Data Source: from January 1985 to February 2023 (~38 years)
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.25%
1 Day
Mar 20 2023
0.34%
Current Month
March 2023

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

It's exposed for 53% on the Stock Market.

In the last 30 Years, the Merrill Lynch Edge Select Moderate Portfolio obtained a 7.25% compound annual return, with a 8.84% standard deviation.

Asset Allocation and ETFs

The Merrill Lynch Edge Select Moderate Portfolio has the following asset allocation:

53% Stocks
47% Fixed Income
0% Commodities

The Merrill Lynch Edge Select Moderate Portfolio can be implemented 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 %
EEM iShares MSCI 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
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 Feb 28, 2023

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

Portfolio returns are calculated in USD, assuming: March 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
MERRILL LYNCH EDGE SELECT MODERATE PORTFOLIO RETURNS
Consolidated returns as of 28 February 2023
Live Update: Mar 20 2023
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Feb 28, 2023
  1 Day Time ET(*) Mar 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~38Y)
Merrill Lynch Edge Select Moderate Portfolio 0.25 0.34 -3.03 0.92 -8.78 4.23 5.80 7.25 8.92
US Inflation Adjusted return -3.57 -0.65 -13.97 0.36 3.09 4.62 5.96
Components
VUG
Vanguard Growth
0.30 Mar 20 2023 2.76 -1.42 -2.73 -15.85 10.66 13.18 10.01 9.68
VEU
Vanguard FTSE All-World ex-US
1.01 Mar 20 2023 -1.77 -4.39 7.42 -7.28 1.97 4.24 5.50 8.03
VTV
Vanguard Value
1.39 Mar 20 2023 -3.59 -3.24 5.02 -0.39 8.39 11.01 9.29 9.93
EEM
iShares MSCI Emerging Markets
0.37 Mar 20 2023 -1.26 -7.57 -1.58 -16.23 -2.35 0.92 5.83 7.41
IJS
iShares S&P Small-Cap 600 Value
1.22 Mar 20 2023 -9.35 -1.73 9.45 -0.24 7.77 10.41 10.74 12.91
IJT
iShares S&P Small-Cap 600 Growth
1.55 Mar 20 2023 -6.38 -0.97 3.00 -7.24 7.17 10.81 9.69 9.95
IEI
iShares 3-7 Year Treasury Bond
-0.28 Mar 20 2023 2.70 -2.39 -2.15 -8.08 0.46 0.58 4.20 4.48
LQD
iShares Investment Grade Corporate Bond
-0.30 Mar 20 2023 2.01 -4.17 -1.27 -12.35 1.05 1.96 5.16 4.62
MBB
iShares MBS
-0.83 Mar 20 2023 1.66 -2.99 -2.71 -9.19 -0.20 0.61 3.97 5.30
HYG
iShares iBoxx $ High Yield Corporate Bond
-0.27 Mar 20 2023 -1.23 -2.36 2.33 -6.65 1.94 2.87 5.49 7.38
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
0.01 Mar 20 2023 0.30 0.35 1.68 2.07 1.18 0.66 2.19 3.99
BNDX
Vanguard Total International Bond
-0.08 Mar 20 2023 2.83 -1.50 -1.94 -9.67 0.01 1.50 4.87 6.58
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. Current inflation (annualized) is 1Y: 6.04% , 5Y: 3.86% , 10Y: 2.63% , 30Y: 2.51%

