Last Update: 31 January 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 8% compound annual return, with a 7.28% standard deviation.
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 |
Historical Returns
Merrill Lynch Edge Select Moderate Portfolio - Historical returns and stats.
Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).
| Period | Returns Jan 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+0.09%
|
0.00%
|
1 - 0 | |
|
3M
|
+3.82%
|
0.00%
|
3 - 0 | |
|
6M
|
+6.22%
|
-0.19%
Aug 2019 - Aug 2019
|
5 - 1 | |
|
YTD
|
+0.09%
|
0.00%
|
1 - 0 | |
|
1Y
|
+13.45%
|
5.87%
|
-3.06%
May 2019 - May 2019
|
10 - 2 |
|
3Y
|
+8.90%
annualized
|
6.62%
|
-7.18%
Sep 2018 - Dec 2018
|
27 - 9 |
|
5Y
|
+6.87%
annualized
|
6.68%
|
-7.18%
Sep 2018 - Dec 2018
|
40 - 20 |
|
10Y
|
+8.00%
annualized
|
7.28%
|
-9.66%
May 2011 - Sep 2011
|
80 - 40 |
|
MAX
01 Jan 2008
|
+6.31%
annualized
|
9.07%
|
-27.61%
Jan 2008 - Feb 2009
|
92 - 53 |
* 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 |
+11.40% | 2 | 75 | 25 | 0 | |
| Talmud Portfolio Roger Gibson |
+10.25% | 3 | 66.67 | 33.33 | 0 | |
| Stocks/Bonds 60/40 |
+9.90% | 2 | 60 | 40 | 0 | |
| Yale Endowment David Swensen |
+9.79% | 6 | 70 | 30 | 0 | |
| Edge Select Moderately Aggressive Merrill Lynch |
+9.02% | 12 | 69 | 31 | 0 |
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 |
+7.44% |
+36.29% Mar 2009 - Feb 2010 |
-25.06% Mar 2008 - Feb 2009 |
16.42% |
| 2 Years |
+7.85% |
+25.19% Mar 2009 - Feb 2011 |
-0.57% Jun 2008 - May 2010 |
2.46% |
| 3 Years |
+7.83% |
+18.22% Mar 2009 - Feb 2012 |
+3.43% Jan 2008 - Dec 2010 |
0.00% |
| 5 Years |
+7.62% |
+14.61% Mar 2009 - Feb 2014 |
+4.37% Jan 2014 - Dec 2018 |
0.00% |
| 7 Years |
+7.62% |
+10.43% Mar 2009 - Feb 2016 |
+5.98% Jan 2008 - Dec 2014 |
0.00% |
| 10 Years |
+7.80% |
+9.97% Mar 2009 - Feb 2019 |
+6.26% Jan 2008 - Dec 2017 |
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 |
+0.09% | 0.1 | |||||||||||
| 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