |
| -24.86% | Jan 1990 | Sep 1990 | 9 | Sep 1991 | 12 | 21 | 11.38 |
| -24.47% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 10.67 |
| -20.56% | May 1998 | Aug 1998 | 4 | Mar 1999 | 7 | 11 | 8.84 |
| -15.73% | Feb 2018 | Dec 2018 | 11 | Dec 2019 | 12 | 23 | 6.77 |
| -15.26% | Sep 1979 | Mar 1980 | 7 | Sep 1980 | 6 | 13 | 6.77 |
| -13.82% | May 2015 | Feb 2016 | 10 | Dec 2016 | 10 | 20 | 6.74 |
| -10.93% | Sep 1978 | Oct 1978 | 2 | Aug 1979 | 10 | 12 | 5.20 |
| -10.53% | Jul 1983 | Jul 1984 | 13 | Dec 1984 | 5 | 18 | 4.77 |
| -9.89% | Feb 1994 | Jan 1995 | 12 | Jul 1995 | 6 | 18 | 5.99 |
| -7.06% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 | 4.39 |
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 100 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Inflation Adjusted:
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| 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 | -46.95 | 03/2008 02/2009 | 0.53$ | -8.25 | 0.91$ | 12.23 | 1.12$ | 24.14 | 1.24$ | 63.57 | 03/2009 02/2010 | 1.63$ | 7.21 | 27.79% |
| 2Y | -27.26 | 03/2007 02/2009 | 0.52$ | -2.92 | 0.94$ | 10.61 | 1.22$ | 19.17 | 1.42$ | 41.70 | 03/2009 02/2011 | 2.00$ | -0.72 | 18.69% |
| 3Y | -15.10 | 03/2006 02/2009 | 0.61$ | 0.71 | 1.02$ | 9.82 | 1.32$ | 16.18 | 1.56$ | 28.55 | 04/2003 03/2006 | 2.12$ | 5.49 | 14.46% |
| 5Y | -3.82 | 03/2004 02/2009 | 0.82$ | 2.38 | 1.12$ | 7.18 | 1.41$ | 13.94 | 1.92$ | 22.20 | 10/2002 09/2007 | 2.72$ | 7.75 | 7.64% |
| 7Y | 0.21 | 03/2002 02/2009 | 1.01$ | 4.77 | 1.38$ | 7.78 | 1.68$ | 10.07 | 1.95$ | 14.19 | 03/2009 02/2016 | 2.53$ | 8.58 | 0.00% |
| 10Y | 0.73 | 03/1999 02/2009 | 1.07$ | 4.98 | 1.62$ | 8.35 | 2.23$ | 9.85 | 2.55$ | 13.99 | 03/2009 02/2019 | 3.70$ | 7.22 | 0.00% |
| 15Y | 4.23 | 03/1994 02/2009 | 1.86$ | 6.02 | 2.40$ | 7.07 | 2.78$ | 8.10 | 3.21$ | 10.99 | 02/2003 01/2018 | 4.78$ | 10.42 | 0.00% |
| 20Y | 4.83 | 04/2000 03/2020 | 2.56$ | 6.65 | 3.62$ | 7.79 | 4.48$ | 8.82 | 5.41$ | 9.62 | 04/2003 03/2023 | 6.27$ | 8.14 | 0.00% |
| 30Y | 8.20 | 12/1993 11/2023 | 10.64$ | 8.20 | 10.64$ | 8.20 | 10.64$ | 8.20 | 10.64$ | 8.20 | 12/1993 11/2023 | 10.64$ | 8.20 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| 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 | -47.07 | 03/2008 02/2009 | 0.52$ | -10.91 | 0.89$ | 9.25 | 1.09$ | 21.24 | 1.21$ | 60.14 | 03/2009 02/2010 | 1.60$ | 3.95 | 31.23% |
| 2Y | -28.77 | 03/2007 02/2009 | 0.50$ | -6.49 | 0.87$ | 7.99 | 1.16$ | 16.04 | 1.34$ | 38.75 | 03/2009 02/2011 | 1.92$ | -5.54 | 24.33% |
| 3Y | -16.94 | 03/2006 02/2009 | 0.57$ | -1.40 | 0.95$ | 7.23 | 1.23$ | 13.83 | 1.47$ | 25.11 | 04/2003 03/2006 | 1.95$ | -0.17 | 20.31% |
| 5Y | -6.30 | 03/2004 02/2009 | 0.72$ | -0.19 | 0.99$ | 5.19 | 1.28$ | 11.29 | 1.70$ | 19.25 | 03/2009 02/2014 | 2.41$ | 3.58 | 15.61% |
| 7Y | -2.29 | 03/2002 02/2009 | 0.85$ | 2.61 | 1.19$ | 5.00 | 1.40$ | 7.99 | 1.71$ | 12.39 | 03/2009 02/2016 | 2.26$ | 4.91 | 1.44% |
| 10Y | -1.80 | 03/1999 02/2009 | 0.83$ | 3.15 | 1.36$ | 5.79 | 1.75$ | 7.54 | 2.06$ | 12.01 | 03/2009 02/2019 | 3.10$ | 4.30 | 2.07% |
| 15Y | 1.70 | 03/1994 02/2009 | 1.28$ | 3.61 | 1.70$ | 4.77 | 2.01$ | 5.98 | 2.39$ | 8.72 | 02/2003 01/2018 | 3.50$ | 7.74 | 0.00% |
