Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
The Merrill Lynch Edge Select Aggressive Portfolio is a Very High Risk portfolio and can be implemented with 12 ETFs.
It's exposed for 84% on the Stock Market.
In the last 30 Years, the Merrill Lynch Edge Select Aggressive Portfolio obtained a 8.34% compound annual return, with a 13.17% standard deviation.
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 implemented 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 as of Feb 28, 2023
The Merrill Lynch Edge Select Aggressive Portfolio guaranteed the following returns.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of Feb 28, 2023 |
||||||||
---|---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Mar 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~38Y) |
|
Merrill Lynch Edge Select Aggressive Portfolio | 0.63 | -0.55 | -3.12 | 2.37 | -8.54 | 5.96 | 8.11 | 8.34 | 10.21 | |
US Inflation Adjusted return | -3.66 | 0.78 | -13.74 | 2.03 | 5.34 | 5.69 | 7.22 | |||
Components | ||||||||||
VUG Vanguard Growth |
0.30 |
04:00PM Mar 20 2023 |
2.76 | -1.42 | -2.73 | -15.85 | 10.66 | 13.18 | 10.01 | 9.68 |
VEU Vanguard FTSE All-World ex-US |
1.01 |
04:00PM Mar 20 2023 |
-1.77 | -4.39 | 7.42 | -7.28 | 1.97 | 4.24 | 5.50 | 8.03 |
VTV Vanguard Value |
1.39 |
04:00PM Mar 20 2023 |
-3.59 | -3.24 | 5.02 | -0.39 | 8.39 | 11.01 | 9.29 | 9.93 |
EEM iShares MSCI Emerging Markets |
0.37 |
04:00PM Mar 20 2023 |
-1.26 | -7.57 | -1.58 | -16.23 | -2.35 | 0.92 | 5.83 | 7.41 |
IJS iShares S&P Small-Cap 600 Value |
1.22 |
04:00PM Mar 20 2023 |
-9.35 | -1.73 | 9.45 | -0.24 | 7.77 | 10.41 | 10.74 | 12.91 |
IJT iShares S&P Small-Cap 600 Growth |
1.55 |
04:00PM Mar 20 2023 |
-6.38 | -0.97 | 3.00 | -7.24 | 7.17 | 10.81 | 9.69 | 9.95 |
IEI iShares 3-7 Year Treasury Bond |
-0.28 |
04:00PM Mar 20 2023 |
2.70 | -2.39 | -2.15 | -8.08 | 0.46 | 0.58 | 4.20 | 4.48 |
LQD iShares Investment Grade Corporate Bond |
-0.30 |
04:00PM Mar 20 2023 |
2.01 | -4.17 | -1.27 | -12.35 | 1.05 | 1.96 | 5.16 | 4.62 |
MBB iShares MBS |
-0.83 |
04:00PM Mar 20 2023 |
1.66 | -2.99 | -2.71 | -9.19 | -0.20 | 0.61 | 3.97 | 5.30 |
BIL SPDR Blmbg Barclays 1-3 Mth T-Bill |
0.01 |
04:00PM Mar 20 2023 |
0.30 | 0.35 | 1.68 | 2.07 | 1.18 | 0.66 | 2.19 | 3.99 |
BNDX Vanguard Total International Bond |
-0.08 |
04:00PM Mar 20 2023 |
2.83 | -1.50 | -1.94 | -9.67 | 0.01 | 1.50 | 4.87 | 6.58 |
HYG iShares iBoxx $ High Yield Corporate Bond |
-0.27 |
04:00PM Mar 20 2023 |
-1.23 | -2.36 | 2.33 | -6.65 | 1.94 | 2.87 | 5.49 | 7.38 |
US Inflation is updated to Feb 2023. Current inflation (annualized) is 1Y: 6.04% , 5Y: 3.86% , 10Y: 2.63% , 30Y: 2.51%
Portfolio Metrics as of Feb 28, 2023
Metrics of Merrill Lynch Edge Select Aggressive Portfolio, updated as of 28 February 2023.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Metrics as of Feb 28, 2023 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~38Y) |
