The Merrill Lynch Edge Select Aggressive Portfolio is exposed for 84% on the Stock Market.
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:
Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).
Last Update: April 2019.
Capital Growth and Historical Returns
An investment of 1000$, since January 2011, now would be worth 2007.57$, with a total return of 100.76% (8.72% annualized).
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
| Range | Returns Apr 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+3.11%
|
0.00%
|
1 - 0 | |
|
YTD
|
+14.82%
|
0.00%
|
4 - 0 | |
|
1Y
|
+7.17%
|
12.84%
|
-11.18%
Sep 2018 - Dec 2018
|
8 - 4 |
|
3Y
|
+11.47%
annualized
|
8.82%
|
-11.18%
Sep 2018 - Dec 2018
|
28 - 8 |
|
5Y
|
+7.90%
annualized
|
9.62%
|
-11.18%
Sep 2018 - Dec 2018
|
40 - 20 |
|
MAX
Dec 2010
|
+8.72%
annualized
|
10.40%
|
-16.78%
May 2011 - Sep 2011
|
66 - 34 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns
Merrill Lynch Edge Select Aggressive Portfolio: annualized rolling and average returns
| Return (*) | |||
|---|---|---|---|
| Rolling Period | Average | Best | Worst |
| 1 Year |
+9.24% |
+23.96% Feb 2017 - Jan 2018 |
-9.82% Mar 2015 - Feb 2016 |
| 2 Years |
+9.75% |
+20.64% Feb 2016 - Jan 2018 |
-0.47% Mar 2014 - Feb 2016 |
| 3 Years |
+9.21% |
+16.44% Oct 2011 - Sep 2014 |
+4.63% Jan 2014 - Dec 2016 |
| 5 Years |
+8.82% |
+11.41% Oct 2011 - Sep 2016 |
+5.28% Jan 2014 - Dec 2018 |
| 7 Years |
+9.32% |
+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 |
+14.82% | 7.3 | 2.2 | 1.5 | 3.1 | ||||||||
| 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 |