The Merrill Lynch Edge Select Moderate Portfolio is exposed for 53% on the Stock Market .
It's a High Risk portfolio and it can be replicated with 12 ETFs.
In the last 10 years, the portfolio obtained a 7.94% compound annual return, with a 7.36% standard deviation (Last Update: October 2019).
Asset Allocation and ETFs
The Merrill Lynch Edge Select Moderate Portfolio has the following asset allocation:
The Merrill Lynch Edge Select Moderate Portfolio can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 19.00 % | VUG | Vanguard Growth | Equity, U.S., Large Cap, Growth | |
| 13.00 % | VEU | Vanguard FTSE All-World ex-US | Equity, Global ex-US, Large Cap | |
| 12.00 % | VTV | Vanguard Value | Equity, U.S., Large Cap, Value | |
| 5.00 % | VWO | Vanguard FTSE Emerging Markets | Equity, Emerging Markets, Large Cap | |
| 2.00 % | IJS | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value | |
| 2.00 % | IJT | iShares S&P Small-Cap 600 Growth | Equity, U.S., Small Cap, Growth | |
| 14.00 % | IEI | iShares 3-7 Year Treasury Bond | Bond, U.S., Intermediate-Term | |
| 14.00 % | LQD | iShares Investment Grade Corporate Bond | Bond, U.S., All-Term | |
| 11.00 % | MBB | iShares MBS | Bond, U.S., Long-Term | |
| 4.00 % | HYG | iShares iBoxx $ High Yield Corporate Bond | Bond, U.S., Intermediate-Term | |
| 2.00 % | BIL | SPDR Blmbg Barclays 1-3 Mth T-Bill | Bond, U.S., Ultra Short-Term | |
| 2.00 % | BNDX | Vanguard Total International Bond | Bond, Developed Markets, All-Term |
Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).
Historical Returns
Merrill Lynch Edge Select Moderate Portfolio - Historical returns and stats:
| Range | Returns Oct 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+1.62%
|
0.00%
|
1 - 0 | |
|
YTD
|
+15.26%
|
-3.01%
May 2019 - May 2019
|
8 - 2 | |
|
1Y
|
+12.53%
|
8.37%
|
-3.47%
Dec 2018 - Dec 2018
|
9 - 3 |
|
3Y
|
+8.51%
annualized
|
6.54%
|
-7.16%
Sep 2018 - Dec 2018
|
26 - 10 |
|
5Y
|
+6.13%
annualized
|
6.64%
|
-7.16%
Sep 2018 - Dec 2018
|
40 - 20 |
|
10Y
|
+7.94%
annualized
|
7.36%
|
-9.66%
May 2011 - Sep 2011
|
80 - 40 |
|
MAX
Dec 2007
|
+6.14%
annualized
|
9.13%
|
-27.63%
Jan 2008 - Feb 2009
|
90 - 52 |
* Annualized St.Dev. of monthly returns
Best High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | #ETF | Stocks | Bonds | Comm. | |
|---|---|---|---|---|---|---|
| Simple Path to Wealth JL Collins |
+11.25% | 2 | 75 | 25 | 0 | |
| Talmud Portfolio Roger Gibson |
+10.47% | 3 | 66.67 | 33.33 | 0 | |
| Yale Endowment David Swensen |
+9.84% | 6 | 70 | 30 | 0 | |
| Stocks/Bonds 60/40 |
+9.77% | 2 | 60 | 40 | 0 | |
| Family Taxable Portfolio Ted Aronson |
+9.04% | 11 | 70 | 30 | 0 |
Capital Growth
Drawdowns
Rolling Returns
Merrill Lynch Edge Select Moderate Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+7.29% |
+36.48% Mar 2009 - Feb 2010 |
-25.09% Mar 2008 - Feb 2009 |
16.79% |
| 2 Years |
+7.93% |
+25.33% Mar 2009 - Feb 2011 |
-0.51% Jan 2008 - Dec 2009 |
2.52% |
| 3 Years |
+7.82% |
+18.31% Mar 2009 - Feb 2012 |
+3.51% Jan 2008 - Dec 2010 |
0.00% |
| 5 Years |
+7.69% |
+14.65% Mar 2009 - Feb 2014 |
+4.38% Jan 2014 - Dec 2018 |
0.00% |
| 7 Years |
+7.66% |
+10.48% Mar 2009 - Feb 2016 |
+6.03% Jan 2008 - Dec 2014 |
0.00% |
| 10 Years |
+7.83% |
+9.99% Mar 2009 - Feb 2019 |
+6.27% Jan 2008 - Dec 2017 |
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 |
| 2019 |
+15.26% | 5.3 | 1.5 | 1.6 | 2.1 | -3.0 | 4.4 | 0.4 | -0.2 | 0.8 | 1.6 | ||
| 2018 |
-4.45% | 2.7 | -2.7 | -0.6 | -0.3 | 1.1 | -0.2 | 1.9 | 1.1 | -0.1 | -4.8 | 1.1 | -3.5 |
| 2017 |
+14.71% | 1.6 | 2.0 | 0.7 | 1.2 | 1.3 | 0.3 | 1.7 | 0.6 | 1.0 | 1.3 | 1.1 | 1.1 |
| 2016 |
+7.37% | -2.5 | 0.0 | 4.8 | 0.7 | 0.3 | 1.1 | 2.5 | 0.2 | 0.5 | -1.4 | -0.0 | 1.1 |
| 2015 |
-1.00% | 0.1 | 2.7 | -1.0 | 1.4 | -0.0 | -1.6 | 0.7 | -3.9 | -1.3 | 4.0 | -0.3 | -1.6 |
| 2014 |
+6.35% | -1.7 | 2.9 | 0.2 | 0.6 | 1.8 | 1.3 | -1.0 | 2.4 | -2.1 | 1.7 | 1.1 | -0.8 |
| 2013 |
+12.83% | 1.9 | 0.4 | 1.5 | 1.7 | -0.7 | -2.1 | 3.1 | -1.8 | 3.3 | 2.8 | 1.1 | 1.1 |
| 2012 |
+11.74% | 3.8 | 2.7 | 0.6 | -0.2 | -4.2 | 2.7 | 1.2 | 1.5 | 1.8 | -0.6 | 0.7 | 1.4 |
| 2011 |
+1.36% | 0.8 | 1.7 | 0.3 | 2.7 | -0.4 | -1.0 | -0.3 | -3.3 | -5.1 | 6.5 | -1.0 | 0.7 |
| 2010 |
+12.03% | -1.9 | 1.7 | 3.5 | 1.1 | -4.7 | -1.2 | 4.9 | -1.6 | 5.3 | 2.3 | -0.9 | 3.4 |
| 2009 |
+21.89% | -5.3 | -5.8 | 5.0 | 7.0 | 5.1 | 0.2 | 6.0 | 1.8 | 3.6 | -1.4 | 3.9 | 1.0 |
| 2008 |
-18.80% | -2.8 | -0.6 | -0.3 | 2.8 | 0.4 | -4.5 | -0.7 | -0.1 | -7.0 | -10.1 | -1.8 | 5.1 |
* 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