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 7.94% compound annual return, with a 7.36% standard deviation (Last Update: October 2019).

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 % VWO Vanguard FTSE 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

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

Historical Returns

Merrill Lynch Edge Select Moderate Portfolio - Historical returns and stats:

Swipe left to see all data
Range Returns
Oct 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+1.62%
0.00%
1 - 0
YTD
+15.26%
-3.01%
May 2019 - May 2019
8 - 2
1Y
+12.53%
8.37%
-3.47%
Dec 2018 - Dec 2018
9 - 3
3Y
+8.51%
annualized
6.54%
-7.16%
Sep 2018 - Dec 2018
26 - 10
5Y
+6.13%
annualized
6.64%
-7.16%
Sep 2018 - Dec 2018
40 - 20
10Y
+7.94%
annualized
7.36%
-9.66%
May 2011 - Sep 2011
80 - 40
MAX
Dec 2007
+6.14%
annualized
9.13%
-27.63%
Jan 2008 - Feb 2009
90 - 52

* Annualized St.Dev. of monthly returns

Best High Risk Porftolios, ordered by 10Y annualized return.

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Simple Path to Wealth
JL Collins
+11.25% 2 75 25 0
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+10.47% 3 66.67 33.33 0
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+9.84% 6 70 30 0
Stocks/Bonds 60/40
+9.77% 2 60 40 0
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+9.04% 11 70 30 0

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Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

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

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.29% +36.48%
Mar 2009 - Feb 2010
-25.09%
Mar 2008 - Feb 2009
16.79%
2 Years
+7.93% +25.33%
Mar 2009 - Feb 2011
-0.51%
Jan 2008 - Dec 2009
2.52%
3 Years
+7.82% +18.31%
Mar 2009 - Feb 2012
+3.51%
Jan 2008 - Dec 2010
0.00%
5 Years
+7.69% +14.65%
Mar 2009 - Feb 2014
+4.38%
Jan 2014 - Dec 2018
0.00%
7 Years
+7.66% +10.48%
Mar 2009 - Feb 2016
+6.03%
Jan 2008 - Dec 2014
0.00%
10 Years
+7.83% +9.99%
Mar 2009 - Feb 2019
+6.27%
Jan 2008 - Dec 2017
0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
+15.26% 5.3 1.5 1.6 2.1 -3.0 4.4 0.4 -0.2 0.8 1.6
2018
-4.45% 2.7 -2.7 -0.6 -0.3 1.1 -0.2 1.9 1.1 -0.1 -4.8 1.1 -3.5
2017
+14.71% 1.6 2.0 0.7 1.2 1.3 0.3 1.7 0.6 1.0 1.3 1.1 1.1
2016
+7.37% -2.5 0.0 4.8 0.7 0.3 1.1 2.5 0.2 0.5 -1.4 -0.0 1.1
2015
-1.00% 0.1 2.7 -1.0 1.4 -0.0 -1.6 0.7 -3.9 -1.3 4.0 -0.3 -1.6
2014
+6.35% -1.7 2.9 0.2 0.6 1.8 1.3 -1.0 2.4 -2.1 1.7 1.1 -0.8
2013
+12.83% 1.9 0.4 1.5 1.7 -0.7 -2.1 3.1 -1.8 3.3 2.8 1.1 1.1
2012
+11.74% 3.8 2.7 0.6 -0.2 -4.2 2.7 1.2 1.5 1.8 -0.6 0.7 1.4
2011
+1.36% 0.8 1.7 0.3 2.7 -0.4 -1.0 -0.3 -3.3 -5.1 6.5 -1.0 0.7
2010
+12.03% -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
+21.89% -5.3 -5.8 5.0 7.0 5.1 0.2 6.0 1.8 3.6 -1.4 3.9 1.0
2008
-18.80% -2.8 -0.6 -0.3 2.8 0.4 -4.5 -0.7 -0.1 -7.0 -10.1 -1.8 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

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