Last Update: 31 May 2020
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 7.6% compound annual return, with a 7.87% standard deviation.
In 2019, the portfolio granted a 2.80% 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(*) | |
|---|---|---|---|---|---|---|---|
| Merrill Lynch Edge Select Moderate Portfolio | +3.06 | +0.97 | -0.17 | +8.66 | +6.18 | +5.73 | +7.60 |
| Components | |||||||
| VUG - Vanguard Growth | +7.06 | +10.14 | +9.40 | +27.13 | +16.02 | +13.47 | +15.55 |
| VEU - Vanguard FTSE All-World ex-US | +4.68 | -5.11 | -10.83 | -2.79 | -0.08 | +1.04 | +4.75 |
| VTV - Vanguard Value | +2.88 | -3.08 | -12.43 | +0.08 | +4.80 | +6.16 | +10.74 |
| EEM - iShares MSCI Emerging Markets | +2.97 | -6.89 | -9.43 | -4.64 | -0.61 | +0.51 | +2.00 |
| IJS - iShares S&P Small-Cap 600 Value | +2.55 | -13.30 | -24.94 | -14.11 | -3.46 | +1.41 | +8.08 |
| IJT - iShares S&P Small-Cap 600 Growth | +5.77 | -5.08 | -12.43 | -3.00 | +3.53 | +5.93 | +11.53 |
| IEI - iShares 3-7 Year Treasury Bond | +0.32 | +2.94 | +6.65 | +8.94 | +4.41 | +3.25 | +3.15 |
| LQD - iShares Investment Grade Corporate Bond | +2.46 | +0.65 | +4.79 | +12.85 | +6.70 | +5.71 | +6.08 |
| MBB - iShares MBS | +0.18 | +2.07 | +3.90 | +6.54 | +3.79 | +2.91 | +2.95 |
| HYG - iShares iBoxx $ High Yield Corporate Bond | +2.95 | -2.84 | -2.71 | +2.22 | +2.79 | +3.38 | +5.85 |
| BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill | -0.02 | +0.17 | +0.52 | +1.49 | +1.57 | +0.98 | +0.46 |
| BNDX - Vanguard Total International Bond | +0.41 | -0.65 | +1.59 | +5.21 | +4.60 | +4.03 | +4.92 |
- 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 May 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+3.06%
|
0.00%
|
1 - 0 | |
|
3M
|
+0.97%
|
-7.93%
Mar 2020 - Mar 2020
|
2 - 1 | |
|
6M
|
-0.17%
|
-10.96%
Feb 2020 - Mar 2020
|
4 - 2 | |
|
YTD
|
-2.27%
|
-10.96%
Feb 2020 - Mar 2020
|
3 - 2 | |
|
1Y
|
+8.66%
|
12.13%
|
-10.96%
Feb 2020 - Mar 2020
|
9 - 3 |
|
3Y
|
+6.18%
annualized
|
9.25%
|
-10.96%
Feb 2020 - Mar 2020
|
25 - 11 |
|
5Y
|
+5.73%
annualized
|
8.28%
|
-10.96%
Feb 2020 - Mar 2020
|
40 - 20 |
|
10Y
|
+7.60%
annualized
|
7.87%
|
-10.96%
Feb 2020 - Mar 2020
|
79 - 41 |
|
MAX
01 Jan 2008
|
+5.93%
annualized
|
9.50%
|
-27.61%
Jan 2008 - Feb 2009
|
94 - 55 |
* Annualized St.Dev. of monthly returns
Best High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | #ETF | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|---|
| Simple Path to Wealth JL Collins |
+10.68% | 2 | 75 | 25 | 0 | Compare | |
| Stocks/Bonds 60/40 |
+9.37% | 2 | 60 | 40 | 0 | Compare | |
| Yale Endowment David Swensen |
+8.78% | 6 | 70 | 30 | 0 | Compare | |
| Talmud Portfolio Roger Gibson |
+8.72% | 3 | 66.67 | 33.33 | 0 | Compare | |
| Edge Select Moderately Aggressive Merrill Lynch |
+8.50% | 12 | 69 | 31 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns
Merrill Lynch Edge Select Moderate Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+7.34% |
+36.29% Mar 2009 - Feb 2010 |
-25.06% Mar 2008 - Feb 2009 |
16.67% |
| 2 Years |
+7.74% |
+25.19% Mar 2009 - Feb 2011 |
-0.57% Jun 2008 - May 2010 |
2.38% |
| 3 Years |
+7.76% |
+18.22% Mar 2009 - Feb 2012 |
+3.43% Jan 2008 - Dec 2010 |
0.00% |
| 5 Years |
+7.51% |
+14.61% Mar 2009 - Feb 2014 |
+4.07% Apr 2015 - Mar 2020 |
0.00% |
| 7 Years |
+7.53% |
+10.43% Mar 2009 - Feb 2016 |
+5.28% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+7.70% |
+9.97% Mar 2009 - Feb 2019 |
+6.21% Apr 2010 - Mar 2020 |
0.00% |
* 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 |
| 2020 |
-2.27% | 0.1 | -3.3 | -7.9 | 6.4 | 3.1 | |||||||
| 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 |
* 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