Data Source: from January 1994 to December 2021

Last Update: 31 December 2021

The Merrill Lynch Edge Select Aggressive Portfolio is exposed for 84% on the Stock Market.

It's a Very High Risk portfolio and it can be replicated with 12 ETFs.

In the last 10 years, the portfolio obtained a 11.78% compound annual return, with a 11.20% standard deviation.

In the last 25 years, a 8.50% compound annual return, with a 13.41% standard deviation.

Asset Allocation and ETFs

The Merrill Lynch Edge Select Aggressive Portfolio has the following asset allocation:

84% Stocks
16% Fixed Income
0% Commodities

The Merrill Lynch Edge Select Aggressive Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
29.00 % VUG Vanguard Growth Equity, U.S., Large Cap, Growth
21.00 % VEU Vanguard FTSE All-World ex-US Equity, Global ex-US, Large Cap
19.00 % VTV Vanguard Value Equity, U.S., Large Cap, Value
9.00 % EEM iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
3.00 % IJS iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
3.00 % IJT iShares S&P Small-Cap 600 Growth Equity, U.S., Small Cap, Growth
5.00 % IEI iShares 3-7 Year Treasury Bond Bond, U.S., Intermediate-Term
4.00 % LQD iShares Investment Grade Corporate Bond Bond, U.S., All-Term
3.00 % MBB iShares MBS Bond, U.S., Long-Term
2.00 % BIL SPDR Blmbg Barclays 1-3 Mth T-Bill Bond, U.S., Ultra Short-Term
1.00 % BNDX Vanguard Total International Bond Bond, Developed Markets, All-Term
1.00 % HYG iShares iBoxx $ High Yield Corporate Bond Bond, U.S., Intermediate-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

The Merrill Lynch Edge Select Aggressive Portfolio guaranteed the following returns.

MERRILL LYNCH EDGE SELECT AGGRESSIVE PORTFOLIO RETURNS (%)
Last Update: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Merrill Lynch Edge Select Aggressive Portfolio +3.02 +5.75 +4.22 +15.74 +19.26 +13.96 +11.78 +8.82 +8.50
--- Inflation Adjusted return +2.53 +3.46 +0.79 +8.04 +15.20 +10.73 +9.46 +6.36 +6.07
Components
VUG
Vanguard Growth
+1.57 +10.75 +12.16 +27.34 +34.75 +24.75 +19.30 +10.83 +10.88
VEU
Vanguard FTSE All-World ex-US
+3.69 +1.96 -1.37 +8.28 +13.60 +9.89 +7.57 +6.87 +5.48
VTV
Vanguard Value
+6.95 +9.34 +8.31 +26.51 +17.58 +12.48 +13.74 +8.48 +8.66
EEM
iShares MSCI Emerging Markets
+1.53 -1.57 -10.09 -3.61 +10.06 +9.16 +4.73 +8.87 +5.94
IJS
iShares S&P Small-Cap 600 Value
+4.12 +4.30 +0.09 +30.53 +18.47 +10.04 +13.33 +9.82 +10.48
IJT
iShares S&P Small-Cap 600 Growth
+4.86 +6.91 +5.11 +22.37 +20.85 +14.08 +15.16 +11.20 +10.39
IEI
iShares 3-7 Year Treasury Bond
-0.40 -0.91 -1.01 -2.54 +3.28 +2.48 +1.84 +3.90 +4.58
LQD
iShares Investment Grade Corporate Bond
-0.03 +0.38 -0.08 -1.85 +8.53 +5.66 +4.94 +5.65 +5.93
MBB
iShares MBS
-0.13 -0.64 -0.49 -1.43 +2.89 +2.39 +2.06 +3.40 +4.13
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
0.00 -0.03 -0.04 -0.10 +0.77 +0.95 +0.45 +1.12 +1.86
BNDX
Vanguard Total International Bond
-0.74 -0.14 -0.17 -2.28 +3.32 +3.03 +3.80 +4.96 +5.22
HYG
iShares iBoxx $ High Yield Corporate Bond
+2.28 +0.77 +1.12 +3.75 +7.34 +5.14 +5.23 +5.81 +5.51
(*) annualized
Portfolio returns are calculated assuming:
  • a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
  • the reinvestment of dividends

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12% , 20Y: 2.31% , 25Y: 2.29%

In 2021, the portfolio granted a 1.85% dividend yield. If you are interested in getting periodic income, please refer to the Merrill Lynch Edge Select Aggressive Portfolio: Dividend Yield page.