Portfolio Metrics as of Feb 28, 2023

Metrics of Merrill Lynch Edge Select Moderate Portfolio, updated as of 28 February 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
MERRILL LYNCH EDGE SELECT MODERATE PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 28 February 2023 (~38 years)
Swipe left to see all data
Metrics as of Feb 28, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~38Y)
Portfolio
Return (%)
-3.03 -0.42 0.92 -8.78 3.60 4.23 5.80 7.14 7.25 8.92
US Inflation (%) 0.56 1.05 1.58 6.04 5.16 3.86 2.63 2.51 2.51 2.79
Infl. Adjusted
Return (%)
-3.57 -1.46 -0.65 -13.97 -1.49 0.36 3.09 4.52 4.62 5.96
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 15.64 12.87 11.16 8.95 9.13 8.84 9.15
Sharpe Ratio -0.69 0.23 0.27 0.57 0.66 0.57 0.54
Sortino Ratio -1.03 0.30 0.36 0.76 0.87 0.75 0.71
MAXIMUM DRAWDOWN
Drawdown Depth (%) -15.91 -20.56 -20.56 -20.56 -29.58 -29.58 -29.58
Start (yyyy mm) 2022 03 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Start to Bottom (# months) 7 9 9 9 16 16 16
Start to Recovery (# months) in progress
> 12
> 14
> 14
> 14
30
30
30
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 37.72 18.77 18.35 13.92 11.57 9.98
Worst Return (%) -25.06 -5.06 0.08 2.74 5.44 7.15
% Positive Periods 83% 95% 100% 100% 100% 100%
MONTHS
Positive 0 1 3 5 21 36 77 158 235 304
Negative 1 2 3 7 15 24 43 82 125 154
% Positive 0% 33% 50% 42% 58% 60% 64% 66% 65% 66%
WITHDRAWAL RATES (WR)
Safe WR (%) 36.61 22.22 13.14 8.98 7.42 9.86
Perpetual WR (%) 0.00 0.36 3.00 4.32 4.42 5.63
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 28 February 2023
Swipe left to see all data
 
 
 
 
 
 
 
 
 
 
 
 
Asset VUG VEU VTV EEM IJS IJT IEI LQD MBB HYG BIL BNDX
VUG
1.00
0.79
0.79
0.60
0.87
0.94
0.61
0.80
0.74
0.87
0.06
0.86
VEU
0.79
1.00
0.81
0.93
0.80
0.80
0.81
0.93
0.89
0.84
0.25
0.84
VTV
0.79
0.81
1.00
0.59
0.92
0.90
0.52
0.68
0.61
0.85
-0.04
0.70
EEM
0.60
0.93
0.59
1.00
0.58
0.57
0.80
0.87
0.86
0.62
0.28
0.71
IJS
0.87
0.80
0.92
0.58
1.00
0.96
0.62
0.72
0.67
0.88
0.01
0.81
IJT
0.94
0.80
0.90
0.57
0.96
1.00
0.65
0.78
0.73
0.93
0.00
0.88
IEI
0.61
0.81
0.52
0.80
0.62
0.65
1.00
0.93
0.96
0.75
0.13
0.88
LQD
0.80
0.93
0.68
0.87
0.72
0.78
0.93
1.00
0.98
0.86
0.19
0.91
MBB
0.74
0.89
0.61
0.86
0.67
0.73
0.96
0.98
1.00
0.80
0.12
0.90
HYG
0.87
0.84
0.85
0.62
0.88
0.93
0.75
0.86
0.80
1.00
0.05
0.88
BIL
0.06
0.25
-0.04
0.28
0.01
0.00
0.13
0.19
0.12
0.05
1.00
0.08
BNDX
0.86
0.84
0.70
0.71
0.81
0.88
0.88
0.91
0.90
0.88
0.08
1.00
 
 
 
 
 
 
 
 
 
 
 
 
Asset VUG VEU VTV EEM IJS IJT IEI LQD MBB HYG BIL BNDX
VUG
1.00
0.79
0.79
0.65
0.76
0.86
0.22
0.69
0.46
0.80
-0.18
0.56
VEU
0.79
1.00
0.87
0.92
0.85
0.84
0.15
0.69
0.44
0.83
-0.13
0.46
VTV
0.79
0.87
1.00
0.70
0.90
0.88
-0.07
0.49
0.21
0.80
-0.23
0.33
EEM
0.65
0.92
0.70
1.00
0.72
0.71
0.17
0.65
0.45
0.72
-0.12
0.41
IJS
0.76
0.85
0.90
0.72
1.00
0.94
-0.08
0.47
0.21
0.79
-0.24
0.33
IJT
0.86
0.84
0.88
0.71
0.94
1.00
0.05
0.58
0.31
0.83
-0.22
0.44
IEI
0.22
0.15
-0.07
0.17
-0.08
0.05
1.00
0.67
0.89
0.25
0.18
0.71
LQD
0.69
0.69
0.49
0.65
0.47
0.58
0.67
1.00
0.79
0.78
0.02
0.87
MBB
0.46
0.44
0.21
0.45
0.21
0.31
0.89
0.79
1.00
0.50
0.12
0.78
HYG
0.80
0.83
0.80
0.72
0.79
0.83
0.25
0.78
0.50
1.00
-0.14
0.67
BIL
-0.18
-0.13
-0.23
-0.12
-0.24
-0.22
0.18
0.02
0.12
-0.14
1.00
0.02
BNDX
0.56
0.46
0.33
0.41
0.33
0.44
0.71
0.87
0.78
0.67
0.02
1.00
 
