Last Update: 31 January 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 4.92% compound annual return, with a 3.15% standard deviation.
Asset Allocation and ETFs
The Merrill Lynch Edge Select Conservative Portfolio has the following asset allocation:
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 % | 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 | |
| 1.00 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap | |
| 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 |
Historical Returns
Merrill Lynch Edge Select Conservative Portfolio - Historical returns and stats.
Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).
| Period | Returns Jan 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+0.53%
|
0.00%
|
1 - 0 | |
|
3M
|
+2.07%
|
0.00%
|
3 - 0 | |
|
6M
|
+3.79%
|
0.00%
|
6 - 0 | |
|
YTD
|
+0.53%
|
0.00%
|
1 - 0 | |
|
1Y
|
+8.84%
|
2.38%
|
-0.76%
May 2019 - May 2019
|
11 - 1 |
|
3Y
|
+5.47%
annualized
|
2.83%
|
-2.26%
Sep 2018 - Dec 2018
|
30 - 6 |
|
5Y
|
+4.13%
annualized
|
2.90%
|
-2.46%
May 2015 - Sep 2015
|
44 - 16 |
|
10Y
|
+4.92%
annualized
|
3.15%
|
-2.87%
Jun 2011 - Sep 2011
|
88 - 32 |
|
MAX
01 Jan 2008
|
+4.45%
annualized
|
4.08%
|
-10.97%
May 2008 - Feb 2009
|
101 - 44 |
* Annualized St.Dev. of monthly returns
Best Low Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | #ETF | Stocks | Bonds | Comm. | |
|---|---|---|---|---|---|---|
| Edge Select Conservative Merrill Lynch |
+4.92% | 12 | 21 | 79 | 0 | |
| 10-year Treasury |
+4.53% | 1 | 0 | 100 | 0 | |
| Dimensional Retirement Income Fund DFA |
+4.36% | 7 | 20.4 | 79.6 | 0 | |
| Robo Advisor 20 Betterment |
+3.95% | 12 | 19.9 | 80.1 | 0 | |
| Conservative Income Charles Schwab |
+3.55% | 6 | 5 | 95 | 0 |
Capital Growth
Drawdowns
Rolling Returns
Merrill Lynch Edge Select Conservative Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+4.77% |
+17.80% Mar 2009 - Feb 2010 |
-10.34% Mar 2008 - Feb 2009 |
8.96% |
| 2 Years |
+4.88% |
+12.91% Mar 2009 - Feb 2011 |
+1.61% Mar 2014 - Feb 2016 |
0.00% |
| 3 Years |
+4.82% |
+10.28% Mar 2009 - Feb 2012 |
+2.78% Mar 2013 - Feb 2016 |
0.00% |
| 5 Years |
+4.68% |
+8.17% Mar 2009 - Feb 2014 |
+2.95% Jan 2014 - Dec 2018 |
0.00% |
| 7 Years |
+4.68% |
+6.25% Mar 2009 - Feb 2016 |
+3.79% Jan 2012 - Dec 2018 |
0.00% |
| 10 Years |
+4.87% |
+5.74% Mar 2009 - Feb 2019 |
+4.20% May 2008 - Apr 2018 |
0.00% |
* 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 |
| 2020 |
+0.53% | 0.5 | |||||||||||
| 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