Merrill Lynch Edge Select Conservative Portfolio: ETF allocation and returns

Last Update: 30 September 2020

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

It's a Low Risk portfolio and it can be replicated with 12 ETFs.

In the last 10 years, the portfolio obtained a 4.53% compound annual return, with a 3.39% standard deviation.

In 2019, the portfolio granted a 2.79% dividend yield. If you are interested in getting periodic income, please refer to the Merrill Lynch Edge Select Conservative Portfolio: Dividend Yield page.

Asset Allocation and ETFs

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	Ticker	ETF Name	Investment Themes
8.00 %	VTV	Vanguard Value	Equity, U.S., Large Cap, Value
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 %	EEM	iShares MSCI Emerging Markets	Equity, Emerging Markets, Large Cap
1.00 %	IJS	iShares S&P Small-Cap 600 Value	Equity, U.S., Small Cap, Value
1.00 %	IJT	iShares S&P Small-Cap 600 Growth	Equity, U.S., Small Cap, Growth
24.00 %	BIL	SPDR Blmbg Barclays 1-3 Mth T-Bill	Bond, U.S., Ultra Short-Term
17.00 %	IEI	iShares 3-7 Year Treasury Bond	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

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The Merrill Lynch Edge Select Conservative Portfolio guaranteed the following returns.

MERRILL LYNCH EDGE SELECT CONSERVATIVE PORTFOLIO RETURNS (%)

Last Update: 30 September 2020

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**
Merrill Lynch Edge Select Conservative Portfolio	-0.61	+1.96	+7.10	+5.03	+4.71	+4.90	+4.53
*Components*
VTV - Vanguard Value	-2.22	+5.67	+19.09	-3.46	+4.35	+9.25	+10.79
VUG - Vanguard Growth	-4.72	+12.83	+45.83	+38.15	+20.99	+19.22	+16.72
VEU - Vanguard FTSE All-World ex-US	-1.68	+6.69	+24.48	+3.78	+1.42	+6.45	+4.26
EEM - iShares MSCI Emerging Markets	-1.01	+10.25	+29.94	+10.81	+1.84	+8.47	+1.94
IJS - iShares S&P Small-Cap 600 Value	-5.18	+2.19	+23.62	-16.76	-4.57	+4.83	+8.70
IJT - iShares S&P Small-Cap 600 Growth	-4.14	+4.15	+28.51	-0.12	+3.32	+9.06	+12.03
BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill	-0.02	-0.01	-0.05	+0.78	+1.45	+0.98	+0.46
IEI - iShares 3-7 Year Treasury Bond	+0.08	+0.19	+0.75	+6.89	+4.51	+3.06	+2.68
MBB - iShares MBS	-0.08	+0.26	+1.09	+4.35	+3.62	+2.83	+2.78
BNDX - Vanguard Total International Bond	+0.86	+1.04	+3.95	+2.21	+5.10	+4.36	+4.58
LQD - iShares Investment Grade Corporate Bond	-0.44	+0.82	+10.61	+8.89	+7.07	+6.48	+5.48
HYG - iShares iBoxx $ High Yield Corporate Bond	-0.93	+4.05	+11.72	+1.20	+3.33	+5.55	+5.29

(*) annualized

Portfolio returns are calculated assuming:

a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
the reinvestment of dividends

If you are interested in getting periodic income, please refer to the Merrill Lynch Edge Select Conservative Portfolio: Dividend Yield page.

Historical Returns

Merrill Lynch Edge Select Conservative Portfolio - Historical returns and stats.

MERRILL LYNCH EDGE SELECT CONSERVATIVE PORTFOLIO

Last Update: 30 September 2020

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Period	Returns Sep 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	-0.61%		-0.61% Sep 2020 - Sep 2020	0 - 1
3M	+1.96%		-0.61% Sep 2020 - Sep 2020	2 - 1
6M	+7.10%		-0.61% Sep 2020 - Sep 2020	5 - 1
YTD	+2.74%		-4.57% Feb 2020 - Mar 2020	6 - 3
1Y	+5.03%	5.34%	-4.57% Feb 2020 - Mar 2020	9 - 3
3Y	+4.71% annualized	4.14%	-4.57% Feb 2020 - Mar 2020	27 - 9
5Y	+4.90% annualized	3.55%	-4.57% Feb 2020 - Mar 2020	46 - 14
10Y	+4.53% annualized	3.39%	-4.57% Feb 2020 - Mar 2020	87 - 33
MAX 01 Jan 2008	+4.39% annualized	4.24%	-10.97% May 2008 - Feb 2009	106 - 47

* Annualized St.Dev. of monthly returns

Best Low Risk Porftolios, ordered by 10Y annualized return.

Portfolio	10Y Return ▾	Stocks	Bonds
High Yield Bonds Income	+5.60%	0	100	Compare
Edge Select Conservative Merrill Lynch	+4.53%	21	79
Dimensional Retirement Income Fund DFA	+4.23%	20.4	79.6	Compare
10-year Treasury	+4.15%	0	100	Compare
Robo Advisor 20 Betterment	+3.60%	19.9	80.1	Compare

