Data Source: from January 1985 to March 2023 (~38 years)
Consolidated Returns as of 31 March 2023
Consolidated Returns as of 31 March 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
2.05%
March 2023
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 5.22% compound annual return, with a 4.18% 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 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 % | IJS | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value | |
| 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 | |
| 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 Mar 31, 2023
The Merrill Lynch Edge Select Conservative Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
MERRILL LYNCH EDGE SELECT CONSERVATIVE PORTFOLIO RETURNS
Consolidated returns as of 31 March 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Mar 31, 2023 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Apr 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~38Y) |
|
| Merrill Lynch Edge Select Conservative Portfolio | n.a. | n.a. | 2.05 | 6.56 | -2.86 | 2.65 | 3.16 | 5.22 | 6.63 | |
| US Inflation Adjusted return | 2.05 | 5.13 | -7.16 | -1.12 | 0.54 | 2.66 | 3.75 | |||
| Components | ||||||||||
|
VTV Vanguard Value |
n.a. | - | n.a. | -0.46 | 13.39 | -4.00 | 8.83 | 10.52 | 9.17 | 9.92 |
|
VUG Vanguard Growth |
n.a. | - | n.a. | 7.76 | 17.04 | -12.64 | 12.89 | 13.61 | 10.23 | 9.75 |
|
VEU Vanguard FTSE All-World ex-US |
n.a. | - | n.a. | 2.84 | 22.31 | -4.18 | 2.63 | 4.47 | 5.26 | 8.07 |
|
IJS iShares S&P Small-Cap 600 Value |
n.a. | - | n.a. | -6.48 | 14.24 | -7.17 | 6.05 | 9.23 | 10.37 | 12.82 |
|
EEM iShares MSCI Emerging Markets |
n.a. | - | n.a. | 3.22 | 14.84 | -10.51 | -1.84 | 1.35 | 5.59 | 7.46 |
|
IJT iShares S&P Small-Cap 600 Growth |
n.a. | - | n.a. | -4.03 | 8.79 | -11.10 | 5.76 | 9.90 | 9.43 | 9.89 |
|
BIL SPDR Blmbg Barclays 1-3 Mth T-Bill |
n.a. | - | n.a. | 0.40 | 1.88 | 2.43 | 1.23 | 0.70 | 2.19 | 3.99 |
|
IEI iShares 3-7 Year Treasury Bond |
n.a. | - | n.a. | 2.92 | 3.76 | -2.27 | 0.92 | 0.86 | 4.28 | 4.50 |
|
MBB iShares MBS |
n.a. | - | n.a. | 2.13 | 4.68 | -4.95 | 0.13 | 0.82 | 4.02 | 5.34 |
|
BNDX Vanguard Total International Bond |
n.a. | - | n.a. | 2.56 | 3.57 | -5.25 | 0.29 | 1.69 | 4.95 | 6.63 |
|
LQD iShares Investment Grade Corporate Bond |
n.a. | - | n.a. | 3.85 | 9.05 | -6.26 | 1.70 | 2.35 | 5.28 | 4.64 |
|
