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:

53% Stocks
47% Fixed Income
0% Commodities

The Merrill Lynch Edge Select Moderate Portfolio can be replicated with the following ETFs:

Weight ETF: Ticker - 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

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: June 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 2011, now would be worth 1783.54$, with a total return of 78.35% (7.04% annualized).

Capital Growth:

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

Swipe left to see all data
Range Returns
Jun 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+4.37%
0.00%
1 - 0
YTD
+12.31%
-2.98%
May 2019 - May 2019
5 - 1
1Y
+7.51%
10.08%
-7.12%
Sep 2018 - Dec 2018
8 - 4
3Y
+8.19%
annualized
6.70%
-7.12%
Sep 2018 - Dec 2018
26 - 10
5Y
+5.78%
annualized
6.82%
-7.12%
Sep 2018 - Dec 2018
39 - 21
MAX
Dec 2010
+7.04%
annualized
7.04%
-9.45%
May 2011 - Sep 2011
68 - 34

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

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

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Return (*)
Rolling Period Average Best Worst
1 Year
+7.04% +16.95%
Oct 2011 - Sep 2012
-6.05%
Mar 2015 - Feb 2016
2 Years
+7.32% +13.89%
Feb 2016 - Jan 2018
+0.78%
Mar 2014 - Feb 2016
3 Years
+7.08% +11.80%
Oct 2011 - Sep 2014
+4.20%
Dec 2013 - Nov 2016
5 Years
+6.75% +8.76%
Oct 2011 - Sep 2016
+4.42%
Jan 2014 - Dec 2018
7 Years
+7.18% +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

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
+12.31% 5.3 1.5 1.7 2.1 -3.0 4.4
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