|
Portfolio Return (%) |
-3.12 | -0.33 | 2.37 | -8.54 | 7.55 | 5.96 | 8.11 | 8.98 | 8.34 | 10.21 |
US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.51 | 2.51 | 2.79 |
Infl. Adjusted Return (%) |
-3.66 | -1.37 | 0.78 | -13.74 | 2.28 | 2.03 | 5.34 | 6.31 | 5.69 | 7.22 |
Returns / Inflation rates over 1 year are annualized. | ||||||||||
RISK INDICATORS | ||||||||||
Standard Deviation (%) | 19.43 | 17.29 | 15.43 | 12.56 | 13.35 | 13.17 | 13.40 | |||
Sharpe Ratio | -0.55 | 0.40 | 0.31 | 0.59 | 0.59 | 0.47 | 0.46 | |||
Sortino Ratio | -0.79 | 0.53 | 0.41 | 0.79 | 0.77 | 0.61 | 0.61 | |||
MAXIMUM DRAWDOWN | ||||||||||
Drawdown Depth (%) | -19.05 | -23.81 | -23.81 | -23.81 | -45.65 | -45.65 | -45.65 | |||
Start (yyyy mm) | 2022 04 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
Start to Bottom (# months) | 6 | 9 | 9 | 9 | 16 | 16 | 16 | |||
Start to Recovery (# months) in progress |
> 11
|
> 14
|
> 14
|
> 14
|
41
|
41
|
41
|
|||
ROLLING PERIOD RETURNS - Annualized | ||||||||||
Best Return (%) | 52.39 | 23.55 | 22.32 | 16.18 | 12.87 | 11.05 | ||||
Worst Return (%) | -38.83 | -12.16 | -2.31 | 0.66 | 5.06 | 8.15 | ||||
% Positive Periods | 79% | 89% | 98% | 100% | 100% | 100% | ||||
MONTHS | ||||||||||
Positive | 0 | 1 | 3 | 6 | 23 | 38 | 80 | 158 | 231 | 299 |
Negative | 1 | 2 | 3 | 6 | 13 | 22 | 40 | 82 | 129 | 159 |
% Positive | 0% | 33% | 50% | 50% | 64% | 63% | 67% | 66% | 64% | 65% |
WITHDRAWAL RATES (WR) | ||||||||||
Safe WR (%) | 40.33 | 22.90 | 14.66 | 10.55 | 8.24 | 11.81 | ||||
Perpetual WR (%) | 2.22 | 1.99 | 5.07 | 5.93 | 5.38 | 6.73 |
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
|
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---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset | VUG | VEU | VTV | EEM | IJS | IJT | IEI | LQD | MBB | BIL | BNDX | HYG | |
VUG |
1.00
|
0.79
|
0.79
|
0.60
|
0.87
|
0.94
|
0.61
|
0.80
|
0.74
|
0.06
|
0.86
|
0.87
|
|
VEU |
0.79
|
1.00
|
0.81
|
0.93
|
0.80
|
0.80
|
0.81
|
0.93
|
0.89
|
0.25
|
0.84
|
0.84
|
|
VTV |
0.79
|
0.81
|
1.00
|
0.59
|
0.92
|
0.90
|
0.52
|
0.68
|
0.61
|
-0.04
|
0.70
|
0.85
|
|
EEM |
0.60
|
0.93
|
0.59
|
1.00
|
0.58
|
0.57
|
0.80
|
0.87
|
0.86
|
0.28
|
0.71
|
0.62
|
|
IJS |
0.87
|
0.80
|
0.92
|
0.58
|
1.00
|
0.96
|
0.62
|
0.72
|
0.67
|
0.01
|
0.81
|
0.88
|
|
IJT |
0.94
|
0.80
|
0.90
|
0.57
|
0.96
|
1.00
|
0.65
|
0.78
|
0.73
|
0.00
|
0.88
|
0.93
|
|
IEI |
0.61
|
0.81
|
0.52
|
0.80
|
0.62
|
0.65
|
1.00
|
0.93
|
0.96
|
0.13
|
0.88
|
0.75
|
|
LQD |
0.80
|
0.93
|
0.68
|
0.87
|
0.72
|
0.78
|
0.93
|
1.00
|
0.98
|
0.19
|
0.91
|
0.86
|
|
MBB |
0.74
|
0.89
|
0.61
|
0.86
|
0.67
|
0.73
|
0.96
|
0.98
|
1.00
|
0.12
|
0.90
|
0.80
|
|
BIL |
0.06
|
0.25
|
-0.04
|
0.28
|
0.01
|
0.00
|
0.13
|
0.19
|
0.12
|
1.00
|
0.08
|
0.05
|
|
BNDX |
0.86
|
