The Merrill Lynch Edge Select Moderately Aggressive Portfolio is exposed for 69% on the Stock Market.

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 ETF: Ticker - 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
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 % VIOV -
Vanguard S&P Small-Cap 600 Value
Equity, U.S., Small Cap
9.00 % LQD -
iShares Investment Grade Corporate Bond
Bond, U.S., All-Term
9.00 % VGIT -
Vanguard Intermediate-Term Treasury
Bond, U.S., Intermediate-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

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

Last Update: June 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 2011, now would be worth 1906.91$, with a total return of 90.69% (7.89% annualized).

Capital Growth:

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

Swipe left to see all data
Range Returns
Jun 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+5.11%
0.00%
1 - 0
YTD
+13.86%
-4.15%
May 2019 - May 2019
5 - 1
1Y
+7.21%
12.61%
-9.19%
Sep 2018 - Dec 2018
8 - 4
3Y
+9.78%
annualized
8.36%
-9.19%
Sep 2018 - Dec 2018
27 - 9
5Y
+6.50%
annualized
8.56%
-9.19%
Sep 2018 - Dec 2018
39 - 21
MAX
Dec 2010
+7.89%
annualized
8.88%
-13.25%
May 2011 - Sep 2011
68 - 34

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

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

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Return (*)
Rolling Period Average Best Worst
1 Year
+8.14% +20.19%
Feb 2017 - Jan 2018
-8.03%
Mar 2015 - Feb 2016
2 Years
+8.58% +17.39%
Feb 2016 - Jan 2018
+0.16%
Mar 2014 - Feb 2016
3 Years
+8.23% +14.24%
Oct 2011 - Sep 2014
+4.43%
Jan 2014 - Dec 2016
5 Years
+7.81% +10.15%
Oct 2011 - Sep 2016
+4.91%
Jan 2014 - Dec 2018
7 Years
+8.35% +10.36%
Oct 2011 - Sep 2018
+7.47%
May 2011 - Apr 2018

* 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
+13.86% 6.4 1.8 1.7 2.6 -4.2 5.1
2018
-5.65% 3.8 -3.2 -0.9 -0.2 1.1 -0.3 2.4 1.2 -0.0 -5.9 1.4 -4.8
2017
+18.24% 2.1 2.4 0.9 1.3 1.5 0.4 2.1 0.7 1.2 1.6 1.4 1.3
2016
+8.21% -3.6 -0.2 5.8 0.8 0.4 0.9 3.1 0.3 0.6 -1.6 0.5 1.3
2015
-1.36% -0.5 3.7 -1.4 2.1 0.0 -1.8 0.7 -4.9 -2.0 5.2 -0.3 -1.8
2014
+6.70% -2.6 3.6 0.3 0.6 2.0 1.6 -1.1 2.8 -2.5 1.8 1.3 -1.1
2013
+16.72% 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
+13.62% 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
-0.60% 0.9 2.1 0.5 3.0 -0.9 -1.2 -0.8 -4.4 -6.6 8.1 -1.0 0.4