Historical Returns

Historical returns and stats of Merrill Lynch Edge Select Aggressive Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

MERRILL LYNCH EDGE SELECT AGGRESSIVE PORTFOLIO
Last Update: 31 December 2021
Swipe left to see all data
Period Return
Dec 2021
update
Return
Inflation
Adjusted
Standard
Deviation(*)
Max
Drawdown
Months
Pos - Neg
1M
Dec 2021
+3.02%
+2.53%
0.00%
1 - 0
3M
+5.75%
+3.46%
-1.73%
Nov 2021 - Nov 2021
2 - 1
6M
+4.22%
+0.79%
-3.70%
Sep 2021 - Sep 2021
4 - 2
YTD
+15.74%
+8.04%
7.50%
-3.70%
Sep 2021 - Sep 2021
10 - 2
83% pos
1Y
+15.74%
+8.04%
7.50%
-3.70%
Sep 2021 - Sep 2021
10 - 2
83% pos
3Y
+19.26%
annualized
+15.20%
annualized
14.32%
-17.64%
Jan 2020 - Mar 2020
27 - 9
75% pos
5Y
+13.96%
annualized
+10.73%
annualized
12.64%
-17.64%
Jan 2020 - Mar 2020
45 - 15
75% pos
10Y
+11.78%
annualized
+9.46%
annualized
11.20%
-17.64%
Jan 2020 - Mar 2020
85 - 35
71% pos
20Y
+8.82%
annualized
+6.36%
annualized
13.03%
-45.65%
Nov 2007 - Feb 2009
156 - 84
65% pos
25Y
+8.50%
annualized
+6.07%
annualized
13.41%
-45.65%
Nov 2007 - Feb 2009
191 - 109
64% pos
MAX
01 Jan 1994
+8.93%
annualized
+6.43%
annualized
12.96%
-45.65%
Nov 2007 - Feb 2009
217 - 119
65% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the Merrill Lynch Edge Select Aggressive Portfolio actually efficient, compared to other Lazy Portfolios?

Best Classic Portfolios, with Very High Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Technology
+13.30% -81.08% 100 0 0 Compare
US Stocks
+9.88% -50.84% 100 0 0 Compare
Warren Buffett Portfolio
Warren Buffett
+9.38% -45.53% 90 10 0 Compare
Aggressive Global Income
+9.25% -52.62% 80 20 0 Compare
Stocks/Bonds 80/20
+9.17% -41.09% 80 20 0 Compare

See all portfolios

Our overall ratings, assigned to the Merrill Lynch Edge Select Aggressive Portfolio. The portfolio is classified as Very High Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
Very High Risk
Portfolios
All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)
+8.50%
(+6.07%)
Average : 2.8 / 5
Good : 3.9 / 5
Standard Deviation
over 25 Years
13.41%
Excellent : 4.3 / 5
Average : 2.6 / 5
Maximum Drawdown
over 25 Years
-45.65%
Excellent : 4.8 / 5
Average : 2 / 5
Easy to manage 12 ETFs
Poor : 1 / 5
Poor : 1 / 5
Rating assigned considering all the Very High Risk Portfolios Rating assigned considering all the Portfolios in the database

Capital Growth

Time Range:

An investment of 1000$, since January 1997, now would be worth 7680.62$, with a total return of 668.06% (8.50% annualized).

The Inflation Adjusted Capital now would be 4361.25$, with a net total return of 336.12% (6.07% annualized).

Drawdowns

Time Range:

