Data Source: from January 1985 to November 2022 (~38 years)
Consolidated Returns as of 30 November 2022
Live Update: Dec 07 2022, 12:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.20%
1 Day
Dec 07 2022, 12:00PM Eastern Time
0.08%
Current Month
December 2022

The Merrill Lynch Edge Select Conservative Portfolio is a Low Risk portfolio and can be implemented with 12 ETFs.

It's exposed for 21% on the Stock Market.

In the last 30 Years, the Merrill Lynch Edge Select Conservative Portfolio obtained a 5.37% compound annual return, with a 4.11% standard deviation.

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 implemented 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 %
IJT iShares S&P Small-Cap 600 Growth Equity, U.S., Small Cap, Growth
1.00 %
IJS iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
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 as of Nov 30, 2022

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

Portfolio returns are calculated in USD, assuming: December 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
MERRILL LYNCH EDGE SELECT CONSERVATIVE PORTFOLIO RETURNS
Consolidated returns as of 30 November 2022
Live Update: Dec 07 2022, 12:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Nov 30, 2022
  1 Day Time ET(*) Dec 2022 1M 6M 1Y 5Y 10Y 30Y MAX
(~38Y)
Merrill Lynch Edge Select Conservative Portfolio 0.20 -0.08 3.44 -1.63 -7.31 2.31 3.25 5.37 6.65
US Inflation Adjusted return 3.44 -3.52 -13.55 -1.49 0.62 2.80 3.76
Components
VTV
Vanguard Value
0.16 11:59AM
Dec 07 2022
-2.54 5.99 2.84 8.31 9.61 12.52 9.73 10.01
VUG
Vanguard Growth
-0.42 11:59AM
Dec 07 2022
-4.43 4.62 -4.10 -25.91 11.73 13.80 9.97 9.71
VEU
Vanguard FTSE All-World ex-US
-0.16 11:59AM
Dec 07 2022
-1.39 13.15 -3.57 -10.52 2.07 4.69 5.58 8.04
EEM
iShares MSCI Emerging Markets
-0.50 12:00PM
Dec 07 2022
-1.71 15.59 -6.51 -17.15 -0.89 1.51 6.20 7.49
IJT
iShares S&P Small-Cap 600 Growth
0.13 11:57AM
Dec 07 2022
-3.52 4.41 2.01 -11.23 7.24 12.07 9.66 9.99
IJS
iShares S&P Small-Cap 600 Value
0.02 11:55AM
Dec 07 2022
-3.27 3.81 0.74 -1.27 6.49 11.24 10.99 12.91
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
0.02 11:59AM
Dec 07 2022
0.09 0.32 0.99 1.04 1.03 0.56 2.18 3.99
IEI
iShares 3-7 Year Treasury Bond
0.33 11:58AM
Dec 07 2022
0.62 2.24 -2.97 -9.36 0.32 0.65 4.47 4.49
MBB
iShares MBS
0.54 11:59AM
Dec 07 2022
0.86 4.27 -4.14 -11.12 -0.40 0.68 4.09 5.35
BNDX
Vanguard Total International Bond
0.21 11:59AM
Dec 07 2022
0.87 2.43 -2.21 -10.96 0.40 1.78 5.23 6.68
LQD
iShares Investment Grade Corporate Bond
0.57 11:59AM
Dec 07 2022
1.88 6.65 -4.27 -16.66 0.75 1.98 5.40 4.63
HYG
iShares iBoxx $ High Yield Corporate Bond
0.36 11:59AM
Dec 07 2022
-0.67 3.43 -2.34 -7.33 1.93 3.20 5.74 7.44
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Waiting for updates, inflation of Nov 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.22% , 5Y: 3.85% , 10Y: 2.61% , 30Y: 2.50%

