Last Update: 31 March 2020

The Merrill Lynch Edge Select Moderately Aggressive Portfolio is exposed for 69% 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 6.71% compound annual return, with a 9.90% standard deviation.

Asset Allocation and ETFs

The Merrill Lynch Edge Select Moderately Aggressive Portfolio has the following asset allocation:

69% Stocks
31% Fixed Income
0% Commodities

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

Weight Ticker ETF Name Investment Themes
25.00 % VUG Vanguard Growth Equity, U.S., Large Cap, Growth
17.00 % VEU Vanguard FTSE All-World ex-US Equity, Global ex-US, Large Cap
16.00 % VTV Vanguard Value Equity, U.S., Large Cap, Value
7.00 % 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
9.00 % IEI iShares 3-7 Year Treasury Bond Bond, U.S., Intermediate-Term
9.00 % LQD iShares Investment Grade Corporate Bond Bond, U.S., All-Term
7.00 % MBB iShares MBS Bond, U.S., Long-Term
3.00 % 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
1.00 % BNDX Vanguard Total International Bond Bond, Developed Markets, All-Term

Portfolio and ETF Returns

The Merrill Lynch Edge Select Moderately Aggressive Portfolio guaranteed the following returns.

Portfolio returns are calculated assuming a rebalancing of the components at the beginning of each year (i.e. at every January 1st).

MERRILL LYNCH EDGE SELECT MODERATELY AGGRESSIVE PORTFOLIO RETURNS (%)
Last Update: 31 March 2020
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Merrill Lynch Edge Select Moderately Aggressive Portfolio -9.85 -14.29 -8.45 -4.67 +3.58 +4.23 +6.71
Components
VUG - Vanguard Growth -10.61 -13.77 -5.27 +1.19 +10.06 +9.76 +12.36
VEU - Vanguard FTSE All-World ex-US -15.13 -23.43 -16.63 -15.52 -2.08 -0.48 +2.22
VTV - Vanguard Value -14.87 -25.07 -18.93 -14.90 +0.37 +3.95 +8.62
EEM - iShares MSCI Emerging Markets -15.77 -23.94 -14.72 -18.18 -2.42 -1.00 -0.03
IJS - iShares S&P Small-Cap 600 Value -25.76 -37.50 -32.67 -30.94 -8.87 -1.90 +6.15
IJT - iShares S&P Small-Cap 600 Growth -20.13 -28.48 -22.28 -21.93 -2.52 +2.18 +9.50
IEI - iShares 3-7 Year Treasury Bond +2.49 +6.35 +6.10 +10.36 +4.64 +3.12 +3.36
LQD - iShares Investment Grade Corporate Bond -6.31 -2.97 -1.56 +7.25 +5.05 +3.72 +5.38
MBB - iShares MBS +1.07 +2.66 +3.22 +6.67 +3.85 +2.68 +3.04
HYG - iShares iBoxx $ High Yield Corporate Bond -10.03 -11.61 -9.41 -6.26 +0.81 +2.05 +4.74
BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill +0.20 +0.44 +0.83 +1.94 +1.61 +0.98 +0.46
BNDX - Vanguard Total International Bond -2.91 -0.41 -1.68 +4.30 +4.23 +3.23 +4.92
(*) annualized

Historical Returns

Merrill Lynch Edge Select Moderately Aggressive 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).

MERRILL LYNCH EDGE SELECT MODERATELY AGGRESSIVE PORTFOLIO
Last Update: 31 March 2020
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Period Returns
Mar 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-9.85%
-9.85%
Mar 2020 - Mar 2020
0 - 1
3M
-14.29%
-14.28%
Jan 2020 - Mar 2020
0 - 3
6M
-8.45%
-14.28%
Jan 2020 - Mar 2020
3 - 3
YTD
-14.29%
-14.28%
Jan 2020 - Mar 2020
0 - 3
1Y
-4.67%
13.64%
-14.28%
Jan 2020 - Mar 2020
7 - 5
3Y
+3.58%
annualized
10.69%
-14.28%
Jan 2020 - Mar 2020
25 - 11
5Y
+4.23%
annualized
9.78%
-14.28%
Jan 2020 - Mar 2020
41 - 19
10Y
+6.71%
annualized
9.90%
-14.28%
Jan 2020 - Mar 2020
79 - 41
MAX
01 Jan 2008
+5.18%
annualized
11.82%
-35.77%
Jan 2008 - Feb 2009
92 - 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
+8.75% 2 75 25 0
Stocks/Bonds 60/40
+7.84% 2 60 40 0
Talmud Portfolio
Roger Gibson
+7.56% 3 66.67 33.33 0
Yale Endowment
David Swensen
+7.51% 6 70 30 0
Golden Butterfly
+6.89% 5 40 40 20

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

Merrill Lynch Edge Select Moderately Aggressive Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+8.11% +44.52%
Mar 2009 - Feb 2010
-32.30%
Mar 2008 - Feb 2009
17.65%
2 Years
+8.67% +30.35%
Mar 2009 - Feb 2011
-3.63%
Jun 2008 - May 2010
5.65%
3 Years
+8.72% +21.00%
Mar 2009 - Feb 2012
+1.93%
Jan 2008 - Dec 2010
0.00%
5 Years
+8.50% +16.99%
Mar 2009 - Feb 2014
+3.62%
Jan 2008 - Dec 2012
0.00%
7 Years
+8.51% +11.86%
Mar 2009 - Feb 2016
+5.78%
Apr 2013 - Mar 2020
0.00%
10 Years
+8.61% +11.56%
Mar 2009 - Feb 2019
+6.50%
Jan 2008 - Dec 2017
0.00%

* 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
2020
-14.29% -0.3 -4.6 -9.9
2019
+22.30% 6.4 1.8 1.6 2.7 -4.2 5.2 0.4 -0.9 1.2 2.0 2.0 2.7
2018
-5.68% 3.8 -3.3 -0.9 -0.2 1.1 -0.3 2.4 1.3 0.0 -5.9 1.4 -4.9
2017
+18.60% 2.2 2.3 1.0 1.3 1.6 0.4 2.2 0.6 1.3 1.7 1.4 1.3
2016
+8.18% -3.6 -0.3 5.9 0.7 0.4 0.8 3.1 0.3 0.6 -1.6 0.5 1.3
2015
-1.40% -0.6 3.7 -1.4 2.0 0.0 -1.8 0.7 -4.8 -2.0 5.3 -0.3 -1.9
2014
+6.31% -2.7 3.6 0.3 0.6 2.0 1.6 -1.1 2.7 -2.5 1.8 1.2 -1.0
2013
+16.88% 2.6 0.3 1.9 1.8 -0.4 -2.2 3.8 -2.0 3.9 3.2 1.5 1.5
2012
+13.59% 4.7 3.4 0.9 -0.5 -5.5 3.3 1.0 1.8 2.2 -0.8 0.9 1.8
2011
-0.71% 0.9 2.1 0.5 3.0 -0.9 -1.1 -0.9 -4.5 -6.6 8.2 -1.0 0.3
2010
+13.09% -2.9 2.0 4.5 1.0 -6.2 -2.2 6.1 -2.5 6.9 2.8 -0.9 4.6
2009
+26.40% -6.7 -7.1 6.5 8.6 6.3 0.0 7.0 2.0 4.2 -1.9 4.6 1.6
2008
-25.92% -4.3 -0.9 -0.5 3.8 1.0 -5.7 -1.2 -0.4 -8.1 -13.0 -3.7 4.8

* 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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