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:

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$, since January 2011, now would be worth 1425.07$, with a total return of 42.51% (4.34% 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

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Range Returns
Apr 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+0.92%
0.00%
1 - 0
YTD
+5.53%
0.00%
4 - 0
1Y
+5.43%
3.72%
-2.22%
Sep 2018 - Dec 2018
9 - 3
3Y
+4.39%
annualized
2.72%
-2.22%
Sep 2018 - Dec 2018
29 - 7
5Y
+3.72%
annualized
2.89%
-2.47%
May 2015 - Sep 2015
42 - 18
MAX
Dec 2010
+4.34%
annualized
3.07%
-2.66%
Jun 2011 - Sep 2011
72 - 28

* 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
+4.16% +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
+4.08% +6.21%
Oct 2011 - Sep 2014
+2.81%
May 2015 - Apr 2018
5 Years
+4.00% +5.09%
Oct 2011 - Sep 2016
+3.00%
Jan 2014 - Dec 2018
7 Years
+4.15% +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
+5.53% 2.6 0.7 1.3 0.9
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