The Merrill Lynch Edge Select Conservative Portfolio is exposed for 21% on the Stock Market.

The Merrill Lynch Edge Select Conservative Portfolio has the following asset allocation:

21% Stocks
79% Fixed Income
0% Commodities

The Merrill Lynch Edge Select Conservative Portfolio can be replicated with the following ETFs:

Weight ETF: Ticker - Name Investment Themes
8.00 % VTV -
Vanguard Value
Equity, U.S., Large Cap
5.00 % VUG -
Vanguard Growth
Equity, U.S., Large Cap, Growth
5.00 % VEU -
Vanguard FTSE All-World ex-US
Equity, Global ex-US, Large Cap
1.00 % IJT -
iShares S&P Small-Cap 600 Growth
Equity, U.S., Small Cap, Growth
1.00 % VWO -
Vanguard FTSE Emerging Markets
Equity, Emerging Markets, Large Cap
1.00 % VIOV -
Vanguard S&P Small-Cap 600 Value
Equity, U.S., Small Cap
24.00 % BIL -
SPDR Blmbg Barclays 1-3 Mth T-Bill
Bond, U.S., Ultra Short-Term
17.00 % VGIT -
Vanguard Intermediate-Term Treasury
Bond, U.S., Intermediate-Term
12.00 % MBB -
iShares MBS
Bond, U.S., Long-Term
12.00 % BNDX -
Vanguard Total International Bond
Bond, Developed Markets, All-Term
10.00 % LQD -
iShares Investment Grade Corporate Bond
Bond, U.S., All-Term
4.00 % HYG -
iShares iBoxx $ High Yield Corporate Bond
Bond, U.S., Intermediate-Term

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: June 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 2011, now would be worth 1449.03$, with a total return of 44.90% (4.46% annualized).

Capital Growth:

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

Swipe left to see all data
Range Returns
Jun 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+2.41%
0.00%
1 - 0
YTD
+7.31%
-0.71%
May 2019 - May 2019
5 - 1
1Y
+6.56%
4.33%
-2.22%
Sep 2018 - Dec 2018
8 - 4
3Y
+4.51%
annualized
3.00%
-2.22%
Sep 2018 - Dec 2018
28 - 8
5Y
+3.73%
annualized
3.05%
-2.47%
May 2015 - Sep 2015
41 - 19
MAX
Dec 2010
+4.46%
annualized
3.14%
-2.66%
Jun 2011 - Sep 2011
73 - 29

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

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

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Return (*)
Rolling Period Average Best Worst
1 Year
+4.18% +9.48%
Oct 2011 - Sep 2012
-1.72%
Mar 2015 - Feb 2016
2 Years
+4.18% +6.47%
Jun 2012 - May 2014
+1.71%
Mar 2014 - Feb 2016
3 Years
+4.09% +6.21%
Oct 2011 - Sep 2014
+2.81%
May 2015 - Apr 2018
5 Years
+3.97% +5.09%
Oct 2011 - Sep 2016
+3.00%
Jan 2014 - Dec 2018
7 Years
+4.17% +4.61%
Oct 2011 - Sep 2018
+3.81%
Jan 2012 - Dec 2018

* 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
+7.31% 2.6 0.7 1.3 0.9 -0.7 2.4
2018
-1.01% 0.6 -1.3 0.1 -0.3 0.6 0.0 0.9 0.6 -0.2 -1.9 0.8 -0.9
2017
+6.69% 0.5 1.1 0.2 0.7 0.7 0.1 0.8 0.5 0.4 0.6 0.5 0.6
2016
+4.60% -0.5 0.4 2.1 0.5 0.2 1.2 1.2 0.1 0.2 -0.9 -0.5 0.6
2015
-0.15% 0.7 0.8 -0.2 0.3 -0.1 -1.1 0.6 -1.6 -0.3 1.6 -0.2 -0.7
2014
+5.09% -0.0 1.3 0.1 0.5 1.1 0.6 -0.6 1.5 -1.0 1.0 0.7 -0.1
2013
+4.97% 0.7 0.5 0.8 1.1 -1.0 -1.4 1.5 -1.1 1.6 1.5 0.5 0.2
2012
+6.79% 1.7 1.1 0.1 0.4 -1.5 1.3 1.0 0.7 1.0 -0.1 0.3 0.6
2011
+3.91% 0.5 0.8 0.1 1.6 0.3 -0.6 0.5 -0.8 -1.8 2.7 -0.6 1.2