Portfolio Metrics as of Nov 30, 2022

Metrics of Merrill Lynch Edge Select Conservative Portfolio, updated as of 30 November 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
MERRILL LYNCH EDGE SELECT CONSERVATIVE PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 30 November 2022 (~38 years)
Swipe left to see all data
Metrics as of Nov 30, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~38Y)
Portfolio
Return (%)
3.44 0.78 -1.63 -7.31 0.75 2.31 3.25 4.43 5.37 6.65
US Inflation (%) 0.00 0.62 1.96 7.22 5.03 3.85 2.61 2.52 2.50 2.78
Infl. Adjusted
Return (%)
3.44 0.15 -3.52 -13.55 -4.07 -1.49 0.62 1.87 2.80 3.76
Waiting for updates, inflation of Nov 2022 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 8.14 6.24 5.31 4.23 4.25 4.11 4.45
Sharpe Ratio -1.03 0.04 0.24 0.64 0.78 0.78 0.60
Sortino Ratio -1.55 0.06 0.31 0.82 1.02 1.02 0.81
MAXIMUM DRAWDOWN
Drawdown Depth (%) -12.44 -12.44 -12.44 -12.44 -12.44 -12.44 -12.44
Start (yyyy mm) 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Start to Bottom (# months) 9 9 9 9 9 9 9
Start to Recovery (# months) in progress
> 11
> 11
> 11
> 11
> 11
> 11
> 11
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 26.91 14.54 13.19 10.52 9.08 7.69
Worst Return (%) -11.14 -0.39 1.56 2.79 4.29 5.20
% Positive Periods 94% 100% 100% 100% 100% 100%
MONTHS
Positive 1 2 3 5 21 39 82 169 254 323
Negative 0 1 3 7 15 21 38 71 106 132
% Positive 100% 67% 50% 42% 58% 65% 68% 70% 71% 71%
WITHDRAWAL RATES (WR)
Safe WR (%) 34.41 20.91 11.24 6.61 5.78 7.07
Perpetual WR (%) 0.00 0.00 0.62 1.84 2.72 3.63
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2022
Swipe left to see all data
 
 
 
 
 
 
 
 
 
 
 
 
Asset VTV VUG VEU EEM IJT IJS BIL IEI MBB BNDX LQD HYG
VTV
1.00
0.81
0.84
0.58
0.88
0.95
0.09
0.51
0.61
0.68
0.69
0.86
VUG
0.81
1.00
0.76
0.51
0.93
0.82
0.15
0.58
0.72
0.80
0.80
0.87
VEU
0.84
0.76
1.00
0.90
0.76
0.75
0.31
0.75
0.86
0.81
0.91
0.82
EEM
0.58
0.51
0.90
1.00
0.46
0.46
0.39
0.71
0.82
0.65
0.81
0.55
IJT
0.88
0.93
0.76
0.46
1.00
0.94
0.09
0.65
0.70
0.79
0.78
0.92
IJS
0.95
0.82
0.75
0.46
0.94
1.00
0.01
0.58
0.62
0.73
0.68
0.88
BIL
0.09
0.15
0.31
0.39
0.09
0.01
1.00
0.12
0.12
0.18
0.27
0.07
IEI
0.51
0.58
0.75
0.71
0.65
0.58
0.12
1.00
0.95
0.90
0.90
0.72
MBB
0.61
0.72
0.86
0.82
0.70
0.62
0.12
0.95
1.00
0.91
0.97
0.78
BNDX
0.68
0.80
0.81
0.65
0.79
0.73
0.18
0.90
0.91
1.00
0.92
0.87
LQD
0.69
0.80
0.91
0.81
0.78
0.68
0.27
0.90
0.97
0.92
1.00
0.84
HYG
0.86
0.87
0.82
0.55
0.92
0.88
0.07
0.72
0.78
0.87
0.84
1.00
 
 
 
 
 
 
 
 
 
 
 
