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- Risk/ Return Statistics
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- Normalized Benchmark
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Risk/ Return Statistics Table ~60/40 Allocations (Last Updated: 12/31/2021)
Robo Advisor | 1-Year Sharpe Ratio | 3-Year Sharpe Ratio | 5-Year Sharpe Ratio | 1-Year Standard Deviation | 3-Year Standard Deviation | 5-Year Standard Deviation |
---|---|---|---|---|---|---|
Acorns | 1.41 | 0.95 | 0.73 | 0.0832 | 0.1384 | 0.1177 |
Ally Invest Managed Portfolios | 1.29 | 0.97 | - | 0.0821 | 0.1288 | - |
Axos Invest | 1.43 | 1.02 | 0.83 | 0.0851 | 0.1433 | 0.121 |
Betterment | 1.24 | 0.88 | 0.71 | 0.0888 | 0.149 | 0.1255 |
Betterment Broad Impact SRI | 1.28 | - | - | 0.0803 | - | - |
Betterment Climate Impact SRI | 1.26 | - | - | 0.0823 | - | - |
Betterment Social Impact SRI | 1.18 | - | - | 0.0826 | - | - |
Betterment SRI (legacy) | 1.37 | 0.93 | - | 0.0821 | 0.1398 | - |
Capital One Investing | 1.33 | 0.8 | - | 0.0763 | 0.1283 | - |
Citi Wealth Builder | 1.44 | - | - | 0.0836 | - | - |
Citizens Bank SpeciFi | 1.14 | 0.94 | - | 0.0877 | 0.1406 | - |
E*Trade Core | 1.22 | 0.97 | 0.77 | 0.0832 | 0.1377 | 0.1163 |
E*Trade Core SRI | 1.62 | 0.96 | - | 0.0807 | 0.1412 | - |
Edelman Financial Engines (EMAP) | 1.24 | 0.91 | - | 0.0957 | 0.1456 | - |
Ellevest | 1.39 | 0.9 | 0.75 | 0.0744 | 0.1334 | 0.112 |
Fidelity Go | 1.65 | 1.02 | 0.86 | 0.0767 | 0.132 | 0.1118 |
FutureAdvisor | 1.42 | 0.98 | 0.77 | 0.0739 | 0.1272 | 0.1069 |
Interactive Advisors | 1.33 | 0.94 | - | 0.0724 | 0.1195 | - |
JP Morgan Chase Automated Investing | 1.36 | - | - | 0.0667 | - | - |
Liftoff (Ritholtz Wealth Management) | 1.14 | - | - | 0.0812 | - | - |
Merrill Edge Guided Investing | 1.55 | 0.93 | - | 0.0836 | 0.1386 | - |
Merrill Edge Guided Investing SRI | 1.35 | 1.1 | - | 0.0855 | 0.1315 | - |
Morgan Stanley Active | 0.96 | 1.01 | - | 0.0936 | 0.133 | - |
Morgan Stanley Defense and Cyber Security | 0.93 | - | - | 0.1027 | - | - |
Morgan Stanley Emerging Consumer | 0.26 | - | - | 0.1096 | - | - |
Morgan Stanley Gender Diversity | 1.35 | - | - | 0.0793 | - | - |
Morgan Stanley Genomics | 0.49 | - | - | 0.0902 | - | - |
Morgan Stanley Global Frontier | 1.08 | - | - | 0.0866 | - | - |
Morgan Stanley Inflation Conscious | 1.32 | - | - | 0.0981 | - | - |
Morgan Stanley Market-Tracking | 1.25 | 0.95 | - | 0.0869 | 0.1364 | - |
Morgan Stanley Robotics | 0.7 | - | - | 0.1123 | - | - |
Morgan Stanley SRI | 1.56 | 1.2 | - | 0.0777 | 0.1178 | - |
Personal Capital | 1.34 | 0.93 | 0.71 | 0.0996 | 0.1522 | 0.1291 |
Schwab | 1.39 | 0.79 | 0.65 | 0.081 | 0.151 | 0.1261 |
Schwab Domestic Focus | 1.6 | - | - | 0.0919 | - | - |
SigFig | 1.23 | 1.04 | 0.86 | 0.0834 | 0.134 | 0.1143 |
SoFi | 1.54 | 1.09 | - | 0.0819 | 0.1292 | - |
TD Ameritrade | 1.29 | 0.97 | 0.79 | 0.0952 | 0.1501 | 0.1276 |
TD Ameritrade SRI | 1.34 | 1 | - | 0.0976 | 0.1485 | - |
UBS Advice Advantage | 1.22 | 0.87 | - | 0.0926 | 0.158 | - |
US Bank Automated Investor | 1.29 | 0.97 | - | 0.0827 | 0.1424 | - |
Vanguard Digital Advisor | 1.36 | - | - | 0.0756 | - | - |
Vanguard P.A.S. | 1.49 | 0.99 | 0.82 | 0.0817 | 0.1359 | 0.1148 |
Wealthfront | 1.55 | 0.92 | 0.76 | 0.0914 | 0.1538 | 0.1291 |
Wealthfront PassivePlus | 1.18 | - | - | 0.0849 | - | - |
Wells Fargo Intuitive Investor | 1.09 | 0.94 | - | 0.0949 | 0.153 | - |
Zacks Advantage | 1.65 | 0.99 | - | 0.0841 | 0.1388 | - |
Produced by The Robo Report
Risk/ Return Statistics Table Non-60/40 Allocations (Last Updated: 12/31/2021)
Robo Advisor | % Equity Allocation | 1-Year Sharpe Ratio | 3-Year Sharpe Ratio | 5-Year Sharpe Ratio | 1-Year Standard Deviation | 3-Year Standard Deviation | 5-Year Standard Deviation |
---|---|---|---|---|---|---|---|
blooom IRA | 0.84 | 1.52 | - | - | 0.1047 | - | - |
Marcus Invest Core IRA | 0.98 | 1.69 | 0.93 | - | 0.1247 | 0.2155 | - |
Principal SimpleInvest IRA | 0.98 | 1.23 | - | - | 0.1454 | - | - |
Titan Invest | 0.99 | 0.52 | - | - | 0.1923 | - | - |
T Rowe Price ActivePlus Portfolios IRA | 1 | 1.06 | 0.92 | - | 0.1729 | 0.2281 | - |
Produced by The Robo Report
This analysis was produced by The Robo Report with the help of Markov Process International, Inc.
Risk/ Return Charts (Last Updated: 12/31/2021)
5-Year Sharpe Ratio & Standard Deviation
Produced by The Robo Report
3-Year Sharpe Ratio & Standard Deviation
Produced by The Robo Report
1-Year Sharpe Ratio & Standard Deviation
Produced by The Robo Report
This analysis was produced by The Robo Report with the help of Markov Process International, Inc.