Last Update: 30 September 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 7.59% compound annual return, with a 7.71% 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 | -1.81 | +5.00 | +17.59 | +10.46 | +7.35 | +8.55 | +7.59 |
| Components | |||||||
| VUG - Vanguard Growth | -4.72 | +12.83 | +45.83 | +38.15 | +20.99 | +19.22 | +16.72 |
| VEU - Vanguard FTSE All-World ex-US | -1.68 | +6.69 | +24.48 | +3.78 | +1.42 | +6.45 | +4.26 |
| VTV - Vanguard Value | -2.22 | +5.67 | +19.09 | -3.46 | +4.35 | +9.25 | +10.79 |
| EEM - iShares MSCI Emerging Markets | -1.01 | +10.25 | +29.94 | +10.81 | +1.84 | +8.47 | +1.94 |
| IJS - iShares S&P Small-Cap 600 Value | -5.18 | +2.19 | +23.62 | -16.76 | -4.57 | +4.83 | +8.70 |
| IJT - iShares S&P Small-Cap 600 Growth | -4.14 | +4.15 | +28.51 | -0.12 | +3.32 | +9.06 | +12.03 |
| IEI - iShares 3-7 Year Treasury Bond | +0.08 | +0.19 | +0.75 | +6.89 | +4.51 | +3.06 | +2.68 |
| LQD - iShares Investment Grade Corporate Bond | -0.44 | +0.82 | +10.61 | +8.89 | +7.07 | +6.48 | +5.48 |
| MBB - iShares MBS | -0.08 | +0.26 | +1.09 | +4.35 | +3.62 | +2.83 | +2.78 |
| HYG - iShares iBoxx $ High Yield Corporate Bond | -0.93 | +4.05 | +11.72 | +1.20 | +3.33 | +5.55 | +5.29 |
| BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill | -0.02 | -0.01 | -0.05 | +0.78 | +1.45 | +0.98 | +0.46 |
| BNDX - Vanguard Total International Bond | +0.86 | +1.04 | +3.95 | +2.21 | +5.10 | +4.36 | +4.58 |
- 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 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-1.81%
|
-1.81%
Sep 2020 - Sep 2020
|
0 - 1 | |
|
3M
|
+5.00%
|
-1.81%
Sep 2020 - Sep 2020
|
2 - 1 | |
|
6M
|
+17.59%
|
-1.81%
Sep 2020 - Sep 2020
|
5 - 1 | |
|
YTD
|
+4.79%
|
-10.96%
Feb 2020 - Mar 2020
|
6 - 3 | |
|
1Y
|
+10.46%
|
12.46%
|
-10.96%
Feb 2020 - Mar 2020
|
9 - 3 |
|
3Y
|
+7.35%
annualized
|
9.65%
|
-10.96%
Feb 2020 - Mar 2020
|
24 - 12 |
|
5Y
|
+8.55%
annualized
|
8.23%
|
-10.96%
Feb 2020 - Mar 2020
|
42 - 18 |
|
10Y
|
+7.59%
annualized
|
7.71%
|
-10.96%
Feb 2020 - Mar 2020
|
80 - 40 |
|
MAX
01 Jan 2008
|
+6.35%
annualized
|
9.48%
|
-27.61%
Jan 2008 - Feb 2009
|
97 - 56 |
* Annualized St.Dev. of monthly returns
Best High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|
| Simple Path to Wealth JL Collins |
+11.10% | 75 | 25 | 0 | Compare | |
| Stocks/Bonds 60/40 |
+9.63% | 60 | 40 | 0 | Compare | |
| Talmud Portfolio Roger Gibson |
+8.72% | 66.67 | 33.33 | 0 | Compare | |
| Yale Endowment David Swensen |
+8.64% | 70 | 30 | 0 | Compare | |
| Edge Select Moderately Aggressive Merrill Lynch |
+8.61% | 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 |
+7.42% |
+36.29% Mar 2009 - Feb 2010 |
-25.06% Mar 2008 - Feb 2009 |
16.20% |
| 2 Years |
+7.74% |
+25.19% Mar 2009 - Feb 2011 |
-0.57% Jun 2008 - May 2010 |
2.31% |
| 3 Years |
+7.75% |
+18.22% Mar 2009 - Feb 2012 |
+3.43% Jan 2008 - Dec 2010 |
0.00% |
| 5 Years |
+7.52% |
+14.61% Mar 2009 - Feb 2014 |
+4.07% Apr 2015 - Mar 2020 |
0.00% |
| 7 Years |
+7.52% |
+10.43% Mar 2009 - Feb 2016 |
+5.28% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+7.73% |
+9.97% Mar 2009 - Feb 2019 |
+6.21% Apr 2010 - Mar 2020 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Seasonality and Yearly/Monthly Returns
Merrill Lynch Edge Select Moderate Portfolio Seasonality
| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | 0.2 | 0.2 | 0.7 | 2.1 | 0.0 | 0.1 | 1.8 | 0.0 | -0.1 | 0.2 | 0.5 | 0.9 |
| Best |
5.4 2019 |
2.9 2014 |
5.2 2009 |
6.9 2009 |
4.9 2009 |
4.4 2019 |
6.0 2009 |
3.1 2020 |
5.3 2010 |
6.5 2011 |
3.9 2009 |
5.1 2008 |
| Worst |
-5.4 2009 |
-6.0 2009 |
-7.9 2020 |
-0.3 2018 |
-4.7 2010 |
-4.4 2008 |
-1.0 2014 |
-3.8 2015 |
-7.0 2008 |
-10.0 2008 |
-1.9 2008 |
-3.5 2018 |
| Gain Frequency |
62 | 62 | 69 | 85 | 54 | 54 | 77 | 54 | 54 | 58 | 58 | 75 |
Detail of Monthly Returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
+4.79% | 0.1 | -3.3 | -7.9 | 6.4 | 3.1 | 2.1 | 3.7 | 3.1 | -1.8 | |||
| 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 |
* 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