0.84
|
0.70
|
0.71
|
0.81
|
0.88
|
0.88
|
0.91
|
0.90
|
0.08
|
1.00
|
0.88
|
|
HYG |
0.87
|
0.84
|
0.85
|
0.62
|
0.88
|
0.93
|
0.75
|
0.86
|
0.80
|
0.05
|
0.88
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
|
||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset | VUG | VEU | VTV | EEM | IJS | IJT | IEI | LQD | MBB | BIL | BNDX | HYG | |
VUG |
1.00
|
0.79
|
0.79
|
0.65
|
0.76
|
0.86
|
0.22
|
0.69
|
0.46
|
-0.18
|
0.56
|
0.80
|
|
VEU |
0.79
|
1.00
|
0.87
|
0.92
|
0.85
|
0.84
|
0.15
|
0.69
|
0.44
|
-0.13
|
0.46
|
0.83
|
|
VTV |
0.79
|
0.87
|
1.00
|
0.70
|
0.90
|
0.88
|
-0.07
|
0.49
|
0.21
|
-0.23
|
0.33
|
0.80
|
|
EEM |
0.65
|
0.92
|
0.70
|
1.00
|
0.72
|
0.71
|
0.17
|
0.65
|
0.45
|
-0.12
|
0.41
|
0.72
|
|
IJS |
0.76
|
0.85
|
0.90
|
0.72
|
1.00
|
0.94
|
-0.08
|
0.47
|
0.21
|
-0.24
|
0.33
|
0.79
|
|
IJT |
0.86
|
0.84
|
0.88
|
0.71
|
0.94
|
1.00
|
0.05
|
0.58
|
0.31
|
-0.22
|
0.44
|
0.83
|
|
IEI |
0.22
|
0.15
|
-0.07
|
0.17
|
-0.08
|
0.05
|
1.00
|
0.67
|
0.89
|
0.18
|
0.71
|
0.25
|
|
LQD |
0.69
|
0.69
|
0.49
|
0.65
|
0.47
|
0.58
|
0.67
|
1.00
|
0.79
|
0.02
|
0.87
|
0.78
|
|
MBB |
0.46
|
0.44
|
0.21
|
0.45
|
0.21
|
0.31
|
0.89
|
0.79
|
1.00
|
0.12
|
0.78
|
0.50
|
|
BIL |
-0.18
|
-0.13
|
-0.23
|
-0.12
|
-0.24
|
-0.22
|
0.18
|
0.02
|
0.12
|
1.00
|
0.02
|
-0.14
|
|
BNDX |
0.56
|
0.46
|
0.33
|
0.41
|
0.33
|
0.44
|
0.71
|
0.87
|
0.78
|
0.02
|
1.00
|
0.67
|
|
HYG |
0.80
|
0.83
|
0.80
|
0.72
|
0.79
|
0.83
|
0.25
|
0.78
|
0.50
|
-0.14
|
0.67
|
1.00
|
|
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---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset | VUG | VEU | VTV | EEM | IJS | IJT | IEI | LQD | MBB | BIL | BNDX | HYG | |
VUG |
1.00
|
0.80
|
0.80
|
0.65
|
0.73
|
0.82
|
0.13
|
0.59
|
0.37
|
-0.13
|
0.45
|
0.76
|
|
VEU |
0.80
|
1.00
|
0.83
|
0.91
|
0.75
|
0.75
|
0.10
|
0.60
|
0.36
|
-0.08
|
0.36
|
0.79
|
|
VTV |
0.80
|
0.83
|
1.00
|
0.66
|
0.88
|
0.85
|
-0.14
|
0.41
|
0.14
|
-0.18
|
0.25
|
0.75
|
|
EEM |
0.65
|
0.91
|
0.66
|
1.00
|
0.62
|
0.59
|
0.14
|
0.57
|
0.36
|
-0.06
|
0.33
|
0.67
|
|
IJS |
0.73
|
0.75
|
0.88
|
0.62
|
1.00
|
0.95
|
-0.14
|
0.37
|
0.12
|
-0.19
|
0.23
|
0.73
|
|
IJT |
0.82
|
0.75
|
0.85
|
0.59
|
0.95
|
1.00
|
-0.05
|
0.45
|
0.19
|
-0.18
|
0.31
|
0.75
|
|
IEI |
0.13
|
0.10
|
-0.14
|
0.14
|
-0.14
|
-0.05
|
1.00
|
0.68
|
0.87
|
0.10
|
0.72
|
0.23
|
|
LQD |
0.59
|
0.60
|
0.41
|
0.57
|
0.37
|
0.45
|
0.68
|
1.00
|
0.78
|
0.00
|
0.85
|
0.73
|
|
MBB |
0.37
|
0.36
|
0.14
|
0.36
|
0.12
|
0.19
|
0.87
|
0.78
|
1.00
|
0.05
|
0.77
|
0.46
|
|
BIL |
-0.13
|
-0.08
|
-0.18
|
-0.06
|
-0.19
|
-0.18
|
0.10
|
0.00
|
0.05
|
1.00
|
-0.05
|
-0.11
|
|
BNDX |
0.45
|
0.36
|
0.25
|
0.33
|
0.23
|
0.31
|
0.72
|
0.85
|
0.77
|
-0.05
|
1.00
|
0.59
|
|
HYG |
0.76
|
0.79
|
0.75
|
0.67
|
0.73
|
0.75
|
0.23
|
0.73
|
0.46
|
-0.11
|
0.59
|
1.00
|
|
|
|
|
