Last Update: 30 September 2020
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 9.41% compound annual return, with a 11.68% standard deviation.
In 2019, the portfolio granted a 2.60% dividend yield. If you are interested in getting periodic income, please refer to the Merrill Lynch Edge Select Aggressive Portfolio: Dividend Yield page.
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 % | 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 |
Portfolio and ETF Returns
The Merrill Lynch Edge Select Aggressive Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
|---|---|---|---|---|---|---|---|
| Merrill Lynch Edge Select Aggressive Portfolio | -2.70 | +7.65 | +26.53 | +12.57 | +8.33 | +10.79 | +9.41 |
| Components | |||||||
| VUG - Vanguard Growth | -4.72 | +12.83 | +45.83 | +38.15 | +20.99 | +19.22 | +16.72 |
| VEU - Vanguard FTSE All-World ex-US | -1.68 | +6.69 | +24.48 | +3.78 | +1.42 | +6.45 | +4.26 |
| VTV - Vanguard Value | -2.22 | +5.67 | +19.09 | -3.46 | +4.35 | +9.25 | +10.79 |
| EEM - iShares MSCI Emerging Markets | -1.01 | +10.25 | +29.94 | +10.81 | +1.84 | +8.47 | +1.94 |
| IJS - iShares S&P Small-Cap 600 Value | -5.18 | +2.19 | +23.62 | -16.76 | -4.57 | +4.83 | +8.70 |
| IJT - iShares S&P Small-Cap 600 Growth | -4.14 | +4.15 | +28.51 | -0.12 | +3.32 | +9.06 | +12.03 |
| IEI - iShares 3-7 Year Treasury Bond | +0.08 | +0.19 | +0.75 | +6.89 | +4.51 | +3.06 | +2.68 |
| LQD - iShares Investment Grade Corporate Bond | -0.44 | +0.82 | +10.61 | +8.89 | +7.07 | +6.48 | +5.48 |
| MBB - iShares MBS | -0.08 | +0.26 | +1.09 | +4.35 | +3.62 | +2.83 | +2.78 |
| BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill | -0.02 | -0.01 | -0.05 | +0.78 | +1.45 | +0.98 | +0.46 |
| BNDX - Vanguard Total International Bond | +0.86 | +1.04 | +3.95 | +2.21 | +5.10 | +4.36 | +4.58 |
| HYG - iShares iBoxx $ High Yield Corporate Bond | -0.93 | +4.05 | +11.72 | +1.20 | +3.33 | +5.55 | +5.29 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the Merrill Lynch Edge Select Aggressive Portfolio: Dividend Yield page.
Historical Returns
Merrill Lynch Edge Select Aggressive Portfolio - Historical returns and stats.
| Period | Returns Sep 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-2.70%
|
-2.70%
Sep 2020 - Sep 2020
|
0 - 1 | |
|
3M
|
+7.65%
|
-2.70%
Sep 2020 - Sep 2020
|
2 - 1 | |
|
6M
|
+26.53%
|
-2.70%
Sep 2020 - Sep 2020
|
5 - 1 | |
|
YTD
|
+4.20%
|
-17.65%
Jan 2020 - Mar 2020
|
5 - 4 | |
|
1Y
|
+12.57%
|
18.85%
|
-17.65%
Jan 2020 - Mar 2020
|
8 - 4 |
|
3Y
|
+8.33%
annualized
|
14.56%
|
-17.65%
Jan 2020 - Mar 2020
|
24 - 12 |
|
5Y
|
+10.79%
annualized
|
12.41%
|
-17.65%
Jan 2020 - Mar 2020
|
43 - 17 |
|
10Y
|
+9.41%
annualized
|
11.68%
|
-17.65%
Jan 2020 - Mar 2020
|
80 - 40 |
|
MAX
01 Jan 2008
|
+6.72%
annualized
|
14.30%
|
-42.89%
Jan 2008 - Feb 2009