 
 
 
 
 
 
 
 
 
 
 
Asset VUG VEU VTV EEM IJS IJT IEI LQD MBB HYG BIL BNDX
VUG
1.00
0.80
0.80
0.65
0.73
0.82
0.13
0.59
0.37
0.76
-0.13
0.45
VEU
0.80
1.00
0.83
0.91
0.75
0.75
0.10
0.60
0.36
0.79
-0.08
0.36
VTV
0.80
0.83
1.00
0.66
0.88
0.85
-0.14
0.41
0.14
0.75
-0.18
0.25
EEM
0.65
0.91
0.66
1.00
0.62
0.59
0.14
0.57
0.36
0.67
-0.06
0.33
IJS
0.73
0.75
0.88
0.62
1.00
0.95
-0.14
0.37
0.12
0.73
-0.19
0.23
IJT
0.82
0.75
0.85
0.59
0.95
1.00
-0.05
0.45
0.19
0.75
-0.18
0.31
IEI
0.13
0.10
-0.14
0.14
-0.14
-0.05
1.00
0.68
0.87
0.23
0.10
0.72
LQD
0.59
0.60
0.41
0.57
0.37
0.45
0.68
1.00
0.78
0.73
0.00
0.85
MBB
0.37
0.36
0.14
0.36
0.12
0.19
0.87
0.78
1.00
0.46
0.05
0.77
HYG
0.76
0.79
0.75
0.67
0.73
0.75
0.23
0.73
0.46
1.00
-0.11
0.59
BIL
-0.13
-0.08
-0.18
-0.06
-0.19
-0.18
0.10
0.00
0.05
-0.11
1.00
-0.05
BNDX
0.45
0.36
0.25
0.33
0.23
0.31
0.72
0.85
0.77
0.59
-0.05
1.00
 
 
 
 
 
 
 
 
 
 
 
 
Asset VUG VEU VTV EEM IJS IJT IEI LQD MBB HYG BIL BNDX
VUG
1.00
0.76
0.83
0.67
0.73
0.78
-0.09
0.31
0.14
0.63
-0.03
0.15
VEU
0.76
1.00
0.80
0.85
0.73
0.72
-0.14
0.33
0.10
0.67
-0.04
0.16
VTV
0.83
0.80
1.00
0.70
0.85
0.76
-0.15
0.28
0.06
0.65
-0.01
0.11
EEM
0.67
0.85
0.70
1.00
0.66
0.67
-0.10
0.29
0.10
0.60
-0.03
0.16
IJS
0.73
0.73
0.85
0.66
1.00
0.90
-0.19
0.24
0.02
0.67
-0.03
0.11
IJT
0.78
0.72
0.76
0.67
0.90
1.00
-0.20
0.21
0.02
0.62
-0.05
0.12
IEI
-0.09
-0.14
-0.15
-0.10
-0.19
-0.20
1.00
0.63
0.79
0.05
0.18
0.55
LQD
0.31
0.33
0.28
0.29
0.24
0.21
0.63
1.00
0.68
0.63
0.00
0.68
MBB
0.14
0.10
0.06
0.10
0.02
0.02
0.79
0.68
1.00
0.26
0.19
0.53
HYG
0.63
0.67
0.65
0.60
0.67
0.62
0.05
0.63
0.26
1.00
-0.03
0.38
BIL
-0.03
-0.04
-0.01
-0.03
-0.03
-0.05
0.18
0.00
0.19
-0.03
1.00
0.06
BNDX
0.15
0.16
0.11
0.16
0.11
0.12
0.55
0.68
0.53
0.38
0.06
1.00
 
 
 
 
 
 
 
 
 
 
 