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||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset | VUG | VEU | VTV | EEM | IJS | IJT | IEI | LQD | MBB | BIL | BNDX | HYG | |
VUG |
1.00
|
0.76
|
0.83
|
0.67
|
0.73
|
0.78
|
-0.09
|
0.31
|
0.14
|
-0.03
|
0.15
|
0.63
|
|
VEU |
0.76
|
1.00
|
0.80
|
0.85
|
0.73
|
0.72
|
-0.14
|
0.33
|
0.10
|
-0.04
|
0.16
|
0.67
|
|
VTV |
0.83
|
0.80
|
1.00
|
0.70
|
0.85
|
0.76
|
-0.15
|
0.28
|
0.06
|
-0.01
|
0.11
|
0.65
|
|
EEM |
0.67
|
0.85
|
0.70
|
1.00
|
0.66
|
0.67
|
-0.10
|
0.29
|
0.10
|
-0.03
|
0.16
|
0.60
|
|
IJS |
0.73
|
0.73
|
0.85
|
0.66
|
1.00
|
0.90
|
-0.19
|
0.24
|
0.02
|
-0.03
|
0.11
|
0.67
|
|
IJT |
0.78
|
0.72
|
0.76
|
0.67
|
0.90
|
1.00
|
-0.20
|
0.21
|
0.02
|
-0.05
|
0.12
|
0.62
|
|
IEI |
-0.09
|
-0.14
|
-0.15
|
-0.10
|
-0.19
|
-0.20
|
1.00
|
0.63
|
0.79
|
0.18
|
0.55
|
0.05
|
|
LQD |
0.31
|
0.33
|
0.28
|
0.29
|
0.24
|
0.21
|
0.63
|
1.00
|
0.68
|
0.00
|
0.68
|
0.63
|
|
MBB |
0.14
|
0.10
|
0.06
|
0.10
|
0.02
|
0.02
|
0.79
|
0.68
|
1.00
|
0.19
|
0.53
|
0.26
|
|
BIL |
-0.03
|
-0.04
|
-0.01
|
-0.03
|
-0.03
|
-0.05
|
0.18
|
0.00
|
0.19
|
1.00
|
0.06
|
-0.03
|
|
BNDX |
0.15
|
0.16
|
0.11
|
0.16
|
0.11
|
0.12
|
0.55
|
0.68
|
0.53
|
0.06
|
1.00
|
0.38
|
|
HYG |
0.63
|
0.67
|
0.65
|
0.60
|
0.67
|
0.62
|
0.05
|
0.63
|
0.26
|
-0.03
|
0.38
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
|
||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset | VUG | VEU | VTV | EEM | IJS | IJT | IEI | LQD | MBB | BIL | BNDX | HYG | |
VUG |
1.00
|
0.67
|
0.85
|
0.66
|
0.76
|
0.81
|
0.02
|
0.32
|
0.18
|
0.02
|
0.20
|
0.61
|
|
VEU |
0.67
|
1.00
|
0.71
|
0.70
|
0.65
|
0.63
|
-0.02
|
0.31
|
0.13
|
0.02
|
0.20
|
0.60
|
|
VTV |
0.85
|
0.71
|
1.00
|
0.68
|
0.86
|
0.78
|
-0.03
|
0.29
|
0.13
|
0.02
|
0.18
|
0.64
|
|
EEM |
0.66
|
0.70
|
0.68
|
1.00
|
0.64
|
0.64
|
0.02
|
0.28
|
0.15
|
0.03
|
0.19
|
0.54
|
|
IJS |
0.76
|
0.65
|
0.86
|
0.64
|
1.00
|
0.91
|
-0.11
|
0.23
|
0.06
|
-0.02
|
0.14
|
0.67
|
|
IJT |
0.81
|
0.63
|
0.78
|
0.64
|
0.91
|
1.00
|
-0.11
|
0.20
|
0.05
|
-0.03
|
0.14
|
0.61
|
|
IEI |
0.02
|
-0.02
|
-0.03
|
0.02
|
-0.11
|
-0.11
|
1.00
|
0.73
|
0.82
|
0.24
|
0.66
|
0.13
|
|
LQD |
0.32
|
0.31
|
0.29
|
0.28
|
0.23
|
0.20
|
0.73
|
1.00
|
0.73
|
0.09
|
0.74
|
0.58
|
|
MBB |
0.18
|
0.13
|
0.13
|
0.15
|
0.06
|
0.05
|
0.82
|
0.73
|
1.00
|
0.27
|
0.63
|
0.30
|
|
BIL |
0.02
|
0.02
|
0.02
|
0.03
|
-0.02
|
-0.03
|
0.24
|
0.09
|
0.27
|
1.00
|
0.15
|
0.01
|
|
BNDX |
0.20
|
0.20
|
0.18
|
0.19
|
0.14
|
0.14
|
0.66
|
0.74
|
0.63
|
0.15
|
1.00
|
0.39
|
|
HYG |
0.61
|
0.60
|
0.64
|
0.54
|
0.67
|
0.61
|
0.13
|
0.58
|
0.30
|
0.01
|
0.39
|
1.00
|
Portfolio Dividends
In 2022, the Merrill Lynch Edge Select Aggressive Portfolio granted a 1.69% dividend yield. If you are interested in getting periodic income, please refer to the Merrill Lynch Edge Select Aggressive Portfolio: Dividend Yield page.