 
Asset VTV VUG VEU EEM IJT IJS BIL IEI MBB BNDX LQD HYG
VTV
1.00
0.80
0.89
0.71
0.88
0.91
-0.19
-0.13
0.18
0.29
0.47
0.79
VUG
0.80
1.00
0.79
0.65
0.86
0.74
-0.17
0.15
0.41
0.50
0.66
0.79
VEU
0.89
0.79
1.00
0.91
0.84
0.84
-0.14
0.06
0.37
0.41
0.65
0.81
EEM
0.71
0.65
0.91
1.00
0.70
0.70
-0.09
0.06
0.35
0.34
0.60
0.68
IJT
0.88
0.86
0.84
0.70
1.00
0.94
-0.22
0.00
0.28
0.39
0.56
0.83
IJS
0.91
0.74
0.84
0.70
0.94
1.00
-0.27
-0.16
0.14
0.27
0.44
0.78
BIL
-0.19
-0.17
-0.14
-0.09
-0.22
-0.27
1.00
0.27
0.19
0.12
0.06
-0.13
IEI
-0.13
0.15
0.06
0.06
0.00
-0.16
0.27
1.00
0.87
0.70
0.63
0.20
MBB
0.18
0.41
0.37
0.35
0.28
0.14
0.19
0.87
1.00
0.77
0.77
0.46
BNDX
0.29
0.50
0.41
0.34
0.39
0.27
0.12
0.70
0.77
1.00
0.86
0.65
LQD
0.47
0.66
0.65
0.60
0.56
0.44
0.06
0.63
0.77
0.86
1.00
0.77
HYG
0.79
0.79
0.81
0.68
0.83
0.78
-0.13
0.20
0.46
0.65
0.77
1.00
 
 
 
 
 
 
 
 
 
 
 
 
Asset VTV VUG VEU EEM IJT IJS BIL IEI MBB BNDX LQD HYG
VTV
1.00
0.81
0.83
0.65
0.86
0.89
-0.16
-0.18
0.10
0.22
0.38
0.75
VUG
0.81
1.00
0.79
0.63
0.81
0.72
-0.12
0.08
0.33
0.41
0.57
0.75
VEU
0.83
0.79
1.00
0.90
0.74
0.75
-0.09
0.04
0.31
0.32
0.57
0.78
EEM
0.65
0.63
0.90
1.00
0.58
0.60
-0.05
0.08
0.30
0.29
0.54
0.66
IJT
0.86
0.81
0.74
0.58
1.00
0.95
-0.19
-0.09
0.16
0.27
0.42
0.74
IJS
0.89
0.72
0.75
0.60
0.95
1.00
-0.22
-0.21
0.06
0.18
0.33
0.72
BIL
-0.16
-0.12
-0.09
-0.05
-0.19
-0.22
1.00
0.17
0.10
0.02
0.04
-0.10
IEI
-0.18
0.08
0.04
0.08
-0.09
-0.21
0.17
1.00
0.86
0.71
0.66
0.19
MBB
0.10
0.33
0.31
0.30
0.16
0.06
0.10
0.86
1.00
0.76
0.76
0.43
BNDX
0.22
0.41
0.32
0.29
0.27
0.18
0.02
0.71
0.76
1.00
0.85
0.57
LQD
0.38
0.57
0.57
0.54
0.42
0.33
0.04
0.66
0.76
0.85
1.00
0.72
HYG
0.75
0.75
0.78
0.66
0.74
0.72
-0.10
0.19
0.43
0.57
0.72
1.00
 
 
 
 
 
 
 
 
 
 
 
 
Asset VTV VUG VEU EEM IJT IJS BIL IEI MBB BNDX LQD HYG
VTV
1.00
0.83
0.80
0.70
0.76
0.85
-0.01
-0.15
0.05
0.11
0.27
0.65
VUG
0.83
1.00
0.76
0.66
0.78
0.73
-0.03
-0.11
0.11
0.12
0.30
0.63
VEU
0.80
0.76
1.00
0.84
0.72
0.73
-0.04
-0.15
0.08
0.15
0.32
0.67
EEM
0.70
0.66
0.84
1.00
0.66
0.66
-0.03
-0.10
0.08
0.14
0.28
0.60
IJT
0.76
0.78
0.72
0.66
1.00
0.90
-0.05
-0.21
0.00
0.10
0.20
0.62
IJS
0.85
0.73
0.73
0.66
0.90
1.00
-0.03
-0.20
0.00
0.09
0.22
0.67
BIL
-0.01
-0.03
-0.04
-0.03
-0.05
-0.03
1.00
0.19
0.21
0.07
0.01
-0.03
IEI
-0.15
-0.11
-0.15
-0.10
-0.21
-0.20
0.19
1.00
0.79
0.55
0.63
0.04
MBB
0.05
0.11
0.08
0.08
0.00
0.00
0.21
0.79
1.00
0.52
0.67
0.25
BNDX
0.11
0.12
0.15
0.14
0.10
0.09
0.07
0.55
0.52
1.00
0.67
0.37
LQD
0.27
0.30
0.32
0.28
0.20
0.22
0.01
0.63
0.67
0.67
1.00
0.63
HYG
0.65
0.63
0.67
0.60
0.62
0.67
-0.03
0.04
0.25
0.37
0.63
1.00
 