HYG iShares iBoxx $ High Yield Corporate Bond |
n.a. | - | n.a. | 1.99 | 8.42 | -3.55 | 2.38 | 2.98 | 5.51 | 7.41 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2023. Waiting for updates, inflation of Mar 2023 is set to 0%. Current inflation (annualized) is 1Y: 4.64% , 5Y: 3.81% , 10Y: 2.60% , 30Y: 2.50%
Live update: World Markets and Indexes
Portfolio Metrics as of Mar 31, 2023
Metrics of Merrill Lynch Edge Select Conservative Portfolio, updated as of 31 March 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
MERRILL LYNCH EDGE SELECT CONSERVATIVE PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 March 2023 (~38 years)
Swipe left to see all data
| Metrics as of Mar 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~38Y) |
|
| Portfolio Return (%) |
2.05 | 3.20 | 6.56 | -2.86 | 2.41 | 2.65 | 3.16 | 4.50 | 5.22 | 6.63 |
| US Inflation (%) | 0.00 | 1.36 | 1.36 | 4.64 | 5.24 | 3.81 | 2.60 | 2.48 | 2.50 | 2.78 |
| Infl. Adjusted Return (%) |
2.05 | 1.81 | 5.13 | -7.16 | -2.69 | -1.12 | 0.54 | 1.97 | 2.66 | 3.75 |
| Waiting for updates, inflation of Mar 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 9.19 | 6.37 | 5.64 | 4.46 | 4.37 | 4.18 | 4.49 | |||
| Sharpe Ratio | -0.57 | 0.26 | 0.25 | 0.55 | 0.77 | 0.72 | 0.59 | |||
| Sortino Ratio | -0.83 | 0.35 | 0.33 | 0.73 | 1.00 | 0.96 | 0.80 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -8.84 | -12.44 | -12.44 | -12.44 | -12.44 | -12.44 | -12.44 | |||
| Start (yyyy mm) | 2022 04 | 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) | 6 | 9 | 9 | 9 | 9 | 9 | 9 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 15
|
> 15
|
> 15
|
> 15
|
> 15
|
> 15
|
|||
| 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 | 5.19 | ||||
| % Positive Periods | 93% | 99% | 100% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 2 | 4 | 6 | 21 | 38 | 80 | 168 | 252 | 325 |
| Negative | 0 | 1 | 2 | 6 | 15 | 22 | 40 | 72 | 108 | 134 |
| % Positive | 100% | 67% | 67% | 50% | 58% | 63% | 67% | 70% | 70% | 71% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 34.21 | 20.90 | 11.18 | 6.85 | 5.78 | 6.96 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.54 | 1.93 | 2.59 | 3.61 | ||||
- 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.
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 31 March 2023
Swipe left to see all data
|
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|