Capital Growth as of Feb 28, 2023
The Inflation Adjusted Capital now would be 5256.47$, with a net total return of 425.65% (5.69% annualized).
The Inflation Adjusted Capital now would be 14299.62$, with a net total return of 1329.96% (7.22% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-45.65% | Nov 2007 | Feb 2009 | 16 | Mar 2011 | 25 | 41 |
-33.96% | Apr 2000 | Sep 2002 | 30 | Nov 2004 | 26 | 56 |
-23.81% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
-17.64% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 |
-16.85% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 |
-13.97% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 |
-11.27% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
-10.51% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 |
-7.41% | Apr 2012 | May 2012 | 2 | Sep 2012 | 4 | 6 |
-7.08% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 |
-6.20% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 |
-5.32% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-4.77% | Feb 2018 | Apr 2018 | 3 | Aug 2018 | 4 | 7 |
-4.53% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
-4.35% | Sep 1994 | Nov 1994 | 3 | Mar 1995 | 4 | 7 |
-4.19% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-4.16% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 |
-3.98% | Jul 1996 | Jul 1996 | 1 | Sep 1996 | 2 | 3 |
-3.81% | May 2006 | May 2006 | 1 | Oct 2006 | 5 | 6 |
-3.70% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-45.65% | Nov 2007 | Feb 2009 | 16 | Mar 2011 | 25 | 41 |
-33.96% | Apr 2000 | Sep 2002 | 30 | Nov 2004 | 26 | 56 |
-23.81% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
-22.86% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 |
-17.64% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 |
-16.85% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 |
-15.96% | Aug 1990 | Sep 1990 | 2 | Feb 1991 | 5 | 7 |
-13.97% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 |
-11.27% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
-10.51% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 |
-8.72% | Jan 1990 | Apr 1990 | 4 | Jun 1990 | 2 | 6 |
-7.41% | Apr 2012 | May 2012 | 2 | Sep 2012 | 4 | 6 |
-7.08% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 |
-6.20% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 |
-5.82% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 |
-5.32% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-4.77% | Feb 2018 | Apr 2018 | 3 | Aug 2018 | 4 | 7 |
-4.62% | Jun 1991 | Jun 1991 | 1 | Aug 1991 | 2 | 3 |
-4.53% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
-4.35% | Sep 1994 | Nov 1994 | 3 | Mar 1995 | 4 | 7 |
Rolling Returns ( more details)
Merrill Lynch Edge Select Aggressive Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
11.07 |
52.39 Mar 2009 - Feb 2010 |
-38.83 Mar 2008 - Feb 2009 |
21.03% |
2 Years |
10.47 |
