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.
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 | |
| 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 |
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 Aug 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-1.48%
|
-1.48%
Aug 2019 - Aug 2019
|
0 - 1 | |
|
YTD
|
+13.90%
|
-5.23%
May 2019 - May 2019
|
6 - 2 | |
|
1Y
|
+1.16%
|
14.87%
|
-11.18%
Sep 2018 - Dec 2018
|
7 - 5 |
|
3Y
|
+9.30%
annualized
|
9.87%
|
-11.18%
Sep 2018 - Dec 2018
|
26 - 10 |
|
5Y
|
+6.49%
annualized
|
10.14%
|
-11.18%
Sep 2018 - Dec 2018
|
39 - 21 |
|
MAX
Dec 2010
|
+8.27%
annualized
|
10.56%
|
-16.78%
May 2011 - Sep 2011
|
68 - 36 |
* Annualized St.Dev. of monthly returns
Best Very High Risk Porftolios, ordered by 5Y annualized return.
| Portfolio | 5Y Return ▾ | #ETF | Stocks | Bonds | Comm. | |
|---|---|---|---|---|---|---|
| US Stocks |
+9.58% | 1 | 100 | 0 | 0 | |
| Warren Buffett |
+9.11% | 2 | 90 | 10 | 0 | |
| Edge Select Aggressive Merrill Lynch |
+6.49% | 12 | 84 | 16 | 0 | |
| Core Four Rick Ferri |
+6.45% | 4 | 80 | 20 | 0 | |
| Three Funds Bogleheads |
+6.05% | 3 | 80 | 20 | 0 |
Capital Growth
Drawdowns
Rolling Returns
Merrill Lynch Edge Select Aggressive Portfolio: annualized rolling and average returns
| Return (*) | |||
|---|---|---|---|
| Rolling Period | Average | Best | Worst |
| 1 Year |
+8.98% |
+23.96% Feb 2017 - Jan 2018 |
-9.82% Mar 2015 - Feb 2016 |
| 2 Years |
+9.62% |
+20.64% Feb 2016 - Jan 2018 |
-0.47% Mar 2014 - Feb 2016 |
| 3 Years |
+9.25% |
+16.44% Oct 2011 - Sep 2014 |
+4.63% Jan 2014 - Dec 2016 |
| 5 Years |
+8.64% |
+11.41% Oct 2011 - Sep 2016 |
+5.28% Jan 2014 - Dec 2018 |
| 7 Years |
+9.39% |
+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
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2019 |
+13.90% | 7.3 | 2.2 | 1.5 | 3.1 | -5.2 | 5.8 | 0.4 | -1.5 | ||||
| 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 |
* 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