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

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:

Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).

Last Update: April 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 2011, now would be worth 2007.57$, with a total return of 100.76% (8.72% annualized).

Capital Growth:

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:

BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013

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Range Returns
Apr 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+3.11%
0.00%
1 - 0
YTD
+14.82%
0.00%
4 - 0
1Y
+7.17%
12.84%
-11.18%
Sep 2018 - Dec 2018
8 - 4
3Y
+11.47%
annualized
8.82%
-11.18%
Sep 2018 - Dec 2018
28 - 8
5Y
+7.90%
annualized
9.62%
-11.18%
Sep 2018 - Dec 2018
40 - 20
MAX
Dec 2010
+8.72%
annualized
10.40%
-16.78%
May 2011 - Sep 2011
66 - 34

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

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

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Return (*)
Rolling Period Average Best Worst
1 Year
+9.24% +23.96%
Feb 2017 - Jan 2018
-9.82%
Mar 2015 - Feb 2016
2 Years
+9.75% +20.64%
Feb 2016 - Jan 2018
-0.47%
Mar 2014 - Feb 2016
3 Years
+9.21% +16.44%
Oct 2011 - Sep 2014
+4.63%
Jan 2014 - Dec 2016
5 Years
+8.82% +11.41%
Oct 2011 - Sep 2016
+5.28%
Jan 2014 - Dec 2018
7 Years
+9.32% +11.92%
Oct 2011 - Sep 2018
+8.25%
May 2011 - Apr 2018

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
+14.82% 7.3 2.2 1.5 3.1
2018
-6.83% 4.8 -3.7 -1.1 -0.0 1.3 -0.4 2.8 1.4 -0.0 -6.9 1.7 -6.2
2017
+21.20% 2.5 2.6 1.1 1.4 1.6 0.5 2.4 0.7 1.6 1.9 1.7 1.4
2016
+9.28% -4.6 -0.4 6.9 0.8 0.5 0.7 3.7 0.3 0.7 -1.7 1.1 1.5
2015
-1.75% -1.1 4.7 -1.7 2.5 0.1 -1.9 0.6 -5.8 -2.5 6.3 -0.2 -2.1
2014
+6.69% -3.6 4.2 0.5 0.5 2.2 2.0 -1.3 3.0 -2.9 2.0 1.4 -1.3
2013
+20.47% 3.3 0.2 2.2 2.0 -0.1 -2.3 4.3 -2.3 4.5 3.6 1.7 1.8
2012
+15.28% 5.4 4.0 1.2 -0.8 -6.7 3.9 0.9 2.1 2.6 -1.0 1.0 2.3
2011
-2.66% 0.9 2.5 0.6 3.3 -1.3 -1.3 -1.4 -5.7 -8.2 9.9 -0.9 -0.0