Last Update: 31 January 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 9.87% compound annual return, with a 11.16% 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 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 |
Historical Returns
Merrill Lynch Edge Select Aggressive Portfolio - Historical returns and stats.
Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).
| Period | Returns Jan 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-0.85%
|
-0.85%
Jan 2020 - Jan 2020
|
0 - 1 | |
|
3M
|
+4.62%
|
-0.85%
Jan 2020 - Jan 2020
|
2 - 1 | |
|
6M
|
+7.14%
|
-1.53%
Aug 2019 - Aug 2019
|
4 - 2 | |
|
YTD
|
-0.85%
|
-0.85%
Jan 2020 - Jan 2020
|
0 - 1 | |
|
1Y
|
+15.05%
|
9.36%
|
-5.32%
May 2019 - May 2019
|
9 - 3 |
|
3Y
|
+10.93%
annualized
|
10.00%
|
-11.27%
Oct 2018 - Dec 2018
|
27 - 9 |
|
5Y
|
+8.73%
annualized
|
10.13%
|
-11.27%
Oct 2018 - Dec 2018
|
42 - 18 |
|
10Y
|
+9.87%
annualized
|
11.16%
|
-16.85%
May 2011 - Sep 2011
|
80 - 40 |
|
MAX
01 Jan 2008
|
+6.66%
annualized
|
13.69%
|
-42.89%
Jan 2008 - Feb 2009
|
91 - 54 |
* Annualized St.Dev. of monthly returns
Best Very High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | #ETF | Stocks | Bonds | Comm. | |
|---|---|---|---|---|---|---|
| Technology |
+18.98% | 1 | 100 | 0 | 0 | |
| US Stocks |
+13.83% | 1 | 100 | 0 | 0 | |
| Warren Buffett |
+12.70% | 2 | 90 | 10 | 0 | |
| Second Grader's Starter Paul Farrell |
+10.41% | 3 | 90 | 10 | 0 | |
| Ultimate Buy and Hold Strategy Paul Merriman |
+9.99% | 10 | 100 | 0 | 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 |
+8.85% |
+52.39% Mar 2009 - Feb 2010 |
-38.83% Mar 2008 - Feb 2009 |
19.40% |
| 2 Years |
+9.55% |
+35.26% Mar 2009 - Feb 2011 |
-6.71% Jun 2008 - May 2010 |
8.20% |
| 3 Years |
+9.57% |
+23.55% Mar 2009 - Feb 2012 |
+0.33% Jan 2008 - Dec 2010 |
0.00% |
| 5 Years |
+9.37% |
+19.17% Mar 2009 - Feb 2014 |
+2.52% Jan 2008 - Dec 2012 |
0.00% |
| 7 Years |
+9.37% |
+13.13% Mar 2009 - Feb 2016 |
+5.47% Jan 2008 - Dec 2014 |
0.00% |
| 10 Years |
+9.41% |
+12.98% Mar 2009 - Feb 2019 |
+6.60% Jan 2008 - Dec 2017 |
0.00% |
* 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 |
| 2020 |
-0.85% | -0.9 | |||||||||||
| 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