 
 
 
 
 
 
 
 
 
 
 
Asset VTV VUG VEU EEM IJT IJS BIL IEI MBB BNDX LQD HYG
VTV
1.00
0.85
0.71
0.68
0.78
0.86
0.02
-0.04
0.12
0.17
0.29
0.63
VUG
0.85
1.00
0.67
0.66
0.81
0.76
0.02
0.01
0.17
0.19
0.31
0.61
VEU
0.71
0.67
1.00
0.70
0.63
0.65
0.03
-0.03
0.11
0.19
0.30
0.60
EEM
0.68
0.66
0.70
1.00
0.64
0.64
0.03
0.01
0.13
0.18
0.27
0.54
IJT
0.78
0.81
0.63
0.64
1.00
0.91
-0.03
-0.12
0.04
0.13
0.19
0.61
IJS
0.86
0.76
0.65
0.64
0.91
1.00
-0.02
-0.12
0.04
0.13
0.21
0.66
BIL
0.02
0.02
0.03
0.03
-0.03
-0.02
1.00
0.24
0.28
0.16
0.09
0.01
IEI
-0.04
0.01
-0.03
0.01
-0.12
-0.12
0.24
1.00
0.82
0.66
0.72
0.12
MBB
0.12
0.17
0.11
0.13
0.04
0.04
0.28
0.82
1.00
0.62
0.73
0.29
BNDX
0.17
0.19
0.19
0.18
0.13
0.13
0.16
0.66
0.62
1.00
0.74
0.39
LQD
0.29
0.31
0.30
0.27
0.19
0.21
0.09
0.72
0.73
0.74
1.00
0.58
HYG
0.63
0.61
0.60
0.54
0.61
0.66
0.01
0.12
0.29
0.39
0.58
1.00

Portfolio Dividends

In 2021, the Merrill Lynch Edge Select Conservative Portfolio granted a 1.51% dividend yield. If you are interested in getting periodic income, please refer to the Merrill Lynch Edge Select Conservative Portfolio: Dividend Yield page.

Capital Growth as of Nov 30, 2022

An investment of 1000$, since December 1992, now would be worth 4803.69$, with a total return of 380.37% (5.37% annualized).

The Inflation Adjusted Capital now would be 2288.91$, with a net total return of 128.89% (2.80% annualized).
An investment of 1000$, since January 1985, now would be worth 11480.12$, with a total return of 1048.01% (6.65% annualized).