| 20Y | 2.70 | 04/2000 03/2020 | 1.70$ | 4.41 | 2.36$ | 5.40 | 2.86$ | 6.31 | 3.40$ | 6.98 | 11/2001 10/2021 | 3.85$ | 5.42 | 0.00% |
| 30Y | 5.55 | 12/1993 11/2023 | 5.05$ | 5.55 | 5.05$ | 5.55 | 5.05$ | 5.55 | 5.05$ | 5.55 | 12/1993 11/2023 | 5.05$ | 5.55 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| 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 | -46.95 | 03/2008 02/2009 | 0.53$ | -5.33 | 0.94$ | 13.49 | 1.13$ | 27.16 | 1.27$ | 63.57 | 03/2009 02/2010 | 1.63$ | 7.21 | 22.52% |
| 2Y | -27.26 | 03/2007 02/2009 | 0.52$ | 1.53 | 1.03$ | 12.98 | 1.27$ | 20.03 | 1.44$ | 41.70 | 03/2009 02/2011 | 2.00$ | -0.72 | 12.14% |
| 3Y | -15.10 | 03/2006 02/2009 | 0.61$ | 4.01 | 1.12$ | 12.20 | 1.41$ | 19.39 | 1.70$ | 36.45 | 08/1984 07/1987 | 2.54$ | 5.49 | 8.70% |
| 5Y | -3.82 | 03/2004 02/2009 | 0.82$ | 3.98 | 1.21$ | 12.01 | 1.76$ | 17.17 | 2.20$ | 31.16 | 08/1982 07/1987 | 3.88$ | 7.75 | 4.46% |
| 7Y | 0.21 | 03/2002 02/2009 | 1.01$ | 5.82 | 1.48$ | 10.30 | 1.98$ | 16.48 | 2.90$ | 24.82 | 08/1982 07/1989 | 4.72$ | 8.58 | 0.00% |
| 10Y | 0.73 | 03/1999 02/2009 | 1.07$ | 6.57 | 1.88$ | 9.85 | 2.55$ | 16.73 | 4.69$ | 20.39 | 08/1982 07/1992 | 6.39$ | 7.22 | 0.00% |
| 15Y | 4.23 | 03/1994 02/2009 | 1.86$ | 6.56 | 2.59$ | 10.19 | 4.28$ | 15.97 | 9.23$ | 19.38 | 08/1982 07/1997 | 14.25$ | 10.42 | 0.00% |
| 20Y | 4.83 | 04/2000 03/2020 | 2.56$ | 7.43 | 4.19$ | 9.36 | 5.98$ | 15.10 | 16.65$ | 16.56 | 04/1980 03/2000 | 21.41$ | 8.14 | 0.00% |
| 30Y | 7.75 | 11/1993 10/2023 | 9.38$ | 8.96 | 13.13$ | 10.95 | 22.55$ | 12.33 | 32.74$ | 14.09 | 11/1977 10/2007 | 52.21$ | 8.20 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| 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 | -47.07 | 03/2008 02/2009 | 0.52$ | -8.57 | 0.91$ | 9.25 | 1.09$ | 23.27 | 1.23$ | 60.14 | 03/2009 02/2010 | 1.60$ | 3.95 | 28.55% |
| 2Y | -28.77 | 03/2007 02/2009 | 0.50$ | -1.77 | 0.96$ | 8.05 | 1.16$ | 16.47 | 1.35$ | 38.75 | 03/2009 02/2011 | 1.92$ | -5.54 | 18.30% |
| 3Y | -16.94 | 03/2006 02/2009 | 0.57$ | 0.41 | 1.01$ | 8.00 | 1.25$ | 15.52 | 1.54$ | 32.46 | 08/1984 07/1987 | 2.32$ | -0.17 | 14.63% |
| 5Y | -6.30 | 03/2004 02/2009 | 0.72$ | 1.20 | 1.06$ | 7.79 | 1.45$ | 13.80 | 1.90$ | 27.17 | 08/1982 07/1987 | 3.32$ | 3.58 | 9.50% |
| 7Y | -2.29 | 03/2002 02/2009 | 0.85$ | 3.36 | 1.26$ | 7.42 | 1.65$ | 12.32 | 2.25$ | 20.55 | 08/1982 07/1989 | 3.70$ | 4.91 | 0.81% |
| 10Y | -1.80 | 03/1999 02/2009 | 0.83$ | 4.13 | 1.49$ | 7.53 | 2.06$ | 11.81 | 3.05$ | 16.07 | 08/1982 07/1992 | 4.43$ | 4.30 | 1.10% |
| 15Y | 1.70 | 03/1994 02/2009 | 1.28$ | 4.15 | 1.84$ | 7.21 | 2.83$ | 11.03 | 4.80$ | 15.48 | 08/1982 07/1997 | 8.66$ | 7.74 | 0.00% |
| 20Y | 2.70 | 04/2000 03/2020 | 1.70$ | 5.10 | 2.70$ | 6.69 | 3.64$ | 10.26 | 7.05$ | 12.21 | 04/1980 03/2000 | 10.01$ | 5.42 | 0.00% |
| 30Y | 5.10 | 11/1993 10/2023 | 4.44$ | 6.36 | 6.36$ | 7.50 | 8.74$ | 8.64 | 12.01$ | 9.54 | 11/1977 10/2007 | 15.39$ | 5.55 | 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 100 Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Betterment Robo Advisor 100 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
page.
