Consolidated Returns as of 30 November 2024
Managing the Betterment Robo Advisor 0 Portfolio with a yearly rebalancing, you would have obtained a 3.28% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 3.27%.
How do returns and drawdowns change, implementing different rebalancing strategies?
Rebalancing Strategies
In order to keep risk under control, you should rebalance assets quotes from time to time, so to keep them at the original percentage of the asset allocation.
At fixed time intervals:
- Yearly: Jan 1st
- Half Yearly: Jan 1st, Jul 1st
- Quarterly: Jan 1st, Apr 1st, Jul 1st, Oct 1st
Portfolio Returns as of Nov 30, 2024
Implementing different rebalancing strategies, the Betterment Robo Advisor 0 Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends, if existing
Return (%) and number of rebalances as of Nov 30, 2024 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~154Y) |
|||||
No Rebalancing | 4.96 | (0) | 1.23 | (0) | 1.27 | (0) | 3.28 | (0) | 4.44 | (0) |
Yearly Rebalancing | 4.94 | (1) | 1.22 | (5) | 1.27 | (10) | 3.27 | (30) | 4.44 | (154) |
Half Yearly Rebalancing | 4.94 | (2) | 1.22 | (10) | 1.27 | (20) | 3.27 | (60) | 4.44 | (308) |
Quarterly Rebalancing | 4.94 | (4) | 1.22 | (20) | 1.27 | (40) | 3.27 | (120) | 4.45 | (616) |
5% Tolerance per asset | 4.96 | (0) | 1.23 | (0) | 1.27 | (0) | 3.28 | (0) | 4.44 | (0) |
10% Tolerance per asset | 4.96 | (0) | 1.23 | (0) | 1.27 | (0) | 3.28 | (0) | 4.44 | (0) |
In order to have complete information about the portfolio, please refer to the Betterment Robo Advisor 0 Portfolio: ETF allocation and returns page.
Performances as of Nov 30, 2024
Historical returns and stats of Betterment Robo Advisor 0 Portfolio, after implementing different rebalancing strategies.
Standard Deviation
|
Max Drawdown (%)
|
|||||
---|---|---|---|---|---|---|
Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
No Rebalancing | 4.44 | (0) | 3.52 | 1.26 | -8.48 | 0.52 |
Yearly Rebalancing | 4.44 | (154) | 3.53 | 1.26 | -8.48 | 0.52 |
Half Yearly Rebalancing | 4.44 | (308) | 3.53 | 1.26 | -8.48 | 0.52 |
Quarterly Rebalancing | 4.45 | (616) | 3.53 | 1.26 | -8.48 | 0.52 |
5% Tolerance per asset | 4.44 | (0) | 3.52 | 1.26 | -8.48 | 0.52 |
10% Tolerance per asset | 4.44 | (0) | 3.52 | 1.26 | -8.48 | 0.52 |
Drawdowns as of Nov 30, 2024
Historical Drawdowns of Betterment Robo Advisor 0 Portfolio, after implementing different rebalancing strategies.
Rebalancing
|
Tolerance per asset
|
||||
---|---|---|---|---|---|
No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
-8.48
Apr 1971 - Apr 1972
|
-8.48
Apr 1971 - Apr 1972
|
-8.48
Apr 1971 - Apr 1972
|
-8.48
Apr 1971 - Apr 1972
|
-8.48
Apr 1971 - Apr 1972
|
-8.48
Apr 1971 - Apr 1972
|
-7.61
Jul 1895 - Dec 1896
|
-7.61
Jul 1895 - Dec 1896
|
-7.61
Jul 1895 - Dec 1896
|
-7.61
Jul 1895 - Dec 1896
|
-7.61
Jul 1895 - Dec 1896
|
-7.61
Jul 1895 - Dec 1896
|
-6.77
Mar 1970 - Nov 1970
|
-6.76
Mar 1970 - Nov 1970
|
-6.76
Mar 1970 - Nov 1970
|
-6.76
Mar 1970 - Nov 1970
|
-6.77
Mar 1970 - Nov 1970
|
-6.77
Mar 1970 - Nov 1970
|
-6.19
Sep 1931 - Jul 1932
|
-6.20
Sep 1931 - Jul 1932
|
-6.20
Sep 1931 - Jul 1932
|
-6.20
Sep 1931 - Jul 1932
|
-6.19
Sep 1931 - Jul 1932
|
-6.19
Sep 1931 - Jul 1932
|
-5.91
Aug 2021 - Jul 2024
|
-5.88
Feb 1898 - Jul 1898
|
-5.88
Feb 1898 - Jul 1898
|
-5.88
Feb 1898 - Jul 1898
|
-5.91
Aug 2021 - Jul 2024
|
-5.91
Aug 2021 - Jul 2024
|
5 Worst Drawdowns - Average | |||||
-6.99 | -6.99 | -6.99 | -6.99 | -6.99 | -6.99 |
10 Worst Drawdowns - Average | |||||
-6.08 | -6.08 | -6.08 | -6.08 | -6.08 | -6.08 |
For a deeper insight, please refer to the Betterment Robo Advisor 0 Portfolio: ETF allocation and returns page.