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:

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 % 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:

Swipe left to see all data
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

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

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

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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

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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

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