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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 | 2.11 | -1.54 | -1.75 | 2.18 | -0.21 | 1.57 | 2.85 | -0.53 | -3.48 | 1.92 | 5.86 | 0.22 |
| Best | 8.5 2019 | 3.5 2021 | 3.3 2021 | 10.0 2020 | 4.6 2020 | 6.7 2019 | 6.1 2022 | 5.2 2020 | 2.7 2019 | 7.0 2022 | 12.6 2020 | 5.1 2020 |
| Worst | -3.7 2022 | -7.8 2020 | -15.6 2020 | -7.1 2022 | -6.5 2019 | -8.1 2022 | -0.3 2021 | -3.9 2022 | -9.5 2022 | -3.1 2023 | -2.9 2021 | -7.7 2018 |
Monthly Seasonality over the period Feb 1976 - Nov 2023
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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 | 0.65 | 0.01 | -0.05 | 1.66 | 0.33 | 0.84 | 2.27 | -0.52 | -2.12 | 1.10 | 3.66 | 0.28 |
| Best | 8.5 2019 | 5.6 2015 | 8.0 2016 | 10.0 2020 | 4.6 2020 | 6.7 2019 | 6.1 2022 | 5.2 2020 | 2.7 2019 | 7.1 2015 | 12.6 2020 | 5.1 2020 |
| Worst | -5.6 2016 | -7.8 2020 | -15.6 2020 | -7.1 2022 | -6.5 2019 | -8.1 2022 | -1.8 2014 | -6.6 2015 | -9.5 2022 | -7.7 2018 | -2.9 2021 | -7.7 2018 |
Monthly Seasonality over the period Feb 1976 - Nov 2023
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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 | 1.23 | 0.41 | 1.00 | 2.22 | 0.70 | 0.54 | 1.18 | 0.31 | -0.64 | 0.51 | 2.20 | 2.10 |
| Best | 12.5 1976 | 9.3 1991 | 9.6 2009 | 12.8 2009 | 9.3 1990 | 6.7 2019 | 9.4 2009 | 11.9 1982 | 9.8 2010 | 11.8 2011 | 12.6 2020 | 13.0 1991 |
| Worst | -10.5 2009 | -10.4 2009 | -15.6 2020 | -7.1 2022 | -8.9 2010 | -8.8 2008 | -9.6 2002 | -16.1 1998 | -10.9 2001 | -20.7 1987 | -7.9 2008 | -7.7 2018 |
Monthly Seasonality over the period Feb 1976 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Betterment Robo Advisor 100 Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
BETTERMENT ROBO ADVISOR 100 PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
227 Positive Months (63%) - 133 Negative Months (37%)
367 Positive Months (64%) - 208 Negative Months (36%)
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(Scroll down to see all data)
Investment Returns, up to December 2006, 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
- VOE - Vanguard Mid-Cap Value (VOE), up to December 2006
- IJS - iShares S&P Small-Cap 600 Value (IJS), up to December 2000
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 | Author | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| US Stocks Momentum | +12.01 | 15.28 | -53.85 | 100 | 0 | 0 | |||
| Stocks/Bonds 80/20 Momentum | +10.76 | 12.35 | -43.61 | 80 | 20 | 0 | |||
| US Stocks | +9.90 | 15.52 | -50.84 | 100 | 0 | 0 | |||
| US Stocks Minimum Volatility | +9.58 | 13.72 | -43.27 | 100 | 0 | 0 | |||
| Warren Buffett Portfolio | Warren Buffett | +9.54 | 13.65 | -45.52 | 90 | 10 | 0 | ||
| Stocks/Bonds 60/40 Momentum | +9.34 | 9.56 | -32.52 | 60 | 40 | 0 | |||
| Stocks/Bonds 80/20 | +9.02 | 12.49 | -41.09 | 80 | 20 | 0 | |||
| Dedalo Three | Dedalo Invest | +8.90 | 15.41 | -52.73 | 100 | 0 | 0 | ||
| Simple Path to Wealth | JL Collins | +8.78 | 11.75 | -38.53 | 75 | 25 | 0 | ||
| Robust | Alpha Architect | +8.67 | 11.09 | -44.20 | 70 | 20 | 10 | ||
| Aggressive Global Income | +8.67 | 14.42 | -52.63 | 80 | 20 | 0 | |||