Worst drawdowns since January 1997 - Chart and Data

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-45.65% Nov 2007 Feb 2009 16 Mar 2011 25 41
-33.96% Apr 2000 Sep 2002 30 Nov 2004 26 56
-17.64% Jan 2020 Mar 2020 3 Jul 2020 4 7
-16.85% May 2011 Sep 2011 5 Mar 2012 6 11
-13.97% May 1998 Aug 1998 4 Nov 1998 3 7
-11.27% Oct 2018 Dec 2018 3 Apr 2019 4 7
-10.51% Jun 2015 Feb 2016 9 Jul 2016 5 14
-7.41% Apr 2012 May 2012 2 Sep 2012 4 6
-6.20% Aug 1997 Oct 1997 3 Feb 1998 4 7
-5.32% May 2019 May 2019 1 Jun 2019 1 2
-4.77% Feb 2018 Apr 2018 3 Aug 2018 4 7
-4.53% Jan 2000 Jan 2000 1 Mar 2000 2 3
-4.19% Sep 2020 Oct 2020 2 Nov 2020 1 3
-4.16% Mar 2005 Apr 2005 2 Jul 2005 3 5
-3.81% May 2006 May 2006 1 Oct 2006 5 6
-3.70% Sep 2021 Sep 2021 1 Oct 2021 1 2
-3.59% Jan 2014 Jan 2014 1 Feb 2014 1 2
-2.92% Sep 2014 Sep 2014 1 Nov 2014 2 3
-2.88% Jul 1999 Sep 1999 3 Oct 1999 1 4
-2.87% Mar 1997 Mar 1997 1 Apr 1997 1 2

Rolling Returns ( more details)

Merrill Lynch Edge Select Aggressive Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+9.98% +52.39%
Mar 2009 - Feb 2010
-38.83%
Mar 2008 - Feb 2009
20.92%
2 Years
+9.09% +35.25%
Mar 2009 - Feb 2011
-20.62%
Mar 2007 - Feb 2009
16.93%
3 Years
+8.61% +23.55%
Mar 2009 - Feb 2012
-12.16%
Apr 2000 - Mar 2003
15.28%
5 Years
+8.05% +19.39%
Jan 1995 - Dec 1999
-2.31%
Mar 2004 - Feb 2009
2.53%
7 Years
+7.45% +13.13%
Mar 2009 - Feb 2016
+0.72%
Mar 2002 - Feb 2009
0.00%
10 Years
+7.55% +12.98%
Mar 2009 - Feb 2019
+0.66%
Mar 1999 - Feb 2009
0.00%
15 Years
+7.23% +10.18%
Feb 2003 - Jan 2018
+4.93%
Mar 1994 - Feb 2009
0.00%
20 Years
+7.42% +9.11%
Nov 2001 - Oct 2021
+5.06%
Apr 2000 - Mar 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Merrill Lynch Edge Select Aggressive Portfolio: Rolling Returns page.

Seasonality

Merrill Lynch Edge Select Aggressive Portfolio Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

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
Win %
0.40
57%
0.16
57%
0.79
68%
2.33
79%
0.36
61%
0.48
61%
0.94
61%
-0.29
61%
-0.07
61%
1.17
64%
1.55
71%
1.61
75%
Best
Year
7.4
2019
6.4
1998
7.9
2009
10.3
2009
7.6
2009
5.8
2019
7.9
2009
5.3
2020
8.4
2010
9.9
2011
10.0
2020
7.0
1999
Worst
Year
-8.0
2009
-8.2
2009
-11.8
2020
-3.5
2000
-7.4
2010
-6.8
2008
-6.9
2002
-12.8
1998
-9.1
2008
-16.0
2008
-6.1
2000
-6.2
2018
Statistics calculated for the period Jan 1994 - Dec 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly/Yearly Returns

