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 9.78% compound annual return, with a 11.26% standard deviation (Last Update: October 2019).
Asset Allocation and ETFs
The Merrill Lynch Edge Select Aggressive Portfolio has the following asset allocation:
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 % | VWO | Vanguard FTSE Emerging Markets | Equity, Emerging Markets, Large Cap | |
| 3.00 % | IJT | iShares S&P Small-Cap 600 Growth | Equity, U.S., Small Cap, Growth | |
| 3.00 % | IJS | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value | |
| 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 |
Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).
Historical Returns
Merrill Lynch Edge Select Aggressive Portfolio - Historical returns and stats:
| Range | Returns Oct 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+2.37%
|
0.00%
|
1 - 0 | |
|
YTD
|
+18.31%
|
-5.24%
May 2019 - May 2019
|
8 - 2 | |
|
1Y
|
+12.82%
|
12.98%
|
-6.18%
Dec 2018 - Dec 2018
|
9 - 3 |
|
3Y
|
+11.08%
annualized
|
9.81%
|
-11.20%
Sep 2018 - Dec 2018
|
27 - 9 |
|
5Y
|
+7.49%
annualized
|
10.04%
|
-11.20%
Sep 2018 - Dec 2018
|
40 - 20 |
|
10Y
|
+9.78%
annualized
|
11.26%
|
-16.86%
May 2011 - Sep 2011
|
79 - 41 |
|
MAX
Dec 2007
|
+6.44%
annualized
|
13.76%
|
-42.93%
Jan 2008 - Feb 2009
|
88 - 54 |
* Annualized St.Dev. of monthly returns
Best Very High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | #ETF | Stocks | Bonds | Comm. | |
|---|---|---|---|---|---|---|
| US Stocks |
+13.64% | 1 | 100 | 0 | 0 | |
| Warren Buffett |
+12.48% | 2 | 90 | 10 | 0 | |
| Second Grader's Starter Paul Farrell |
+10.24% | 3 | 90 | 10 | 0 | |
| Ultimate Buy and Hold Strategy Paul Merriman |
+10.18% | 10 | 100 | 0 | 0 | |
| Core Four Rick Ferri |
+9.81% | 4 | 80 | 20 | 0 |
Capital Growth
Drawdowns
Rolling Returns
Merrill Lynch Edge Select Aggressive Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+8.71% |
+52.69% Mar 2009 - Feb 2010 |
-38.91% Mar 2008 - Feb 2009 |
19.85% |
| 2 Years |
+9.67% |
+35.49% Mar 2009 - Feb 2011 |
-6.59% Jun 2008 - May 2010 |
8.40% |
| 3 Years |
+9.56% |
+23.68% Mar 2009 - Feb 2012 |
+0.41% Jan 2008 - Dec 2010 |
0.00% |
| 5 Years |
+9.47% |
+19.23% Mar 2009 - Feb 2014 |
+2.58% Jan 2008 - Dec 2012 |
0.00% |
| 7 Years |
+9.41% |
+13.23% Mar 2009 - Feb 2016 |
+5.55% Jan 2008 - Dec 2014 |
0.00% |
| 10 Years |
+9.43% |
+13.02% Mar 2009 - Feb 2019 |
+6.62% Jan 2008 - Dec 2017 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Yearly Returns - Monthly Returns Heatmap
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2019 |
+18.31% | 7.3 | 2.2 | 1.5 | 3.1 | -5.2 | 5.8 | 0.4 | -1.5 | 1.5 | 2.4 | ||
| 2018 |
-6.83% | 4.8 | -3.7 | -1.1 | -0.0 | 1.3 | -0.4 | 2.8 | 1.4 | -0.0 | -6.9 | 1.6 | -6.2 |
| 2017 |
+21.17% | 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 |
+9.33% | -4.6 | -0.5 | 6.9 | 0.8 | 0.5 | 0.7 | 3.7 | 0.3 | 0.7 | -1.7 | 1.1 | 1.5 |
| 2015 |
-1.77% | -1.1 | 4.7 | -1.7 | 2.5 | 0.1 | -1.8 | 0.6 | -5.8 | -2.5 | 6.3 | -0.2 | -2.1 |
| 2014 |
+6.62% | -3.6 | 4.2 | 0.5 | 0.5 | 2.2 | 2.0 | -1.3 | 3.0 | -2.9 | 2.0 | 1.3 | -1.3 |
| 2013 |
+20.51% | 3.3 | 0.2 | 2.2 | 2.0 | -0.1 | -2.3 | 4.3 | -2.3 | 4.6 | 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 |
-2.71% | 1.0 | 2.5 | 0.7 | 3.3 | -1.3 | -1.3 | -1.4 | -5.7 | -8.3 | 9.9 | -0.9 | -0.1 |
| 2010 |
+14.63% | -3.6 | 2.4 | 5.5 | 1.0 | -7.4 | -3.1 | 7.1 | -3.3 | 8.4 | 3.4 | -0.9 | 5.8 |
| 2009 |
+31.38% | -7.9 | -7.8 | 7.5 | 10.5 | 7.8 | -0.3 | 7.9 | 2.3 | 4.7 | -2.1 | 5.1 | 2.2 |
| 2008 |
-32.77% | -5.7 | -1.0 | -0.6 | 4.6 | 1.4 | -6.8 | -1.5 | -0.7 | -9.2 | -16.1 | -5.6 | 4.1 |
* 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:
BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013