Data Source: from January 1996 to September 2021
Last Update: 30 September 2021
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 9.08% compound annual return, with a 7.66% standard deviation.
In the last 25 years, a 7.57% compound annual return, with a 8.74% standard deviation.
In 2020, the portfolio granted a 1.93% dividend yield. If you are interested in getting periodic income, please refer to the Merrill Lynch Edge Select Moderate Portfolio: Dividend Yield page.
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 % | 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 |
Portfolio and ETF Returns
The Merrill Lynch Edge Select Moderate Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 20Y(*) | 25Y(*) | |
|---|---|---|---|---|---|---|---|---|---|
| Merrill Lynch Edge Select Moderate Portfolio | -2.75 | -0.92 | +3.74 | +14.85 | +10.12 | +9.49 | +9.08 | +7.65 | +7.57 |
| Components | |||||||||
|
VUG Vanguard Growth |
-5.32 | +1.28 | +13.16 | +28.22 | +22.78 | +22.17 | +19.31 | +10.94 | +10.74 |
|
VEU Vanguard FTSE All-World ex-US |
-3.33 | -3.26 | +1.87 | +23.82 | +8.34 | +9.04 | +7.99 | +7.18 | +5.40 |
|
VTV Vanguard Value |
-3.94 | -0.95 | +4.14 | +32.59 | +9.86 | +12.14 | +14.05 | +8.41 | +8.67 |
|
EEM iShares MSCI Emerging Markets |
-3.87 | -8.65 | -5.14 | +15.96 | +7.76 | +8.29 | +5.81 | +10.20 | +6.12 |
|
IJS iShares S&P Small-Cap 600 Value |
-1.46 | -4.03 | +0.66 | +66.24 | +8.16 | +11.74 | +14.78 | +10.60 | +10.64 |
|
IJT iShares S&P Small-Cap 600 Growth |
-3.52 | -1.68 | +1.79 | +48.48 | +9.83 | +14.68 | +16.08 | +11.83 | +10.02 |
|
IEI iShares 3-7 Year Treasury Bond |
-0.82 | -0.10 | +0.57 | -1.82 | +4.52 | +2.09 | +2.02 | +3.87 | +4.74 |
|
LQD iShares Investment Grade Corporate Bond |
-1.51 | -0.45 | +3.45 | +1.11 | +8.18 | +4.75 | +5.18 | +5.62 | +6.06 |
|
MBB iShares MBS |
-0.35 | +0.15 | +0.41 | -0.52 | +3.83 | +2.06 | +2.22 | +3.44 | +4.28 |
|
HYG iShares iBoxx $ High Yield Corporate Bond |
-0.37 | +0.34 | +2.36 | +8.92 | +5.46 | +5.16 | +6.23 | +5.97 | +5.65 |
|
BIL SPDR Blmbg Barclays 1-3 Mth T-Bill |
+0.01 | -0.01 | -0.04 | -0.06 | +0.96 | +0.96 | +0.45 | +1.15 | +1.92 |
|
BNDX Vanguard Total International Bond |
-1.08 | -0.03 | +0.15 | -1.08 | +3.98 | +2.63 | +4.08 | +5.06 | +5.33 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the Merrill Lynch Edge Select Moderate Portfolio: Dividend Yield page.
Historical Returns
Merrill Lynch Edge Select Moderate Portfolio - Historical returns and stats.
| Period | Returns Sep 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-2.75%
|
-2.75%
Sep 2021 - Sep 2021
|
0 - 1 | |
|
3M
|
-0.92%
|
-2.75%
Sep 2021 - Sep 2021
|
2 - 1 | |
|
6M
|
+3.74%
|
-2.75%
Sep 2021 - Sep 2021
|
5 - 1 | |
|
YTD
|
+5.67%
|
-2.75%
Sep 2021 - Sep 2021
|
7 - 2 | |
|
1Y
|
+14.85%
|
7.72%
|
-2.75%
Sep 2021 - Sep 2021
|
9 - 3 |
|
3Y
|
+10.12%
annualized
|
10.32%
|
-10.96%
Feb 2020 - Mar 2020
|
26 - 10 |
|
5Y
|
+9.49%
annualized
|
8.39%
|
-10.96%
Feb 2020 - Mar 2020
|
43 - 17 |
|
10Y
|
+9.08%
annualized
|
7.66%
|
-10.96%
Feb 2020 - Mar 2020
|
83 - 37 |
|
20Y
|
+7.65%
annualized
|
8.52%
|
-29.57%
Nov 2007 - Feb 2009
|
159 - 81 |
|
25Y
|
+7.57%
annualized
|
8.74%
|
-29.57%
Nov 2007 - Feb 2009
|
195 - 105 |
|
MAX
01 Jan 1996
|
+7.60%
annualized
|
8.66%
|
-29.57%
Nov 2007 - Feb 2009
|
202 - 107 |
Best Classic Portfolios, with High Risk, ordered by 25 Years annualized return.