| Shield Strategy | Aim Ways | +8.61 | 8.84 | -19.36 | 42 | 38 | 20 | ||
| Sheltered Sam 90/10 | Bill Bernstein | +8.56 | 13.73 | -50.12 | 87.3 | 10 | 2.7 | ||
| Edge Select Aggressive | Merrill Lynch | +8.30 | 13.28 | -45.65 | 84 | 16 | 0 | ||
| Dedalo Four | Dedalo Invest | +8.28 | 12.41 | -43.94 | 80 | 20 | 0 | ||
| Mid-Fifties | Burton Malkiel | +8.27 | 13.01 | -46.21 | 80 | 20 | 0 | ||
| Aim Bold Strategy | Aim Ways | +8.24 | 9.93 | -30.09 | 45 | 40 | 15 | ||
| Robo Advisor 100 | Betterment | +8.20 | 15.84 | -54.55 | 100 | 0 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.
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30 Years Stats (%) | % Allocation | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Portfolio | Author | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +13.75 | 24.01 | -81.08 | 100 | 0 | 0 | |||
| US Stocks Momentum | +12.01 | 15.28 | -53.85 | 100 | 0 | 0 | |||
| Stocks/Bonds 80/20 Momentum | +10.76 | 12.35 | -43.61 | 80 | 20 | 0 | |||
| US Stocks | +9.90 | 15.52 | -50.84 | 100 | 0 | 0 | |||
| US Stocks Value | +9.71 | 15.36 | -55.41 | 100 | 0 | 0 | |||
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Analyzing the Betterment Robo Advisor 100 Portfolio data provided, we're diving into an extensively backed financial product. The portfolio's composition, characterized by a 100% exposure to the stock market through six ETFs, indicates a high-risk strategy targeting maximum returns.
Let's break down the key concepts:
Portfolio Composition:
- Asset Allocation: 100% Stocks (No Fixed Income or Commodities)
- ETFs Used: Six ETFs, predominantly focusing on the U.S. market and ranging from large-cap to small-cap stocks.
Returns & Performance:
- Long-Term Returns: The portfolio achieved an 8.20% compound annual return over the last 30 years with a 15.84% standard deviation.
- Recent Performance (December 2023): Returned 4.87% for the month and 0.13% on December 22, 2023.
Risk Metrics:
- Drawdowns: Significant drawdowns (decrease from peak to trough) up to 54.55% with recoveries taking varying durations.
- Volatility: Standard deviation ranges from 14.92% to 18.43% over different periods.
Historical Analysis:
- Rolling Returns: Highlighting the variability in returns over specific rolling periods (1, 2, 3, 5 years) with best and worst periods showcasing extreme volatility.
Other Metrics:
- Correlation Analysis: Showing how each ETF's returns correlate with others, aiding in diversification analysis.
- Inflation-Adjusted Returns: Essential for assessing real returns accounting for inflation.
Withdrawal Rates & Safety:
- Safe Withdrawal Rate: 8.45% over one year, indicating the percentage of the original portfolio that can be withdrawn annually.
- Perpetual Withdrawal Rate: 8.81% marks the percentage that can be withdrawn annually while maintaining the inflation-adjusted portfolio balance.
This portfolio provides substantial historical data reflecting its performance, risk metrics, correlations, and withdrawal rates. However, its high-risk nature necessitates careful consideration based on individual risk tolerance and long-term investment objectives.