 
Asset VUG VEU VTV EEM IJS IJT IEI LQD MBB HYG BIL BNDX
VUG
1.00
0.67
0.85
0.66
0.76
0.81
0.02
0.32
0.18
0.61
0.02
0.20
VEU
0.67
1.00
0.71
0.70
0.65
0.63
-0.02
0.31
0.13
0.60
0.02
0.20
VTV
0.85
0.71
1.00
0.68
0.86
0.78
-0.03
0.29
0.13
0.64
0.02
0.18
EEM
0.66
0.70
0.68
1.00
0.64
0.64
0.02
0.28
0.15
0.54
0.03
0.19
IJS
0.76
0.65
0.86
0.64
1.00
0.91
-0.11
0.23
0.06
0.67
-0.02
0.14
IJT
0.81
0.63
0.78
0.64
0.91
1.00
-0.11
0.20
0.05
0.61
-0.03
0.14
IEI
0.02
-0.02
-0.03
0.02
-0.11
-0.11
1.00
0.73
0.82
0.13
0.24
0.66
LQD
0.32
0.31
0.29
0.28
0.23
0.20
0.73
1.00
0.73
0.58
0.09
0.74
MBB
0.18
0.13
0.13
0.15
0.06
0.05
0.82
0.73
1.00
0.30
0.27
0.63
HYG
0.61
0.60
0.64
0.54
0.67
0.61
0.13
0.58
0.30
1.00
0.01
0.39
BIL
0.02
0.02
0.02
0.03
-0.02
-0.03
0.24
0.09
0.27
0.01
1.00
0.15
BNDX
0.20
0.20
0.18
0.19
0.14
0.14
0.66
0.74
0.63
0.39
0.15
1.00

Portfolio Dividends

In 2022, the Merrill Lynch Edge Select Moderate Portfolio granted a 1.86% dividend yield. If you are interested in getting periodic income, please refer to the Merrill Lynch Edge Select Moderate Portfolio: Dividend Yield page.

Capital Growth as of Feb 28, 2023

An investment of 1000$, since March 1993, now would be worth 8156.34$, with a total return of 715.63% (7.25% annualized).

The Inflation Adjusted Capital now would be 3879.71$, with a net total return of 287.97% (4.62% annualized).
An investment of 1000$, since January 1985, now would be worth 26060.86$, with a total return of 2506.09% (8.92% annualized).

The Inflation Adjusted Capital now would be 9121.82$, with a net total return of 812.18% (5.96% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-29.58% Nov 2007 Feb 2009 16 Apr 2010 14 30
-20.56% Jan 2022 Sep 2022 9 in progress 5 14
-15.42% Sep 2000 Sep 2002 25 Oct 2003 13 38
-10.96% Feb 2020 Mar 2020 2 Jul 2020 4 6
-9.65% May 2011 Sep 2011 5 Feb 2012 5 10
-7.97% Jul 1998 Aug 1998 2 Nov 1998 3 5
-7.17% Sep 2018 Dec 2018 4 Mar 2019 3 7
-6.44% May 2015 Feb 2016 10 Jun 2016 4 14
-5.89% May 2010 Jun 2010 2 Sep 2010 3 5
-5.84% Feb 1994 Mar 1994 2 Mar 1995 12 14
-4.35% Apr 2012 May 2012 2 Aug 2012 3 5
-4.08% Aug 1997 Aug 1997 1 Jan 1998 5 6
-3.85% Apr 2000 May 2000 2 Aug 2000 3 5
-3.52% Feb 2018 Apr 2018 3 Aug 2018 4 7
-3.06% May 2019 May 2019 1 Jun 2019 1 2
-3.02% Jan 2000 Jan 2000 1 Mar 2000 2 3
-2.87% Sep 2020 Oct 2020 2 Nov 2020 1 3
-2.82% Apr 2004 Apr 2004 1 Sep 2004 5 6
-2.80% May 2013 Jun 2013 2 Jul 2013 1 3
-2.75% Sep 2021 Sep 2021 1 Oct 2021 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-29.58% Nov 2007 Feb 2009 16 Apr 2010 14 30
-20.56% Jan 2022 Sep 2022 9 in progress 5 14
-15.42% Sep 2000 Sep 2002 25 Oct 2003 13 38
-15.26% Sep 1987 Nov 1987 3 Dec 1988 13 16
-10.96% Feb 2020 Mar 2020 2 Jul 2020 4 6
-10.40% Aug 1990 Sep 1990 2 Feb 1991 5 7
-9.65% May 2011 Sep 2011 5 Feb 2012 5 10
-7.97% Jul 1998 Aug 1998 2 Nov 1998 3 5
-7.17% Sep 2018 Dec 2018 4 Mar 2019 3 7
-6.44% May 2015 Feb 2016 10 Jun 2016 4 14
-6.36% Jan 1990 Apr 1990 4 Jun 1990 2 6
-5.89% May 2010 Jun 2010 2 Sep 2010 3 5
-5.84% Feb 1994 Mar 1994 2 Mar 1995 12 14
-4.43% Sep 1986 Sep 1986 1 Jan 1987 4 5
-4.35% Apr 2012 May 2012 2 Aug 2012 3 5
-4.08% Aug 1997 Aug 1997 1 Jan 1998 5 6
-3.85% Apr 2000 May 2000 2 Aug 2000 3 5
-3.52% Feb 2018 Apr 2018 3 Aug 2018 4 7
-3.06% May 2019 May 2019 1 Jun 2019 1 2
-3.02% Jan 2000 Jan 2000 1 Mar 2000 2 3