25 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Yale Endowment David Swensen |
+8.94% | -39.46% | 70 | 30 | 0 | Compare | |
| Simple Path to Wealth JL Collins |
+8.92% | -38.54% | 75 | 25 | 0 | Compare | |
| Talmud Portfolio Roger Gibson |
+8.85% | -40.18% | 66.67 | 33.33 | 0 | Compare | |
| Late Sixties and Beyond Burton Malkiel |
+8.64% | -41.80% | 71 | 29 | 0 | Compare | |
| Lazy Portfolio David Swensen |
+8.43% | -40.88% | 70 | 30 | 0 | Compare | |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Merrill Lynch Edge Select Moderate Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+7.98% |
+36.29% Mar 2009 - Feb 2010 |
-25.06% Mar 2008 - Feb 2009 |
18.79% |
| 2 Years |
+7.40% |
+25.19% Mar 2009 - Feb 2011 |
-11.86% Mar 2007 - Feb 2009 |
12.94% |
| 3 Years |
+7.08% |
+18.22% Mar 2009 - Feb 2012 |
-5.06% Mar 2006 - Feb 2009 |
8.03% |
| 5 Years |
+6.74% |
+14.61% Mar 2009 - Feb 2014 |
+0.08% Mar 2004 - Feb 2009 |
0.00% |
| 7 Years |
+6.76% |
+10.43% Mar 2009 - Feb 2016 |
+2.57% Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
+6.84% |
+9.97% Mar 2009 - Feb 2019 |
+2.74% Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
+6.81% |
+8.31% Feb 2003 - Jan 2018 |
+5.55% Feb 2001 - Jan 2016 |
0.00% |
| 20 Years |
+6.66% |
+7.65% Oct 2001 - Sep 2021 |
+5.44% Apr 2000 - Mar 2020 |
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 and Yearly/Monthly Returns
Merrill Lynch Edge Select Moderate Portfolio Seasonality: in which months is it better to invest?
In the table below, the average monthly return is represented.
Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).
Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Win % |
0.41 62% |
0.19 54% |
0.58 73% |
1.64 77% |
0.25 62% |
0.49 65% |
0.77 62% |
-0.01 62% |
0.15 58% |
0.77 64% |
1.30 72% |
1.23 76% |
| Best Year |
5.4 2019 |
4.0 1998 |
5.2 2009 |
6.9 2009 |
4.9 2009 |
4.4 2019 |
6.0 2009 |
3.1 2020 |
5.3 2010 |
6.5 2011 |
6.8 2020 |
5.1 2008 |
| Worst Year |
-5.4 2009 |
-6.0 2009 |
-7.9 2020 |
-2.8 2004 |
-4.7 2010 |
-4.4 2008 |
-3.8 2002 |
-7.8 1998 |
-7.0 2008 |
-10.0 2008 |
-3.2 2000 |
-3.5 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns of Merrill Lynch Edge Select Moderate Portfolio
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+5.67% | -0.1 | 0.8 | 1.2 | 2.5 | 0.8 | 1.3 | 0.5 | 1.3 | -2.8 | |||
| 2020 |
+13.88% | 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% | 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% | 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% | 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% | -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% | 0.1 | 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% | -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% | 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% | 3.8 | 2.7 | 0.6 | -0.2 | -4.2 | 2.7 | 1.1 | 1.5 | 1.8 | -0.5 | 0.7 | 1.4 |
| 2011 |
+1.36% | 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% | -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% | -5.4 | -6.0 | 5.2 | 6.9 | 4.9 | 0.3 | 6.0 | 1.7 | 3.6 | -1.5 | 3.9 | 1.0 |
| 2008 |
-18.62% | -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% | 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% | 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% | -0.8 | 1.6 | -1.9 | -0.6 | 2.2 | 1.0 | 1.9 | 0.6 | 0.9 | -1.9 | 2.3 | 1.4 |
| 2004 |
+10.27% | 1.5 | 1.5 | 0.1 | -2.8 | 0.4 | 1.4 | -1.6 | 1.3 | 1.4 | 1.6 | 2.7 | 2.5 |
| 2003 |
+21.24% | -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% | -0.5 | -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% | 2.8 | -4.3 | -3.5 | 3.7 | 0.2 | -1.1 | 0.3 | -1.7 | -4.2 | 2.4 | 2.5 | 0.5 |
| 2000 |
-1.46% | -3.0 | 1.1 | 3.7 | -2.4 | -1.5 | 3.1 | -1.1 | 3.1 | -2.5 | -0.7 | -3.2 | 2.1 |
| 1999 |
+14.10% | 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% | 1.1 | 4.0 | 2.6 | 0.6 | -1.3 | 1.4 | -0.2 | -7.8 | 3.6 | 4.2 | 3.4 | 2.9 |
| 1997 |
+14.53% | 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% | 1.9 | -0.3 | 0.3 | 1.1 | 0.8 | 0.6 | -2.5 | 1.0 | 3.2 | 1.5 | 4.1 | -1.2 |
* 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:
- 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