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTV | VUG | VEU | IJS | EEM | IJT | BIL | IEI | MBB | BNDX | LQD | HYG | |
| VTV |
1.00
|
0.74
|
0.81
|
0.91
|
0.60
|
0.90
|
0.01
|
0.57
|
0.63
|
0.69
|
0.68
|
0.86
|
|
| VUG |
0.74
|
1.00
|
0.80
|
0.75
|
0.65
|
0.86
|
0.24
|
0.79
|
0.81
|
0.94
|
0.86
|
0.89
|
|
| VEU |
0.81
|
0.80
|
1.00
|
0.74
|
0.93
|
0.76
|
0.29
|
0.83
|
0.90
|
0.84
|
0.93
|
0.84
|
|
| IJS |
0.91
|
0.75
|
0.74
|
1.00
|
0.52
|
0.95
|
-0.09
|
0.48
|
0.59
|
0.66
|
0.61
|
0.81
|
|
| EEM |
0.60
|
0.65
|
0.93
|
0.52
|
1.00
|
0.54
|
0.31
|
0.81
|
0.87
|
0.71
|
0.87
|
0.63
|
|
| IJT |
0.90
|
0.86
|
0.76
|
0.95
|
0.54
|
1.00
|
-0.05
|
0.57
|
0.68
|
0.77
|
0.71
|
0.89
|
|
| BIL |
0.01
|
0.24
|
0.29
|
-0.09
|
0.31
|
-0.05
|
1.00
|
0.21
|
0.18
|
0.18
|
0.26
|
0.11
|
|
| IEI |
0.57
|
0.79
|
0.83
|
0.48
|
0.81
|
0.57
|
0.21
|
1.00
|
0.96
|
0.90
|
0.95
|
0.77
|
|
| MBB |
0.63
|
0.81
|
0.90
|
0.59
|
0.87
|
0.68
|
0.18
|
0.96
|
1.00
|
0.90
|
0.98
|
0.81
|
|
| BNDX |
0.69
|
0.94
|
0.84
|
0.66
|
0.71
|
0.77
|
0.18
|
0.90
|
0.90
|
1.00
|
0.91
|
0.88
|
|
| LQD |
0.68
|
0.86
|
0.93
|
0.61
|
0.87
|
0.71
|
0.26
|
0.95
|
0.98
|
0.91
|
1.00
|
0.86
|
|
| HYG |
0.86
|
0.89
|
0.84
|
0.81
|
0.63
|
0.89
|
0.11
|
0.77
|
0.81
|
0.88
|
0.86
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTV | VUG | VEU | IJS | EEM | IJT | BIL | IEI | MBB | BNDX | LQD | HYG | |
| VTV |
1.00
|
0.78
|
0.87
|
0.90
|
0.70
|
0.88
|
-0.22
|
-0.07
|
0.21
|
0.33
|
0.48
|
0.80
|
|
| VUG |
0.78
|
1.00
|
0.79
|
0.73
|
0.65
|
0.84
|
-0.12
|
0.25
|
0.47
|
0.58
|
0.70
|
0.80
|
|
| VEU |
0.87
|
0.79
|
1.00
|
0.83
|
0.92
|
0.83
|
-0.10
|
0.16
|
0.45
|
0.47
|
0.69
|
0.83
|
|
| IJS |
0.90
|
0.73
|
0.83
|
1.00
|
0.71
|
0.94
|
-0.27
|
-0.12
|
0.18
|
0.29
|
0.43
|
0.77
|
|
| EEM |
0.70
|
0.65
|
0.92
|
0.71
|
1.00
|
0.69
|
-0.08
|
0.18
|
0.45
|
0.42
|
0.65
|
0.72
|
|
| IJT |
0.88
|
0.84
|
0.83
|
0.94
|
0.69
|
1.00
|
-0.24
|
0.02
|
0.29
|
0.40
|
0.55
|
0.82
|
|
| BIL |
-0.22
|
-0.12
|
-0.10
|
-0.27
|
-0.08
|
-0.24
|
1.00
|
0.26
|
0.17
|
0.09
|
0.08
|
-0.10
|
|
| IEI |
-0.07
|
0.25
|
0.16
|
-0.12
|
0.18
|
0.02
|
0.26
|
1.00
|
0.89
|
0.73
|
0.68
|
0.27
|
|
| MBB |
0.21
|
0.47
|
0.45
|
0.18
|
0.45
|
0.29
|
0.17
|
0.89
|
1.00
|
0.78
|
0.80
|
0.50
|
|
| BNDX |
0.33
|
0.58
|
0.47
|
0.29
|
0.42
|
0.40
|
0.09
|
0.73
|
0.78
|
1.00
|
0.87
|
0.68
|
|
| LQD |
0.48
|
0.70
|
0.69
|
0.43
|
0.65
|
0.55
|
0.08
|
0.68
|
0.80
|
0.87