36.24 Oct 1985 - Sep 1987 |
-20.62 Mar 2007 - Feb 2009 |
12.87% |
3 Years |
10.01 |
23.55 Mar 2009 - Feb 2012 |
-12.16 Apr 2000 - Mar 2003 |
10.87% |
5 Years |
9.72 |
22.32 Jan 1985 - Dec 1989 |
-2.31 Mar 2004 - Feb 2009 |
1.75% |
7 Years |
9.51 |
19.45 Jan 1985 - Dec 1991 |
0.72 Mar 2002 - Feb 2009 |
0.00% |
10 Years |
9.28 |
16.18 Oct 1985 - Sep 1995 |
0.66 Mar 1999 - Feb 2009 |
0.00% |
15 Years |
8.65 |
17.07 Jan 1985 - Dec 1999 |
4.93 Mar 1994 - Feb 2009 |
0.00% |
20 Years |
8.62 |
12.87 Jan 1985 - Dec 2004 |
5.06 Apr 2000 - Mar 2020 |
0.00% |
30 Years |
9.35 |
11.05 Jan 1985 - Dec 2014 |
8.15 Oct 1992 - Sep 2022 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Merrill Lynch Edge Select Aggressive Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Merrill Lynch Edge Select Aggressive Portfolio?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.96
60% |
-1.50
40% |
-1.67
60% |
1.70
60% |
0.36
80% |
0.66
60% |
2.90
100% |
0.72
60% |
-2.68
40% |
0.62
60% |
3.89
80% |
0.03
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.96
|
100.44
|
98.76
|
100.44
|
100.80
|
101.47
|
104.41
|
105.16
|
102.35
|
102.99
|
106.99
|
107.02
|
Best |
7.4 2019 |
2.1 2019 |
2.2 2021 |
9.3 2020 |
4.3 2020 |
5.8 2019 |
6.1 2022 |
5.3 2020 |
1.6 2019 |
4.8 2022 |
10.0 2020 |
4.2 2020 |
Worst |
-4.2 2022 |
-5.8 2020 |
-11.8 2020 |
-7.5 2022 |
-5.3 2019 |
-6.8 2022 |
0.3 2021 |
-3.7 2022 |
-8.6 2022 |
-6.9 2018 |
-1.7 2021 |
-6.2 2018 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.79
50% |
-0.03
50% |
0.07
70% |
1.55
80% |
0.62
80% |
0.23
60% |
2.43
90% |
-0.05
60% |
-1.20
50% |
1.53
70% |
2.50
80% |
0.15
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.79
|
100.77
|
100.84
|
102.41
|
103.04
|
103.28
|
105.79
|
105.73
|
104.47
|
106.07
|
108.72
|
108.89
|
Best |
7.4 2019 |
4.7 2015 |
6.9 2016 |
9.3 2020 |
4.3 2020 |
5.8 2019 |
6.1 2022 |
5.3 2020 |
4.5 2013 |
6.4 2015 |
10.0 2020 |
4.2 2020 |
Worst |
-4.5 2016 |
-5.8 2020 |
-11.8 2020 |
-7.5 2022 |
-5.3 2019 |
-6.8 2022 |
-1.3 2014 |
-5.7 2015 |
-8.6 2022 |
-6.9 2018 |
-1.7 2021 |
-6.2 2018 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.14
62% |
0.64
56% |
0.86
68% |
1.76
79% |
1.01
66% |
0.27
61% |
1.32
66% |
-0.15
61% |
-0.58
53% |
0.93
66% |
1.51
71% |
1.95
76% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.14
|
101.79
|
102.67
|
104.47
|
105.53
|
105.82
|
107.22
|
107.06
|
106.43
|
107.42
|
109.04
|
111.17
|
Best |
11.1 1987 |
7.9 1991 |
7.9 2009 |
10.3 2009 |
8.8 1990 |
5.8 2019 |
7.9 2009 |
6.1 1986 |
8.4 2010 |
9.9 2011 |
10.0 2020 |
11.7 1991 |
Worst |
-8.0 2009 |
-8.2 2009 |
-11.8 2020 |
-7.5 2022 |
-7.4 2010 |
-6.8 2008 |
-6.9 2002 |
-12.8 1998 |
-9.1 2008 |
-17.7 1987 |
-6.1 2000 |
-6.2 2018 |
Monthly/Yearly Returns
Merrill Lynch Edge Select Aggressive Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2023 |
+3.90 | +2.50 | 7.2 | -3.1 | ||||||||||