The Inflation Adjusted Capital now would be 4056.40$, with a net total return of 305.64% (3.76% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-12.44% Jan 2022 Sep 2022 9 in progress 2 11
-10.97% May 2008 Feb 2009 10 Aug 2009 6 16
-4.57% Feb 2020 Mar 2020 2 Jun 2020 3 5
-3.75% Feb 1994 Jun 1994 5 Feb 1995 8 13
-2.88% Jun 2011 Sep 2011 4 Dec 2011 3 7
-2.46% May 2015 Sep 2015 5 Mar 2016 6 11
-2.43% Jul 1998 Aug 1998 2 Sep 1998 1 3
-2.30% May 2013 Jun 2013 2 Oct 2013 4 6
-2.26% Sep 2018 Dec 2018 4 Jan 2019 1 5
-1.95% Jun 2002 Jul 2002 2 Nov 2002 4 6
-1.89% Feb 2001 Mar 2001 2 Jul 2001 4 6
-1.82% Apr 2004 Apr 2004 1 Aug 2004 4 5
-1.66% May 2010 May 2010 1 Jul 2010 2 3
-1.58% Aug 1997 Aug 1997 1 Sep 1997 1 2
-1.57% Feb 1999 Feb 1999 1 Apr 1999 2 3
-1.52% May 2012 May 2012 1 Jul 2012 2 3
-1.47% Feb 2018 Apr 2018 3 Jul 2018 3 6
-1.41% Sep 2021 Sep 2021 1 Dec 2021 3 4
-1.36% Aug 2001 Sep 2001 2 Oct 2001 1 3
-1.32% Oct 2016 Nov 2016 2 Feb 2017 3 5
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-12.44% Jan 2022 Sep 2022 9 in progress 2 11
-10.97% May 2008 Feb 2009 10 Aug 2009 6 16
-5.44% Sep 1987 Nov 1987 3 Feb 1988 3 6
-4.57% Feb 2020 Mar 2020 2 Jun 2020 3 5
-4.06% Aug 1990 Sep 1990 2 Dec 1990 3 5
-3.75% Feb 1994 Jun 1994 5 Feb 1995 8 13
-2.89% Jan 1990 Apr 1990 4 May 1990 1 5
-2.88% Jun 2011 Sep 2011 4 Dec 2011 3 7
-2.46% May 2015 Sep 2015 5 Mar 2016 6 11
-2.43% Jul 1998 Aug 1998 2 Sep 1998 1 3
-2.30% May 2013 Jun 2013 2 Oct 2013 4 6
-2.26% Sep 2018 Dec 2018 4 Jan 2019 1 5
-2.24% Sep 1986 Sep 1986 1 Nov 1986 2 3
-1.95% Jun 2002 Jul 2002 2 Nov 2002 4 6
-1.89% Feb 2001 Mar 2001 2 Jul 2001 4 6
-1.82% Apr 2004 Apr 2004 1 Aug 2004 4 5
-1.66% May 2010 May 2010 1 Jul 2010 2 3
-1.58% Aug 1997 Aug 1997 1 Sep 1997 1 2
-1.57% Feb 1999 Feb 1999 1 Apr 1999 2 3
-1.52% May 2012 May 2012 1 Jul 2012 2 3

Rolling Returns ( more details)

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

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
6.76 26.91
Apr 1985 - Mar 1986
-11.14
Oct 2021 - Sep 2022
5.86%
2 Years
6.65 20.06
Mar 1985 - Feb 1987
-3.26
Mar 2007 - Feb 2009
3.24%
3 Years
6.57 14.54
Mar 1985 - Feb 1988
-0.39
Oct 2019 - Sep 2022
0.48%
5 Years
6.51 13.19
Jan 1985 - Dec 1989
1.56
Oct 2017 - Sep 2022
0.00%
7 Years