|
1.00
|
0.78
|
|
| HYG |
0.80
|
0.80
|
0.83
|
0.77
|
0.72
|
0.82
|
-0.10
|
0.27
|
0.50
|
0.68
|
0.78
|
1.00
|
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTV | VUG | VEU | IJS | EEM | IJT | BIL | IEI | MBB | BNDX | LQD | HYG | |
| VTV |
1.00
|
0.79
|
0.83
|
0.88
|
0.66
|
0.85
|
-0.17
|
-0.14
|
0.13
|
0.24
|
0.40
|
0.75
|
|
| VUG |
0.79
|
1.00
|
0.80
|
0.71
|
0.65
|
0.80
|
-0.08
|
0.15
|
0.39
|
0.46
|
0.60
|
0.76
|
|
| VEU |
0.83
|
0.80
|
1.00
|
0.74
|
0.91
|
0.74
|
-0.06
|
0.11
|
0.37
|
0.37
|
0.60
|
0.79
|
|
| IJS |
0.88
|
0.71
|
0.74
|
1.00
|
0.61
|
0.95
|
-0.21
|
-0.17
|
0.10
|
0.20
|
0.35
|
0.71
|
|
| EEM |
0.66
|
0.65
|
0.91
|
0.61
|
1.00
|
0.59
|
-0.04
|
0.15
|
0.36
|
0.33
|
0.58
|
0.68
|
|
| IJT |
0.85
|
0.80
|
0.74
|
0.95
|
0.59
|
1.00
|
-0.20
|
-0.07
|
0.18
|
0.29
|
0.43
|
0.74
|
|
| BIL |
-0.17
|
-0.08
|
-0.06
|
-0.21
|
-0.04
|
-0.20
|
1.00
|
0.17
|
0.10
|
0.02
|
0.05
|
-0.08
|
|
| IEI |
-0.14
|
0.15
|
0.11
|
-0.17
|
0.15
|
-0.07
|
0.17
|
1.00
|
0.87
|
0.73
|
0.69
|
0.24
|
|
| MBB |
0.13
|
0.39
|
0.37
|
0.10
|
0.36
|
0.18
|
0.10
|
0.87
|
1.00
|
0.78
|
0.79
|
0.46
|
|
| BNDX |
0.24
|
0.46
|
0.37
|
0.20
|
0.33
|
0.29
|
0.02
|
0.73
|
0.78
|
1.00
|
0.85
|
0.59
|
|
| LQD |
0.40
|
0.60
|
0.60
|
0.35
|
0.58
|
0.43
|
0.05
|
0.69
|
0.79
|
0.85
|
1.00
|
0.73
|
|
| HYG |
0.75
|
0.76
|
0.79
|
0.71
|
0.68
|
0.74
|
-0.08
|
0.24
|
0.46
|
0.59
|
0.73
|
1.00
|
|
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTV | VUG | VEU | IJS | EEM | IJT | BIL | IEI | MBB | BNDX | LQD | HYG | |
| VTV |
1.00
|
0.82
|
0.80
|
0.85
|
0.70
|
0.76
|
-0.01
|
-0.15
|
0.06
|
0.11
|
0.27
|
0.65
|
|
| VUG |
0.82
|
1.00
|
0.76
|
0.72
|
0.67
|
0.78
|
-0.03
|
-0.08
|
0.15
|
0.15
|
0.32
|
0.63
|
|
| VEU |
0.80
|
0.76
|
1.00
|
0.73
|
0.85
|
0.72
|
-0.04
|
-0.13
|
0.10
|
0.16
|
0.34
|
0.68
|
|
| IJS |
0.85
|
0.72
|
0.73
|
1.00
|
0.66
|
0.90
|
-0.04
|
-0.20
|
0.02
|
0.10
|
0.23
|
0.67
|
|
| EEM |
0.70
|
0.67
|
0.85
|
0.66
|
1.00
|
0.66
|
-0.03
|
-0.09
|
0.10
|
0.16
|
0.29
|
0.60
|
|
| IJT |
0.76
|
0.78
|
0.72
|
0.90
|
0.66
|
1.00
|
-0.06
|
-0.20
|
0.01
|
0.11
|
0.20
|
0.62
|
|
| BIL |
-0.01
|
-0.03
|
-0.04
|
-0.04
|
-0.03
|
-0.06
|
1.00
|
0.19
|
0.19
|
0.06
|
0.01
|
-0.03
|
|
| IEI |
-0.15
|
-0.08
|
-0.13
|
-0.20
|
-0.09
|
-0.20
|
0.19
|
1.00
|
0.80
|
0.56
|
0.64
|
0.05
|
|
| MBB |
0.06
|
0.15
|
0.10
|
0.02
|
0.10
|
0.01
|
0.19
|
0.80
|
1.00
|
0.53
|
0.68
|
0.26
|
|
| BNDX |
