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.
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 | |
| 5.00 % | VWO | Vanguard FTSE Emerging Markets | Equity, Emerging Markets, Large Cap | |
| 2.00 % | IJT | iShares S&P Small-Cap 600 Growth | Equity, U.S., Small Cap, Growth | |
| 2.00 % | VIOV | Vanguard S&P Small-Cap 600 Value | Equity, U.S., Small Cap | |
| 14.00 % | LQD | iShares Investment Grade Corporate Bond | Bond, U.S., All-Term | |
| 14.00 % | VGIT | Vanguard Intermediate-Term Treasury | Bond, U.S., Intermediate-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 Aug 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-0.11%
|
-0.11%
Aug 2019 - Aug 2019
|
0 - 1 | |
|
YTD
|
+12.62%
|
-2.98%
May 2019 - May 2019
|
6 - 2 | |
|
1Y
|
+4.60%
|
9.99%
|
-7.12%
Sep 2018 - Dec 2018
|
7 - 5 |
|
3Y
|
+7.32%
annualized
|
6.62%
|
-7.12%
Sep 2018 - Dec 2018
|
25 - 11 |
|
5Y
|
+5.55%
annualized
|
6.73%
|
-7.12%
Sep 2018 - Dec 2018
|
39 - 21 |
|
MAX
Dec 2010
|
+6.94%
annualized
|
6.98%
|
-9.45%
May 2011 - Sep 2011
|
69 - 35 |
* Annualized St.Dev. of monthly returns
Best High Risk Porftolios, ordered by 5Y annualized return.
| Portfolio | 5Y Return ▾ | #ETF | Stocks | Bonds | Comm. | |
|---|---|---|---|---|---|---|
| Simple Path to Wealth JL Collins |
+8.07% | 2 | 75 | 25 | 0 | |
| Stocks/Bonds 60/40 |
+7.14% | 2 | 60 | 40 | 0 | |
| Yale Endowment David Swensen |
+6.42% | 6 | 70 | 30 | 0 | |
| Edge Select Moderately Aggressive Merrill Lynch |
+6.09% | 12 | 69 | 31 | 0 | |
| Coffee House Bill Schultheis |
+5.74% | 7 | 60 | 40 | 0 |
Capital Growth
Drawdowns
Rolling Returns
Merrill Lynch Edge Select Moderate Portfolio: annualized rolling and average returns
| Return (*) | |||
|---|---|---|---|
| Rolling Period | Average | Best | Worst |
| 1 Year |
+7.00% |
+16.95% Oct 2011 - Sep 2012 |
-6.05% Mar 2015 - Feb 2016 |
| 2 Years |
+7.30% |
+13.89% Feb 2016 - Jan 2018 |
+0.78% Mar 2014 - Feb 2016 |
| 3 Years |
+7.09% |
+11.80% Oct 2011 - Sep 2014 |
+4.20% Dec 2013 - Nov 2016 |
| 5 Years |
+6.71% |
+8.76% Oct 2011 - Sep 2016 |
+4.42% Jan 2014 - Dec 2018 |
| 7 Years |
+7.20% |
+8.64% Oct 2011 - Sep 2018 |
+6.54% May 2011 - Apr 2018 |
* 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 |
+12.62% | 5.3 | 1.5 | 1.7 | 2.1 | -3.0 | 4.4 | 0.4 | -0.1 | ||||
| 2018 |
-4.45% | 2.6 | -2.7 | -0.6 | -0.3 | 1.1 | -0.2 | 1.9 | 1.1 | -0.1 | -4.8 | 1.2 | -3.4 |
| 2017 |
+14.78% | 1.6 | 2.0 | 0.7 | 1.2 | 1.3 | 0.3 | 1.7 | 0.7 | 0.9 | 1.3 | 1.1 | 1.1 |
| 2016 |
+7.30% | -2.6 | 0.1 | 4.8 | 0.7 | 0.3 | 1.1 | 2.5 | 0.2 | 0.5 | -1.5 | -0.1 | 1.1 |
| 2015 |
-0.99% | 0.1 | 2.7 | -1.0 | 1.4 | -0.0 | -1.6 | 0.7 | -3.9 | -1.3 | 4.0 | -0.3 | -1.5 |
| 2014 |
+6.54% | -1.6 | 2.9 | 0.2 | 0.6 | 1.8 | 1.3 | -1.0 | 2.5 | -2.1 | 1.7 | 1.1 | -0.8 |
| 2013 |
+12.72% | 1.9 | 0.4 | 1.5 | 1.7 | -0.8 | -2.1 | 3.1 | -1.8 | 3.3 | 2.8 | 1.1 | 1.1 |
| 2012 |
+11.78% | 3.8 | 2.7 | 0.6 | -0.1 | -4.2 | 2.7 | 1.2 | 1.5 | 1.8 | -0.6 | 0.7 | 1.4 |
| 2011 |
+1.54% | 0.7 | 1.7 | 0.3 | 2.7 | -0.4 | -1.0 | -0.2 | -3.1 | -5.0 | 6.4 | -1.0 | 0.8 |
* 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