Rolling Returns ( more details)

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

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
9.30 37.72
May 1985 - Apr 1986
-25.06
Mar 2008 - Feb 2009
17.00%
2 Years
9.02 28.32
Apr 1985 - Mar 1987
-11.86
Mar 2007 - Feb 2009
10.11%
3 Years
8.79 18.77
Mar 1985 - Feb 1988
-5.06
Mar 2006 - Feb 2009
5.20%
5 Years
8.64 18.35
Jan 1985 - Dec 1989
0.08
Mar 2004 - Feb 2009
0.00%
7 Years
8.55 16.68
Jan 1985 - Dec 1991
2.57
Mar 2002 - Feb 2009
0.00%
10 Years
8.41 13.92
Oct 1985 - Sep 1995
2.74
Mar 1999 - Feb 2009
0.00%
15 Years
8.02 14.23
Jan 1985 - Dec 1999
4.97
Oct 2007 - Sep 2022
0.00%
20 Years
8.00 11.57
Jan 1985 - Dec 2004
5.44
Apr 2000 - Mar 2020
0.00%
30 Years
8.45 9.98
Jan 1985 - Dec 2014
7.15
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 Moderate Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Merrill Lynch Edge Select Moderate 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
1.53
60%
-1.25
40%
-1.21
40%
0.91
60%
0.52
80%
0.49
60%
2.33
100%
0.35
60%
-2.15
20%
0.29
60%
2.87
80%
0.10
60%
 Capital Growth on monthly avg returns
100
101.53
100.27
99.05
99.95
100.47
100.97
103.31
103.67
101.44
101.73
104.65
104.76
Best 5.9
2023
1.4
2019
1.6
2019
6.4
2020
3.1
2020
4.4
2019
5.1
2022
3.1
2020
0.9
2019
2.9
2021
6.8
2020
2.8
2020
Worst -3.5
2022
-3.3
2020
-7.9
2020
-6.2
2022
-3.1
2019
-5.1
2022
0.3
2019
-3.7
2022
-7.0
2022
-4.8
2018
-1.1
2021
-3.5
2018
Monthly Seasonality over the period Mar 2018 - Feb 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
0.79
60%
-0.15
50%
0.01
60%
1.02
80%
0.53
70%
0.14
60%
1.87
90%
-0.06
60%
-0.95
40%
0.98
70%
1.73
70%
0.15
60%
 Capital Growth on monthly avg returns
100
100.79
100.64
100.64
101.67
102.20
102.35
104.26
104.20
103.21
104.22
106.03
106.18
Best 5.9
2023
2.9
2014
4.8
2016
6.4
2020
3.1
2020
4.4
2019
5.1
2022
3.1
2020
3.3
2013
4.1
2015
6.8
2020
2.8
2020
Worst -3.5
2022
-3.3
2020
-7.9
2020
-6.2
2022
-3.1
2019
-5.1
2022
-1.0
2014
-3.8
2015
-7.0
2022
-4.8
2018
-1.1
2021
-3.5
2018
Monthly Seasonality over the period Mar 2013 - Feb 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
0.99
67%
0.48
56%
0.56
68%
1.21
76%
0.85
68%
0.43
66%
1.14
66%
0.13
66%
-0.24
53%
0.73
66%
1.17
66%
1.53
79%
 Capital Growth on monthly avg returns
100
100.99
101.48
102.06
103.30
104.18
104.63
105.82
105.96
105.70
106.47
107.71
109.36
Best 7.5
1987
6.4
1986
5.6
1986
6.9
2009
6.6
1990
4.4
2019
6.0
2009
4.9
1986
5.3
2010
6.5
2011
6.8
2020
8.6
1991
Worst -5.4
2009
-6.0
2009
-7.9
2020
-6.2
2022
-4.7
2010
-5.1
2022
-3.8
2002
-7.8
1998
-7.0
2022
-11.1
1987
-3.2
2000
-3.5
2018
Monthly Seasonality over the period Jan 1985 - Feb 2023