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Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since September 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-4.57%	Feb 2020	Mar 2020	2	Jun 2020	3	5
-2.87%	Jun 2011	Sep 2011	4	Dec 2011	3	7
-2.46%	May 2015	Sep 2015	5	Mar 2016	6	11
-2.30%	May 2013	Jun 2013	2	Oct 2013	4	6
-2.26%	Sep 2018	Dec 2018	4	Jan 2019	1	5
-1.52%	May 2012	May 2012	1	Jul 2012	2	3
-1.47%	Feb 2018	Apr 2018	3	Jul 2018	3	6
-1.32%	Oct 2016	Nov 2016	2	Feb 2017	3	5
-1.01%	Sep 2014	Sep 2014	1	Nov 2014	2	3
-0.76%	May 2019	May 2019	1	Jun 2019	1	2
-0.70%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-0.61%	Sep 2020	Sep 2020	1	in progress	0	1
-0.56%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-0.15%	Mar 2015	Mar 2015	1	Apr 2015	1	2
-0.15%	Dec 2014	Dec 2014	1	Jan 2015	1	2
-0.10%	Oct 2012	Oct 2012	1	Nov 2012	1	2
-0.08%	Jan 2014	Jan 2014	1	Feb 2014	1	2

Worst drawdowns since December 2007.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-10.97%	May 2008	Feb 2009	10	Aug 2009	6	16
-4.57%	Feb 2020	Mar 2020	2	Jun 2020	3	5
-2.87%	Jun 2011	Sep 2011	4	Dec 2011	3	7
-2.46%	May 2015	Sep 2015	5	Mar 2016	6	11
-2.30%	May 2013	Jun 2013	2	Oct 2013	4	6
-2.26%	Sep 2018	Dec 2018	4	Jan 2019	1	5
-1.66%	May 2010	May 2010	1	Jul 2010	2	3
-1.52%	May 2012	May 2012	1	Jul 2012	2	3
-1.47%	Feb 2018	Apr 2018	3	Jul 2018	3	6
-1.32%	Oct 2016	Nov 2016	2	Feb 2017	3	5
-1.01%	Sep 2014	Sep 2014	1	Nov 2014	2	3
-0.76%	May 2019	May 2019	1	Jun 2019	1	2
-0.70%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-0.61%	Sep 2020	Sep 2020	1	in progress	0	1
-0.56%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-0.52%	Oct 2009	Oct 2009	1	Nov 2009	1	2
-0.15%	Dec 2014	Dec 2014	1	Jan 2015	1	2
-0.15%	Mar 2015	Mar 2015	1	Apr 2015	1	2
-0.14%	Dec 2009	Jan 2010	2	Feb 2010	1	3
-0.13%	Jan 2008	Mar 2008	3	Apr 2008	1	4

Rolling Returns

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

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+4.78%	+17.80% Mar 2009 - Feb 2010	-10.34% Mar 2008 - Feb 2009	8.45%
2 Years	+4.89%	+12.91% Mar 2009 - Feb 2011	+1.61% Mar 2014 - Feb 2016	0.00%
3 Years	+4.80%	+10.28% Mar 2009 - Feb 2012	+2.78% Mar 2013 - Feb 2016	0.00%
5 Years	+4.63%	+8.17% Mar 2009 - Feb 2014	+2.95% Jan 2014 - Dec 2018	0.00%
7 Years	+4.62%	+6.25% Mar 2009 - Feb 2016	+3.48% Apr 2013 - Mar 2020	0.00%
10 Years	+4.81%	+5.74% Mar 2009 - Feb 2019	+4.20% May 2008 - Apr 2018	0.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

Merrill Lynch Edge Select Conservative Portfolio Seasonality

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	Months
Return (%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Average	0.4	0.1	0.4	1.0	0.1	0.2	1.0	0.2	0.0	0.1	0.3	0.6
Best	2.6 2019	1.3 2014	2.3 2009	3.1 2009	2.1 2009	2.4 2019	3.3 2009	1.4 2014	2.1 2010	2.8 2011	2.1 2009	3.5 2008
Worst	-2.4 2009	-3.1 2009	-3.6 2020	-0.3 2018	-1.7 2010	-1.9 2008	-0.6 2014	-1.6 2015	-3.4 2008	-4.3 2008	-0.7 2010	-0.9 2018
Gain Frequency	62	69	77	92	54	69	92	69	54	58	67	67

Detail of Monthly Returns

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2020	+2.74%	0.5	-1.0	-3.6	2.9	1.3	0.8	1.7	0.8	-0.6
2019	+11.07%	2.6	0.7	1.2	0.9	-0.8	2.4	0.3	0.6	0.4	0.7	0.6	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	+6.67%	0.5	1.0	0.2	0.7	0.7	0.1	0.8	0.5	0.4	0.6	0.5	0.6
2016	+4.67%	-0.5	0.4	2.1	0.5	0.2	1.1	1.2	0.1	0.2	-0.9	-0.4	0.7
2015	-0.16%	0.6	0.8	-0.2	0.3	-0.1	-1.0	0.6	-1.6	-0.3	1.7	-0.2	-0.7
2014	+4.82%	-0.1	1.3	0.1	0.5	1.0	0.6	-0.6	1.4	-1.0	1.0	0.7	-0.2
2013	+5.12%	0.7	0.5	0.8	1.1	-0.9	-1.4	1.5	-1.1	1.6	1.5	0.6	0.2
2012	+6.74%	1.7	1.1	0.2	0.3	-1.5	1.3	1.0	0.7	1.0	-0.1	0.3	0.6
2011	+3.69%	0.6	0.9	0.1	1.6	0.3	-0.5	0.4	-0.9	-1.9	2.8	-0.6	1.1
2010	+7.47%	-0.1	0.8	1.4	0.9	-1.7	0.2	2.3	0.0	2.1	1.0	-0.7	1.1
2009	+10.64%	-2.4	-3.1	2.3	3.1	2.1	0.4	3.3	1.3	2.0	-0.5	2.1	0.0
2008	-5.32%	-0.1	-0.1	0.0	0.7	-0.3	-1.9	0.1	0.3	-3.4	-4.3	0.2	3.5

* 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