6.47 12.50
Jan 1985 - Dec 1991
2.54
Nov 2015 - Oct 2022
0.00%
10 Years
6.41 10.52
Oct 1985 - Sep 1995
2.79
Oct 2012 - Sep 2022
0.00%
15 Years
6.27 10.30
Jan 1985 - Dec 1999
3.34
Oct 2007 - Sep 2022
0.00%
20 Years
6.25 9.08
Jan 1985 - Dec 2004
4.29
Oct 2002 - Sep 2022
0.00%
30 Years
6.43 7.69
Jan 1985 - Dec 2014
5.20
Oct 1992 - Sep 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Merrill Lynch Edge Select Conservative Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Merrill Lynch Edge Select Conservative Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.33
60%
-0.55
20%
-0.57
60%
0.24
60%
0.45
80%
0.19
80%
1.31
100%
-0.01
80%
-1.14
20%
0.14
60%
1.48
80%
0.55
80%
 Capital Growth on monthly avg returns
100
100.33
99.77
99.21
99.45
99.90
100.09
101.40
101.39
100.24
100.38
101.87
102.42
Best 2.6
2019
0.7
2019
1.2
2019
2.9
2020
1.3
2020
2.4
2019
3.0
2022
0.8
2020
0.4
2019
1.4
2022
3.4
2022
1.2
2020
Worst -1.9
2022
-1.3
2018
-3.6
2020
-3.5
2022
-0.8
2019
-2.7
2022
0.3
2019
-2.6
2022
-3.9
2022
-1.9
2018
-0.5
2021
-0.9
2018
Monthly Seasonality over the period Dec 2017 - Nov 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.29
60%
0.12
60%
0.02
70%
0.42
80%
0.31
70%
0.03
70%
1.01
90%
-0.07
70%
-0.48
40%
0.45
70%
0.85
70%
0.33
70%
 Capital Growth on monthly avg returns
100
100.29
100.41
100.43
100.85
101.17
101.20
102.22
102.15
101.66
102.12
102.99
103.33
Best 2.6
2019
1.3
2014
2.1
2016
2.9
2020
1.3
2020
2.4
2019
3.0
2022
1.4
2014
1.6
2013
1.7
2015
3.4
2022
1.2
2020
Worst -1.9
2022
-1.3
2018
-3.6
2020
-3.5
2022
-0.9
2013
-2.7
2022
-0.6
2014
-2.6
2022
-3.9
2022
-1.9
2018
-0.5
2021
-0.9
2018
Monthly Seasonality over the period Dec 2012 - Nov 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.62
66%
0.40
68%
0.34
74%
0.65
84%
0.61
66%
0.43
74%
0.79
74%
0.34
68%
0.13
55%
0.54
74%
0.71
68%
1.01
81%
 Capital Growth on monthly avg returns
100
100.62
101.03
101.37
102.03
102.65
103.09
103.91
104.26
104.39
104.95
105.69
106.76
Best 3.6
1987
4.0
1986
3.5
1986
3.1
2009
4.3
1985
2.4
2019
3.3
2009
3.3
1986
2.9
1998
2.7
2011
3.4
2022
4.6
1991
Worst -2.4
2009
-3.1
2009
-3.6
2020
-3.5
2022
-1.7
2010
-2.7
2022
-1.2
2003
-2.9
1990
-3.9
2022
-4.3
2008
-1.1
1993
-0.9
2018
Monthly Seasonality over the period Jan 1985 - Nov 2022