Monthly/Yearly Returns

Merrill Lynch Edge Select Moderate 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 - Feb 2023
304 Positive Months (66%) - 154 Negative Months (34%)
MONTHLY RETURNS TABLE
Jan 1985 - Feb 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
+2.66 +1.28 5.9 -3.0
2022
-16.06 -21.15 -3.5 -2.1 -0.4 -6.2 0.7 -5.1 5.1 -3.7 -7.0 2.8 6.0 -3.0
2021
+9.66 +2.45 -0.1 0.8 1.2 2.5 0.8 1.3 0.5 1.3 -2.8 2.9 -1.1 2.0
2020
+13.88 +12.35 0.1 -3.3 -7.9 6.4 3.1 2.1 3.7 3.1 -1.8 -1.1 6.8 2.8
2019
+19.44 +16.77 5.4 1.4 1.6 2.1 -3.1 4.4 0.3 -0.2 0.9 1.6 1.6 2.1
2018
-4.47 -6.27 2.6 -2.7 -0.5 -0.3 1.1 -0.2 1.9 1.1 -0.1 -4.8 1.1 -3.5
2017
+15.00 +12.63 1.7 1.9 0.7 1.2 1.4 0.3 1.8 0.6 1.0 1.3 1.0 1.1
2016
+7.31 +5.13 -2.5 0.0 4.8 0.7 0.3 1.1 2.5 0.2 0.5 -1.5 0.0 1.2
2015
-1.02 -1.73 0.0 2.7 -1.0 1.4 -0.1 -1.6 0.7 -3.8 -1.4 4.1 -0.3 -1.6
2014
+6.15 +5.36 -1.7 2.9 0.1 0.6 1.8 1.2 -1.0 2.4 -2.2 1.6 1.1 -0.8
2013
+12.89 +11.22 1.9 0.4 1.5 1.7 -0.7 -2.1 3.1 -1.7 3.3 2.8 1.2 1.1
2012
+11.74 +9.82 3.8 2.7 0.6 -0.1 -4.2 2.7 1.1 1.5 1.8 -0.5 0.7 1.4
2011
+1.36 -1.56 0.8 1.7 0.4 2.7 -0.4 -1.0 -0.3 -3.3 -5.0 6.5 -1.0 0.7
2010
+11.88 +10.24 -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
+21.52 +18.30 -5.4 -6.0 5.1 6.9 4.9 0.2 6.0 1.7 3.6 -1.5 3.9 1.0
2008
-18.62 -18.69 -2.8 -0.6 -0.3 2.8 0.5 -4.4 -0.8 -0.1 -7.0 -10.0 -1.9 5.1
2007
+8.20 +3.96 0.8 0.0 0.9 2.4 1.6 -0.6 -1.3 1.2 3.3 2.4 -2.1 -0.6
2006
+12.10 +9.32 2.7 -0.1 0.8 1.3 -2.5 0.0 0.6 2.0 1.2 2.5 2.2 0.8
2005
+6.80 +3.28 -0.8 1.6 -1.9 -0.6 2.1 1.0 1.9 0.6 0.9 -1.9 2.3 1.4
2004
+10.27 +6.79 1.5 1.5 0.0 -2.8 0.4 1.4 -1.6 1.3 1.4 1.6 2.7 2.5
2003
+21.24 +19.00 -1.5 -0.3 0.1 5.0 4.0 1.2 0.0 1.9 1.2 3.3 1.0 3.8
2002
-5.21 -7.41 -0.4 -0.1 1.7 -0.9 0.1 -3.1 -3.8 1.2 -4.0 3.0 2.5 -1.2
2001
-2.83 -4.32 2.8 -4.3 -3.5 3.7 0.2 -1.1 0.2 -1.7 -4.2 2.4 2.5 0.5
2000
-1.46 -4.68 -3.0 1.1 3.7 -2.4 -1.5 3.1 -1.1 3.1 -2.4 -0.7 -3.2 2.1
1999
+14.10 +11.12 1.5 -2.4 2.9 2.9 -2.1 3.0 -1.1 -0.4 -0.3 2.9 2.1 4.5