0.11
|
0.15
|
0.16
|
0.10
|
0.16
|
0.11
|
0.06
|
0.56
|
0.53
|
1.00
|
0.68
|
0.38
|
|
| LQD |
0.27
|
0.32
|
0.34
|
0.23
|
0.29
|
0.20
|
0.01
|
0.64
|
0.68
|
0.68
|
1.00
|
0.63
|
|
| HYG |
0.65
|
0.63
|
0.68
|
0.67
|
0.60
|
0.62
|
-0.03
|
0.05
|
0.26
|
0.38
|
0.63
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTV | VUG | VEU | IJS | EEM | IJT | BIL | IEI | MBB | BNDX | LQD | HYG | |
| VTV |
1.00
|
0.84
|
0.71
|
0.86
|
0.68
|
0.78
|
0.02
|
-0.03
|
0.13
|
0.17
|
0.29
|
0.64
|
|
| VUG |
0.84
|
1.00
|
0.67
|
0.75
|
0.66
|
0.81
|
0.02
|
0.02
|
0.19
|
0.21
|
0.32
|
0.61
|
|
| VEU |
0.71
|
0.67
|
1.00
|
0.65
|
0.70
|
0.63
|
0.03
|
-0.02
|
0.13
|
0.20
|
0.31
|
0.60
|
|
| IJS |
0.86
|
0.75
|
0.65
|
1.00
|
0.64
|
0.91
|
-0.02
|
-0.11
|
0.05
|
0.13
|
0.22
|
0.66
|
|
| EEM |
0.68
|
0.66
|
0.70
|
0.64
|
1.00
|
0.64
|
0.03
|
0.02
|
0.15
|
0.19
|
0.28
|
0.54
|
|
| IJT |
0.78
|
0.81
|
0.63
|
0.91
|
0.64
|
1.00
|
-0.03
|
-0.11
|
0.05
|
0.14
|
0.20
|
0.61
|
|
| BIL |
0.02
|
0.02
|
0.03
|
-0.02
|
0.03
|
-0.03
|
1.00
|
0.24
|
0.27
|
0.15
|
0.09
|
0.01
|
|
| IEI |
-0.03
|
0.02
|
-0.02
|
-0.11
|
0.02
|
-0.11
|
0.24
|
1.00
|
0.82
|
0.67
|
0.73
|
0.13
|
|
| MBB |
0.13
|
0.19
|
0.13
|
0.05
|
0.15
|
0.05
|
0.27
|
0.82
|
1.00
|
0.63
|
0.74
|
0.30
|
|
| BNDX |
0.17
|
0.21
|
0.20
|
0.13
|
0.19
|
0.14
|
0.15
|
0.67
|
0.63
|
1.00
|
0.74
|
0.39
|
|
| LQD |
0.29
|
0.32
|
0.31
|
0.22
|
0.28
|
0.20
|
0.09
|
0.73
|
0.74
|
0.74
|
1.00
|
0.58
|
|
| HYG |
0.64
|
0.61
|
0.60
|
0.66
|
0.54
|
0.61
|
0.01
|
0.13
|
0.30
|
0.39
|
0.58
|
1.00
|
Portfolio Dividends
In 2022, the Merrill Lynch Edge Select Conservative Portfolio granted a 1.77% dividend yield. If you are interested in getting periodic income, please refer to the Merrill Lynch Edge Select Conservative Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Mar 31, 2023
An investment of 1000$, since April 1993,
now would be worth 4601.46$, with a total return of 360.15% (5.22% annualized).
The Inflation Adjusted Capital now would be 2196.42$, with a net total return of 119.64% (2.66% annualized).
The Inflation Adjusted Capital now would be 2196.42$, with a net total return of 119.64% (2.66% annualized).
An investment of 1000$, since January 1985,
now would be worth 11668.02$, with a total return of 1066.80% (6.63% annualized).
The Inflation Adjusted Capital now would be 4084.04$, with a net total return of 308.40% (3.75% annualized).