2022 |
-17.87 | -22.85 | -4.2 | -2.6 | 0.9 | -7.5 | 0.5 | -6.8 | 6.1 | -3.7 | -8.6 | 4.8 | 7.3 | -4.1 |
2021 |
+15.74 | +8.13 | 0.2 | 2.0 | 2.2 | 3.5 | 1.1 | 1.5 | 0.3 | 2.1 | -3.7 | 4.5 | -1.7 | 3.0 |
2020 |
+17.62 | +16.04 | -0.8 | -5.8 | -11.8 | 9.3 | 4.3 | 3.1 | 5.0 | 5.3 | -2.7 | -1.5 | 10.0 | 4.2 |
2019 |
+24.61 | +21.83 | 7.4 | 2.1 | 1.4 | 3.1 | -5.3 | 5.8 | 0.4 | -1.5 | 1.6 | 2.4 | 2.3 | 3.1 |
2018 |
-6.88 | -8.63 | 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 | +19.18 | 2.6 | 2.6 | 1.2 | 1.4 | 1.8 | 0.5 | 2.5 | 0.6 | 1.6 | 2.0 | 1.6 | 1.4 |
2016 |
+9.21 | +6.99 | -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 | -2.52 | -1.2 | 4.7 | -1.7 | 2.5 | 0.1 | -1.9 | 0.6 | -5.7 | -2.5 | 6.4 | -0.2 | -2.1 |
2014 |
+6.27 | +5.47 | -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 | +18.83 | 3.2 | 0.2 | 2.2 | 1.9 | 0.0 | -2.3 | 4.4 | -2.2 | 4.5 | 3.6 | 1.7 | 1.8 |
2012 |
+15.28 | +13.30 | 5.5 | 3.9 | 1.1 | -0.8 | -6.7 | 3.9 | 0.8 | 2.1 | 2.6 | -1.0 | 1.1 | 2.3 |
2011 |
-2.72 | -5.52 | 1.0 | 2.5 | 0.7 | 3.2 | -1.3 | -1.3 | -1.4 | -5.7 | -8.2 | 9.9 | -0.9 | -0.1 |
2010 |
+14.37 | +12.68 | -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 | +27.26 | -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 | -32.51 | -5.6 | -1.1 | -0.6 | 4.7 | 1.5 | -6.8 | -1.6 | -0.6 | -9.1 | -16.0 | -5.7 | 4.3 |
2007 |
+10.67 | +6.33 | 1.2 | -0.9 | 1.6 | 3.5 | 3.0 | -0.4 | -1.9 | 1.1 | 4.7 | 3.6 | -3.9 | -1.0 |
2006 |
+16.89 | +14.00 | 4.4 | -0.4 | 1.8 | 2.2 | -3.8 | 0.0 | 0.3 | 2.2 | 1.4 | 3.5 | 2.8 | 1.6 |
2005 |
+9.86 | +6.23 | -1.7 | 3.0 | -2.5 | -1.7 | 2.8 | 1.1 | 3.5 | 0.3 | 2.2 | -2.5 | 3.4 | 1.8 |
2004 |
+13.59 | +10.01 | 1.8 | 1.8 | -0.4 | -3.0 | 1.0 | 1.8 | -3.1 | 0.8 | 2.2 | 1.9 | 4.9 | 3.4 |
2003 |
+30.43 | +28.02 | -2.3 | -1.4 | 0.0 | 7.2 | 5.1 | 1.8 | 2.1 | 2.6 | 0.3 | 5.5 | 1.4 | 5.0 |
2002 |
-14.01 | -16.00 | -1.1 | -0.6 | 3.5 | -2.4 | -0.4 | -5.3 | -6.9 | 0.8 | -8.1 | 5.7 | 4.5 | -3.5 |
2001 |
-9.00 | -10.39 | 3.4 | -7.3 | -5.9 | 6.6 | -0.1 | -1.8 | -1.2 | -3.4 | -7.9 | 2.8 | 5.3 | 1.5 |
2000 |
-8.67 | -11.66 | -4.5 | 1.2 | 5.1 | -3.5 | -2.3 | 3.7 | -2.3 | 4.1 | -4.4 | -1.4 | -6.1 | 2.2 |
1999 |
+23.19 | +19.97 | 1.8 | -2.6 | 4.3 | 4.5 | -2.7 | 4.8 | -1.5 | -0.4 | -1.0 | 4.3 | 3.1 | 7.0 |
1998 |
+18.05 | +16.18 | 0.8 | 6.4 | 3.8 | 0.6 | -2.5 | 1.7 | -0.4 | -12.8 | 4.2 | 7.5 | 5.1 | 4.1 |
1997 |
+17.27 | +15.31 | 3.3 | 0.9 | -2.9 | 3.2 | 5.5 | 4.2 | 5.1 | -5.9 | 4.9 | -5.0 | 2.2 | 1.3 |
1996 |
+15.00 | +11.30 | 2.7 | 0.3 | 0.9 | 2.1 | 1.4 | 0.3 | -4.0 | 1.6 | 4.0 | 1.1 | 5.2 | -1.4 |
1995 |
+23.68 | +20.62 | -0.3 | 1.5 | 2.9 | 2.9 | 2.9 | 1.3 | 3.4 | -0.4 | 2.8 | -0.9 | 3.2 | 2.3 |
1994 |
+0.50 | -2.11 | 4.5 | -2.6 | -4.6 | 1.7 | 0.9 | -1.0 | 2.4 | 3.6 | -2.3 | 1.9 | -4.0 | 0.5 |
1993 |
+21.88 | +18.62 | 1.9 | 1.4 | 4.4 | 1.2 | 1.8 | 0.7 | 1.5 | 4.0 | -1.1 | 3.0 | -3.1 | 4.6 |
1992 |