Monthly/Yearly Returns

Merrill Lynch Edge Select Conservative Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1985 - Nov 2022
323 Positive Months (71%) - 132 Negative Months (29%)
MONTHLY RETURNS TABLE
Jan 1985 - Nov 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-8.20 -14.12 -1.9 -1.1 -1.0 -3.5 0.6 -2.7 3.0 -2.6 -3.9 1.4 3.4
2021
+3.46 -3.34 -0.2 0.0 0.5 1.1 0.5 0.5 0.6 0.4 -1.4 1.0 -0.5 1.0
2020
+6.74 +5.30 0.5 -1.0 -3.6 2.9 1.3 0.8 1.7 0.8 -0.6 -0.4 3.1 1.2
2019
+11.07 +8.59 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 -2.87 0.6 -1.3 0.1 -0.3 0.5 0.0 0.9 0.6 -0.2 -1.9 0.7 -0.9
2017
+6.67 +4.46 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 +2.54 -0.5 0.3 2.1 0.5 0.2 1.1 1.2 0.1 0.2 -0.9 -0.4 0.7
2015
-0.16 -0.88 0.6 0.8 -0.1 0.3 -0.1 -1.0 0.6 -1.6 -0.3 1.7 -0.2 -0.7
2014
+4.82 +4.03 -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 +3.57 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 +4.91 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 +0.70 0.5 0.9 0.1 1.6 0.3 -0.5 0.4 -0.9 -1.9 2.7 -0.6 1.1
2010
+7.47 +5.89 -0.1 0.8 1.4 0.9 -1.7 0.1 2.3 0.0 2.1 1.0 -0.7 1.1
2009
+10.64 +7.71 -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 -5.41 -0.1 -0.1 0.0 0.7 -0.3 -1.9 0.1 0.3 -3.4 -4.3 0.2 3.5
2007
+5.55 +1.41 0.4 0.6 0.5 1.2 0.4 -0.5 -0.3 1.0 1.6 1.0 -0.2 -0.1
2006
+7.57 +4.90 1.0 0.3 0.1 0.5 -0.8 0.1 0.9 1.4 0.9 1.3 1.4 0.2
2005
+4.31 +0.87 -0.1 0.5 -0.8 0.3 1.2 0.7 0.5 0.7 0.1 -1.0 1.1 1.0
2004
+6.35 +3.00 0.8 1.0 0.3 -1.8 0.0 0.8 -0.2 1.3 0.7 1.0 1.0 1.4
2003
+10.38 +8.35 -0.5 0.4 0.0 2.3 2.5 0.4 -1.2 0.9 1.4 1.0 0.5 2.1
2002
+2.13 -0.24 0.0 0.3 0.3 0.4 0.4 -0.8 -1.1 1.1 -0.8 1.0 1.0 0.4
2001
+2.93 +1.36 1.9 -1.1 -0.8 1.2 0.3 -0.4 1.1 -0.2 -1.2 1.7 0.5 -0.1
2000
+5.85 +2.38 -1.2 0.7 2.2 -0.7 -0.3 1.7 0.2 1.8 -0.2 0.2 -0.5 1.9
1999
+5.52 +2.76 1.1 -1.6 1.4 1.6 -1.1 0.9 -0.5 -0.3 0.2 1.3 0.7 1.6
1998
+10.67 +8.91 0.9 1.8 1.0 0.8 -0.1 0.7 0.0 -2.4 2.9 1.9 1.2 1.6
1997
+9.16 +7.33 0.5 0.3 -1.2 1.2 2.4 1.8 2.3 -1.6 2.3 -0.4 0.5 0.8
1996
+7.09 +3.64 0.8 -0.4 0.1 0.4 0.3 0.6 -0.5 0.6 1.8 1.5 2.4 -0.7
1995
+17.99 +15.07 1.0 1.6 1.1 1.8 2.9 0.6 1.2 0.8 1.4 0.6 2.1 1.5
1994
-0.59 -3.18 1.8 -1.5 -2.1 0.0 0.2 -0.4 1.3 0.9 -1.0 0.6 -0.9 0.6
1993
+11.76 +8.77 1.4 1.5 1.3 0.7 0.8 1.2 0.8 2.0 0.0 1.0 -1.1 1.6
1992
+6.62 +3.62 -0.9 0.6 -0.9 0.8 1.8 0.4 1.8 0.4 0.7 -0.9 0.9 1.7
1991
+18.00 +14.49 1.6 2.6 0.8 1.1 1.2 -1.1 1.9 1.9 1.5 1.3 -0.5 4.6
1990
+3.99 -2.00 -2.1 0.1 0.1 -1.0 3.7 1.0 1.1 -2.9 -1.2 1.5 2.2 1.6
1989
+14.88 +9.78 2.1 -0.3 0.5 2.1 2.1 1.5 3.1 -0.4 0.6 0.6 1.3 0.9
1988
+10.13 +5.47 3.1 2.0 -0.5 0.1 -0.3 2.2 -0.1 -0.6 2.1 1.7 -0.4 0.5
1987
+4.09 -0.33 3.6 1.4 0.7 -1.1 -0.2 1.5 0.9 1.1 -1.6 -3.3 -0.6 2.0
1986
+15.59 +14.33 0.6 4.0 3.5 0.7 -0.5 2.4 0.2 3.3 -2.2 1.3 1.1 0.5
1985
+22.07 +17.61 3.4 -0.6 1.4 1.1 4.3 1.2 -0.2 1.3 -0.1 2.3 3.1 3.0

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:

  • VTV - Vanguard Value: simulated historical serie, up to December 2004
  • VUG - Vanguard Growth: simulated historical serie, up to December 2004
  • VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
  • EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
  • IJT - iShares S&P Small-Cap 600 Growth: simulated historical serie, up to December 2000
  • IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
  • BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007
  • IEI - iShares 3-7 Year Treasury Bond: simulated historical serie, up to December 2007
  • MBB - iShares MBS: simulated historical serie, up to December 2007
  • BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
  • LQD - iShares Investment Grade Corporate Bond: simulated historical serie, up to December 2002
  • HYG - iShares iBoxx $ High Yield Corporate Bond: simulated historical serie, up to December 2007

Portfolio efficiency

Compared to the Merrill Lynch Edge Select Conservative Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Sheltered Sam 20/80
Bill Bernstein
+5.42 4.09 -11.24 19.4 80 0.6
Edge Select Conservative
Merrill Lynch
+5.37 4.11 -12.44 21 79 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Low Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
High Yield Bonds Income
+6.89 8.64 -23.97 0 100 0
Stocks/Bonds 20/80 Momentum
+6.36 4.73 -17.91 20 80 0
All Country World 20/80
+6.04 5.47 -17.97 20 80 0
Stocks/Bonds 20/80
+5.78 4.65 -16.57 20 80 0
Dimensional Retirement Income Fund
DFA
+5.69 4.74 -12.91 20.4 79.6 0
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