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:

Weight ETF: Ticker - 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
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 % VIOV -
Vanguard S&P Small-Cap 600 Value
Equity, U.S., Small Cap
5.00 % VGIT -
Vanguard Intermediate-Term Treasury
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

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: June 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 2011, now would be worth 2012.50$, with a total return of 101.25% (8.58% 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

Swipe left to see all data
Range Returns
Jun 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+5.77%
0.00%
1 - 0
YTD
+15.10%
-5.23%
May 2019 - May 2019
5 - 1
1Y
+6.53%
14.97%
-11.18%
Sep 2018 - Dec 2018
8 - 4
3Y
+11.13%
annualized
9.91%
-11.18%
Sep 2018 - Dec 2018
27 - 9
5Y
+7.07%
annualized
10.19%
-11.18%
Sep 2018 - Dec 2018
39 - 21
MAX
Dec 2010
+8.58%
annualized
10.64%
-16.78%
May 2011 - Sep 2011
67 - 35

* 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
+9.12% +23.96%
Feb 2017 - Jan 2018
-9.82%
Mar 2015 - Feb 2016
2 Years
+9.69% +20.64%
Feb 2016 - Jan 2018
-0.47%
Mar 2014 - Feb 2016
3 Years
+9.24% +16.44%
Oct 2011 - Sep 2014
+4.63%
Jan 2014 - Dec 2016
5 Years
+8.72% +11.41%
Oct 2011 - Sep 2016
+5.28%
Jan 2014 - Dec 2018
7 Years
+9.37% +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
+15.10% 7.3 2.2 1.5 3.1 -5.2 5.8
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