|
96 - 57 |
* Annualized St.Dev. of monthly returns
Best Very High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|
| Technology |
+20.14% | 100 | 0 | 0 | Compare | |
| US Stocks |
+13.48% | 100 | 0 | 0 | Compare | |
| Warren Buffett |
+12.62% | 90 | 10 | 0 | Compare | |
| Second Grader's Starter Paul Farrell |
+9.82% | 90 | 10 | 0 | Compare | |
| Edge Select Aggressive Merrill Lynch |
+9.41% | 84 | 16 | 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 |
+8.70% |
+52.39% Mar 2009 - Feb 2010 |
-38.83% Mar 2008 - Feb 2009 |
19.72% |
| 2 Years |
+9.24% |
+35.26% Mar 2009 - Feb 2011 |
-6.71% Jun 2008 - May 2010 |
8.46% |
| 3 Years |
+9.40% |
+23.55% Mar 2009 - Feb 2012 |
+0.33% Jan 2008 - Dec 2010 |
0.00% |
| 5 Years |
+9.22% |
+19.17% Mar 2009 - Feb 2014 |
+2.52% Jan 2008 - Dec 2012 |
0.00% |
| 7 Years |
+9.23% |
+13.13% Mar 2009 - Feb 2016 |
+5.47% Jan 2008 - Dec 2014 |
0.00% |
| 10 Years |
+9.33% |
+12.98% Mar 2009 - Feb 2019 |
+6.60% Jan 2008 - Dec 2017 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Seasonality and Yearly/Monthly Returns
Merrill Lynch Edge Select Aggressive Portfolio Seasonality
| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | -0.2 | 0.2 | 0.9 | 2.9 | -0.1 | 0.0 | 2.4 | -0.3 | -0.1 | 0.1 | 0.7 | 1.1 |
| Best |
7.4 2019 |
4.7 2015 |
7.9 2009 |
10.3 2009 |
7.6 2009 |
5.8 2019 |
7.9 2009 |
5.3 2020 |
8.4 2010 |
9.9 2011 |
5.1 2009 |
5.8 2010 |
| Worst |
-8.0 2009 |
-8.2 2009 |
-11.8 2020 |
-0.8 2012 |
-7.4 2010 |
-6.8 2008 |
-1.6 2008 |
-5.7 2015 |
-9.1 2008 |
-16.0 2008 |
-5.7 2008 |
-6.2 2018 |
| Gain Frequency |
46 | 62 | 69 | 85 | 62 | 46 | 77 | 54 | 62 | 58 | 67 | 67 |
Detail of Monthly Returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
+4.20% | -0.9 | -5.8 | -11.8 | 9.3 | 4.3 | 3.1 | 5.0 | 5.3 | -2.7 | |||
| 2019 |
+24.61% | 7.4 | 2.1 | 1.4 | 3.1 | -5.3 | 5.8 | 0.4 | -1.5 | 1.6 | 2.4 | 2.3 | 3.2 |
| 2018 |
-6.88% | 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% | 2.6 | 2.6 | 1.2 | 1.4 | 1.8 | 0.6 | 2.5 | 0.6 | 1.6 | 2.0 | 1.6 | 1.4 |
| 2016 |
+9.21% | -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% | -1.2 | 4.7 | -1.7 | 2.5 | 0.1 | -1.9 | 0.6 | -5.7 | -2.5 | 6.4 | -0.2 | -2.2 |
| 2014 |
+6.27% | -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% | 3.2 | 0.2 | 2.2 | 1.9 | 0.0 | -2.3 | 4.4 | -2.2 | 4.6 | 3.6 | 1.8 | 1.8 |
| 2012 |
+15.28% | 5.5 | 3.9 | 1.2 | -0.8 | -6.7 | 3.9 | 0.9 | 2.2 | 2.6 | -1.0 | 1.1 | 2.3 |
| 2011 |
-2.72% | 1.0 | 2.5 | 0.7 | 3.3 | -1.3 | -1.3 | -1.4 | -5.7 | -8.2 | 9.9 | -0.9 | -0.1 |
| 2010 |
+14.37% | -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% | -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% | -5.7 | -1.1 | -0.6 | 4.7 | 1.5 | -6.8 | -1.6 | -0.6 | -9.1 | -16.0 | -5.7 | 4.3 |
* 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