The Inflation Adjusted Capital now would be 4084.04$, with a net total return of 308.40% (3.75% 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 | 6 | 15 |
| -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 | 6 | 15 |
| -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 |
6.65 |
26.91 Apr 1985 - Mar 1986 |
-11.14 Oct 2021 - Sep 2022 |
6.70% |
| 2 Years |
6.56 |
20.06 Mar 1985 - Feb 1987 |
-3.28 Jan 2021 - Dec 2022 |
4.13% |
| 3 Years |
6.51 |
14.54 Mar 1985 - Feb 1988 |
-0.39 Oct 2019 - Sep 2022 |
0.71% |
| 5 Years |
6.47 |
13.19 Jan 1985 - Dec 1989 |
1.56 Oct 2017 - Sep 2022 |
0.00% |
| 7 Years |
6.44 |
12.50 Jan 1985 - Dec 1991 |
2.54 Nov 2015 - Oct 2022 |
0.00% |
| 10 Years |
6.38 |
10.52 Oct 1985 - Sep 1995 |
2.79 Oct 2012 - Sep 2022 |
0.00% |
| 15 Years |
6.23 |
10.30 Jan 1985 - Dec 1999 |
3.34 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
6.21 |
9.08 Jan 1985 - Dec 2004 |
4.29 Oct 2002 - Sep 2022 |
0.00% |
| 30 Years |
6.38 |
7.69 Jan 1985 - Dec 2014 |
5.19 Mar 1993 - Feb 2023 |
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.
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 |
0.85
60% |
-0.71
20% |
-0.17
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% |
0.13
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.85
|
100.14
|
99.97
|
100.21
|
100.66
|
100.86
|
102.18
|
102.17
|
101.01
|
101.15
|
102.65
|
102.78
|
| Best |
3.2 2023 |
0.7 2019 |
2.1 2023 |
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 |
-2.1 2023 |
-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 |
-1.5 2022 |
Monthly Seasonality over the period Apr 2018 - Mar 2023
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 |
0.54
60% |
-0.13
50% |
0.14
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% |
0.12
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.54
|
100.41
|
100.56
|
100.98
|
101.30
|
101.33
|
102.35
|
102.28
|
101.79
|
102.25
|
103.12
|
103.25
|
| Best |
3.2 2023 |
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 |
-2.1 2023 |
-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 |
-1.5 2022 |
Monthly Seasonality over the period Apr 2013 - Mar 2023
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 |
0.69
67% |
0.34
67% |
0.39
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% |
0.95
79% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.69
|
101.03
|
101.42
|
102.08
|
102.70
|
103.14
|
103.96
|
104.31
|
104.44
|
105.00
|
105.74
|
106.74
|
| 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 |
-1.5 2022 |
Monthly Seasonality over the period Jan 1985 - Mar 2023
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 - Mar 2023
325 Positive Months (71%) - 134 Negative Months (29%)
MONTHLY RETURNS TABLE
Jan 1985 - Mar 2023
(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 |
| 2023 |
+3.20 | +1.81 | 3.2 | -2.1 | 2.1 | |||||||||
| 2022 |
-9.59 | -15.07 | -1.9 | -1.1 | -1.0 | -3.5 | 0.6 | -2.7 | 3.0 | -2.6 | -3.9 | 1.4 | 3.4 | -1.5 |
| 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
- IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
- 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
- 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, no other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.
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 |
+6.66 | 8.70 | -23.97 | 0 | 100 | 0 | ||
|
Stocks/Bonds 20/80 Momentum |
+6.16 | 4.80 | -17.91 | 20 | 80 | 0 | ||
|
All Country World 20/80 |
+5.83 | 5.54 | -17.97 | 20 | 80 | 0 | ||
|
Stocks/Bonds 20/80 |
+5.65 | 4.76 | -16.57 | 20 | 80 | 0 | ||
|
Dimensional Retirement Income Fund DFA |
+5.54 | 4.77 | -12.91 | 20.4 | 79.6 | 0 | ||