+3.09 | +0.19 | -0.7 | -0.2 | -2.6 | 1.4 | 3.4 | -3.2 | 2.6 | -0.4 | -0.1 | -0.4 | 2.5 | 0.8 |
1991 |
+34.86 | +30.85 | 3.9 | 7.9 | 0.9 | 1.0 | 3.7 | -4.6 | 4.0 | 2.9 | 1.0 | 2.6 | -3.6 | 11.7 |
1990 |
-6.03 | -11.44 | -5.4 | -0.8 | -0.7 | -2.0 | 8.8 | 0.7 | 1.5 | -9.6 | -7.1 | 4.4 | 2.8 | 2.6 |
1989 |
+30.19 | +24.41 | 5.3 | -0.1 | 0.2 | 4.2 | 2.9 | -1.0 | 7.4 | 1.8 | 2.5 | -2.4 | 2.6 | 3.4 |
1988 |
+18.97 | +13.93 | 5.2 | 4.8 | -0.8 | 0.8 | -0.7 | 4.1 | -0.5 | -3.0 | 3.5 | 2.7 | 0.4 | 1.5 |
1987 |
+4.52 | +0.08 | 11.1 | 3.9 | 1.4 | 1.1 | -0.4 | 2.0 | 3.5 | 4.3 | -2.2 | -17.7 | -4.2 | 4.5 |
1986 |
+25.81 | +24.44 | 1.0 | 7.8 | 6.8 | 1.2 | 2.2 | 3.2 | -2.2 | 6.1 | -5.8 | 1.4 | 2.7 | -0.3 |
1985 |
+34.45 | +29.53 | 7.8 | 1.4 | 0.3 | 0.2 | 6.0 | 1.8 | 0.1 | 0.0 | -2.6 | 4.3 | 6.6 | 4.6 |
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:
- VUG - Vanguard Growth: simulated historical serie, up to December 2004
- VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
- VTV - Vanguard Value: simulated historical serie, up to December 2004
- EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
- IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
- IJT - iShares S&P Small-Cap 600 Growth: simulated historical serie, up to December 2000
- IEI - iShares 3-7 Year Treasury Bond: simulated historical serie, up to December 2007
- LQD - iShares Investment Grade Corporate Bond: simulated historical serie, up to December 2002
- MBB - iShares MBS: simulated historical serie, up to December 2007
- BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007
- BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
- HYG - iShares iBoxx $ High Yield Corporate Bond: simulated historical serie, up to December 2007
Portfolio efficiency
Compared to the Merrill Lynch Edge Select Aggressive Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Stocks/Bonds 80/20 Momentum |
+10.78 | 12.19 | -43.61 | 80 | 20 | 0 | ||
US Stocks Minimum Volatility |
+9.51 | 13.66 | -43.27 | 100 | 0 | 0 | ||
Stocks/Bonds 60/40 Momentum |
+9.38 | 9.41 | -32.52 | 60 | 40 | 0 | ||
Warren Buffett Portfolio Warren Buffett |
+9.21 | 13.51 | -45.52 | 90 | 10 | 0 | ||
Stocks/Bonds 80/20 |
+8.84 | 12.34 | -41.09 | 80 | 20 | 0 | ||
Robust Alpha Architect |
+8.81 | 10.97 | -44.20 | 70 | 20 | 10 | ||
Simple Path to Wealth JL Collins |
+8.61 | 11.61 | -38.53 | 75 | 25 | 0 | ||
Sheltered Sam 80/20 Bill Bernstein |
+8.41 | 12.09 | -45.06 | 77.6 | 20 | 2.4 | ||
Edge Select Aggressive Merrill Lynch |
+8.34 | 13.17 | -45.65 | 84 | 16 | 0 |
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Technology |
+13.03 | 23.91 | -81.08 | 100 | 0 | 0 | ||
US Stocks Momentum |
+11.99 | 15.12 | -53.85 | 100 | 0 | 0 | ||
Stocks/Bonds 80/20 Momentum |
+10.78 | 12.19 | -43.61 | 80 | 20 | 0 | ||
US Stocks |
+9.64 | 15.38 | -50.84 | 100 | 0 | 0 | ||
US Stocks Value |
+9.57 | 15.20 | -55.41 | 100 | 0 | 0 |