Merrill Lynch Edge Select Aggressive Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
217 Positive Months (65%) - 119 Negative Months (35%)
Jan 1994 - Dec 2021
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+15.74 +8.04 0.2 2.0 2.2 3.5 1.1 1.5 0.3 2.1 -3.7 4.5 -1.7 3.0
2020
+17.62 +16.12 -0.8 -5.8 -11.8 9.3 4.3 3.1 5.0 5.3 -2.7 -1.5 10.0 4.2
2019
+24.61 +21.86 7.4 2.1 1.4 3.1 -5.3 5.8 0.4 -1.5 1.6 2.4 2.3 3.1
2018
-6.88 -8.64 4.8 -3.7 -1.1 0.0 1.2 -0.4 2.8 1.4 0.0 -6.9 1.6 -6.2
2017
+21.70 +19.19 2.6 2.6 1.2 1.4 1.8 0.5 2.5 0.6 1.6 2.0 1.6 1.4
2016
+9.21 +7.02 -4.5 -0.5 6.9 0.7 0.5 0.6 3.7 0.3 0.7 -1.8 1.1 1.5
2015
-1.81 -2.43 -1.2 4.7 -1.7 2.5 0.1 -1.9 0.6 -5.7 -2.5 6.4 -0.2 -2.1
2014
+6.27 +5.58 -3.6 4.2 0.5 0.5 2.1 1.9 -1.3 2.9 -2.9 2.0 1.3 -1.2
2013
+20.62 +18.82 3.2 0.2 2.2 1.9 0.0 -2.3 4.4 -2.2 4.5 3.6 1.7 1.8
2012
+15.28 +13.28 5.5 3.9 1.1 -0.8 -6.7 3.9 0.8 2.1 2.6 -1.0 1.1 2.3
2011
-2.72 -5.61 1.0 2.5 0.7 3.2 -1.3 -1.3 -1.4 -5.7 -8.2 9.9 -0.9 -0.1
2010
+14.37 +12.75 -3.7 2.4 5.5 1.0 -7.4 -3.2 7.1 -3.4 8.4 3.4 -0.9 5.8
2009
+30.72 +27.14 -8.0 -8.2 7.9 10.3 7.6 -0.3 7.9 2.2 4.7 -2.3 5.1 2.2
2008
-32.45 -32.43 -5.6 -1.1 -0.6 4.7 1.5 -6.8 -1.6 -0.6 -9.1 -16.0 -5.7 4.3
2007
+10.67 +6.30 1.2 -0.9 1.6 3.5 3.0 -0.4 -1.9 1.1 4.7 3.6 -3.9 -1.0
2006
+16.89 +14.02 4.4 -0.4 1.8 2.2 -3.8 0.0 0.3 2.2 1.4 3.5 2.8 1.6
2005
+9.86 +6.31 -1.7 3.0 -2.5 -1.7 2.8 1.1 3.5 0.3 2.2 -2.5 3.4 1.8
2004
+13.59 +9.92 1.8 1.8 -0.4 -3.0 1.0 1.8 -3.1 0.8 2.2 1.9 4.9 3.4
2003
+30.43 +27.83 -2.3 -1.4 0.0 7.2 5.1 1.8 2.1 2.6 0.3 5.5 1.4 5.0
2002
-14.01 -16.09 -1.1 -0.6 3.5 -2.4 -0.4 -5.3 -6.9 0.8 -8.1 5.7 4.5 -3.5
2001
-9.00 -10.44 3.4 -7.3 -5.9 6.6 -0.1 -1.8 -1.2 -3.4 -7.9 2.8 5.3 1.5
2000
-8.67 -11.70 -4.5 1.2 5.1 -3.5 -2.3 3.7 -2.3 4.1 -4.4 -1.4 -6.1 2.2
1999
+23.19 +19.98 1.8 -2.6 4.3 4.5 -2.7 4.8 -1.5 -0.4 -1.0 4.3 3.1 7.0
1998
+18.05 +16.19 0.8 6.4 3.8 0.6 -2.5 1.7 -0.4 -12.8 4.2 7.5 5.1 4.1
1997
+17.27 +15.31 3.3 0.9 -2.9 3.2 5.5 4.2 5.1 -5.9 4.9 -5.0 2.2 1.3
1996
+15.00 +11.24 2.7 0.3 0.9 2.1 1.4 0.3 -4.0 1.6 4.0 1.1 5.2 -1.4
1995
+23.68 +20.62 -0.3 1.5 2.9 2.9 2.9 1.3 3.4 -0.4 2.8 -0.9 3.2 2.3
1994
+0.50 -2.04 4.5 -2.6 -4.6 1.7 0.9 -1.0 2.4 3.6 -2.3 1.9 -4.0 0.5

* Note:
Portofolio Returns, up to December 2013, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • VUG - Vanguard Growth: simulated historical serie, up to December 2004
  • VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
  • VTV - Vanguard Value: simulated historical serie, up to December 2004
  • EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
  • IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
  • IJT - iShares S&P Small-Cap 600 Growth: simulated historical serie, up to December 2000
  • IEI - iShares 3-7 Year Treasury Bond: simulated historical serie, up to December 2007
  • LQD - iShares Investment Grade Corporate Bond: simulated historical serie, up to December 2002
  • MBB - iShares MBS: simulated historical serie, up to December 2007
  • BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007
  • BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
  • HYG - iShares iBoxx $ High Yield Corporate Bond: simulated historical serie, up to December 2007
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