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 8.94% compound annual return, with a 9.36% standard deviation (Last Update: October 2019).

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 % 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 % IJS iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
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

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 Moderately Aggressive Portfolio - Historical returns and stats:

Swipe left to see all data
Range Returns
Oct 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+2.01%
0.00%
1 - 0
YTD
+16.98%
-4.17%
May 2019 - May 2019
8 - 2
1Y
+12.84%
10.74%
-4.86%
Dec 2018 - Dec 2018
9 - 3
3Y
+9.92%
annualized
8.22%
-9.19%
Sep 2018 - Dec 2018
27 - 9
5Y
+6.89%
annualized
8.39%
-9.19%
Sep 2018 - Dec 2018
40 - 20
10Y
+8.94%
annualized
9.36%
-13.40%
May 2011 - Sep 2011
80 - 40
MAX
Dec 2007
+6.37%
annualized
11.49%
-35.79%
Jan 2008 - Feb 2009
89 - 53

* Annualized St.Dev. of monthly returns

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Simple Path to Wealth
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+11.25% 2 75 25 0
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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 Moderately Aggressive Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+8.06% +44.77%
Mar 2009 - Feb 2010
-32.35%
Mar 2008 - Feb 2009
17.56%
2 Years
+8.88% +30.54%
Mar 2009 - Feb 2011
-3.52%
Jun 2008 - May 2010
4.20%
3 Years
+8.77% +21.11%
Mar 2009 - Feb 2012
+2.01%
Jan 2008 - Dec 2010
0.00%
5 Years
+8.66% +17.04%
Mar 2009 - Feb 2014
+3.67%
Jan 2008 - Dec 2012
0.00%
7 Years
+8.61% +11.94%
Mar 2009 - Feb 2016
+5.87%
Jan 2008 - Dec 2014
0.00%
10 Years
+8.72% +11.59%
Mar 2009 - Feb 2019
+6.52%
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
2019
+16.98% 6.4 1.8 1.6 2.7 -4.2 5.1 0.4 -0.8 1.2 2.0
2018
-5.65% 3.8 -3.2 -0.9 -0.2 1.1 -0.3 2.4 1.2 -0.0 -5.8 1.4 -4.9
2017
+18.19% 2.1 2.3 0.9 1.3 1.5 0.4 2.1 0.7 1.2 1.6 1.4 1.3
2016
+8.27% -3.6 -0.2 5.8 0.8 0.4 0.9 3.1 0.3 0.6 -1.5 0.5 1.3
2015
-1.38% -0.6 3.7 -1.4 2.1 0.0 -1.7 0.7 -4.9 -2.0 5.2 -0.3 -1.8
2014
+6.58% -2.6 3.6 0.3 0.6 2.0 1.6 -1.1 2.7 -2.5 1.8 1.2 -1.1
2013
+16.79% 2.6 0.3 1.9 1.9 -0.4 -2.2 3.7 -2.0 3.9 3.3 1.4 1.5
2012
+13.60% 4.6 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 -0.8 -4.5 -6.7 8.2 -1.0 0.3
2010
+13.30% -2.8 2.0 4.5 1.0 -6.1 -2.2 6.0 -2.5 6.9 2.9 -0.9 4.7
2009
+26.92% -6.6 -6.9 6.3 8.8 6.5 -0.1 7.0 2.0 4.2 -1.8 4.6 1.6
2008
-26.17% -4.3 -0.8 -0.5 3.8 0.9 -5.7 -1.2 -0.5 -8.2 -13.1 -3.7 4.7

* 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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