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:

53% Stocks
47% Fixed Income
0% Commodities

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
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

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

MERRILL LYNCH EDGE SELECT MODERATE PORTFOLIO RETURNS (%)
Last Update: 30 September 2021
Swipe left to see all data
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
(*) annualized
Portfolio returns are calculated assuming:
  • 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.

MERRILL LYNCH EDGE SELECT MODERATE PORTFOLIO
Last Update: 30 September 2021
Swipe left to see all data
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
* Annualized St.Dev. of monthly returns

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

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

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

Swipe left to see all data
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.

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
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
Statistics calculated for the period Jan 1996 - Sep 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of Merrill Lynch Edge Select Moderate Portfolio

Swipe left to see all data
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
Share this page