The Merrill Lynch Edge Select Moderate Portfolio is exposed for 53% on the Stock Market.
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:
Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).
Last Update: April 2019.
Capital Growth and Historical Returns
An investment of 1000$, since January 2011, now would be worth 1761.31$, with a total return of 76.13% (7.03% annualized).
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
| Range | Returns Apr 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+2.10%
|
0.00%
|
1 - 0 | |
|
YTD
|
+10.91%
|
0.00%
|
4 - 0 | |
|
1Y
|
+7.06%
|
8.69%
|
-7.12%
Sep 2018 - Dec 2018
|
8 - 4 |
|
3Y
|
+8.25%
annualized
|
6.00%
|
-7.12%
Sep 2018 - Dec 2018
|
27 - 9 |
|
5Y
|
+6.17%
annualized
|
6.45%
|
-7.12%
Sep 2018 - Dec 2018
|
40 - 20 |
|
MAX
Dec 2010
|
+7.03%
annualized
|
6.88%
|
-9.45%
May 2011 - Sep 2011
|
67 - 33 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns
Merrill Lynch Edge Select Moderate Portfolio: annualized rolling and average returns
| Return (*) | |||
|---|---|---|---|
| Rolling Period | Average | Best | Worst |
| 1 Year |
+7.08% |
+16.95% Oct 2011 - Sep 2012 |
-6.05% Mar 2015 - Feb 2016 |
| 2 Years |
+7.36% |
+13.89% Feb 2016 - Jan 2018 |
+0.78% Mar 2014 - Feb 2016 |
| 3 Years |
+7.06% |
+11.80% Oct 2011 - Sep 2014 |
+4.20% Dec 2013 - Nov 2016 |
| 5 Years |
+6.82% |
+8.76% Oct 2011 - Sep 2016 |
+4.42% Jan 2014 - Dec 2018 |
| 7 Years |
+7.15% |
+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 |
+10.91% | 5.3 | 1.5 | 1.7 | 2.1 | ||||||||
| 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 |