1998
+14.87 +13.05 1.1 4.0 2.5 0.6 -1.3 1.4 -0.2 -7.8 3.6 4.2 3.4 2.9
1997
+14.53 +12.61 2.2 0.7 -2.3 2.6 4.0 3.1 4.2 -4.1 3.7 -2.7 1.5 1.2
1996
+10.99 +7.42 1.9 -0.3 0.3 1.1 0.8 0.6 -2.4 1.0 3.2 1.5 4.1 -1.2
1995
+22.46 +19.43 0.6 1.9 2.0 2.4 3.3 1.1 2.1 0.2 2.2 0.0 2.7 1.9
1994
-0.46 -3.05 3.3 -2.2 -3.7 0.7 0.6 -0.7 2.0 2.4 -1.9 1.2 -2.6 0.7
1993
+17.25 +14.12 1.8 1.6 2.9 0.9 1.4 1.1 1.1 3.1 -0.6 2.1 -2.2 3.1
1992
+4.97 +2.01 -1.0 0.3 -1.9 1.1 2.8 -1.4 2.3 0.1 0.4 -0.8 1.8 1.3
1991
+28.12 +24.31 2.9 5.4 0.9 1.1 2.5 -3.0 3.1 2.6 1.4 2.0 -2.1 8.6
1990
-1.02 -6.72 -4.1 -0.4 -0.3 -1.6 6.6 1.0 1.3 -6.5 -4.2 2.9 2.8 2.2
1989
+23.35 +17.87 3.8 -0.4 0.3 3.4 2.8 0.5 5.5 0.5 1.6 -0.8 2.0 2.2
1988
+14.65 +9.80 4.5 3.6 -0.9 0.3 -0.7 3.4 -0.5 -1.9 3.1 2.4 -0.3 1.0
1987
+4.00 -0.42 7.5 2.9 0.9 -0.3 -0.4 1.9 2.2 2.8 -2.2 -11.1 -2.5 3.5
1986
+21.58 +20.26 0.8 6.4 5.6 1.0 0.6 3.1 -1.2 4.9 -4.4 1.4 2.1 -0.2
1985
+29.83 +25.08 5.9 0.1 0.8 0.8 5.8 1.5 -0.2 0.7 -1.4 3.4 5.2 4.1

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:

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

Portfolio efficiency

Compared to the Merrill Lynch Edge Select Moderate 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
Couch Potato
Scott Burns
+7.85 8.66 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum
+7.82 6.84 -21.11 40 60 0
Golden Butterfly
+7.66 7.52 -17.79 40 40 20
Marc Faber Portfolio
Marc Faber
+7.39 9.55 -28.82 50 25 25
Edge Select Moderate
Merrill Lynch
+7.25 8.84 -29.58 53 47 0

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

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum
+9.38 9.41 -32.52 60 40 0
Simple Path to Wealth
JL Collins
+8.61 11.61 -38.53 75 25 0
Late Sixties and Beyond
Burton Malkiel
+8.34 11.59 -41.80 71 29 0
Yale Endowment
David Swensen
+8.23 10.84 -39.48 70 30 0
Seven Value
Scott Burns
+8.14 11.26 -41.22 71.5 28.5 0
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