Data Source: from January 1994 to December 2021

Last Update: 31 December 2021

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 10.43% compound annual return, with a 9.39% standard deviation.

In the last 25 years, a 8.09% compound annual return, with a 11.12% 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
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

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

MERRILL LYNCH EDGE SELECT MODERATELY AGGRESSIVE PORTFOLIO RETURNS (%)
Last Update: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Merrill Lynch Edge Select Moderately Aggressive Portfolio +2.54 +4.89 +3.69 +12.88 +17.00 +12.37 +10.43 +8.26 +8.09
--- Inflation Adjusted return +2.06 +2.62 +0.28 +5.38 +13.01 +9.18 +8.14 +5.81 +5.67
Components
VUG
Vanguard Growth
+1.57 +10.75 +12.16 +27.34 +34.75 +24.75 +19.30 +10.83 +10.88
VEU
Vanguard FTSE All-World ex-US
+3.69 +1.96 -1.37 +8.28 +13.60 +9.89 +7.57 +6.87 +5.48
VTV
Vanguard Value
+6.95 +9.34 +8.31 +26.51 +17.58 +12.48 +13.74 +8.48 +8.66
EEM
iShares MSCI Emerging Markets
+1.53 -1.57 -10.09 -3.61 +10.06 +9.16 +4.73 +8.87 +5.94
IJS
iShares S&P Small-Cap 600 Value
+4.12 +4.30 +0.09 +30.53 +18.47 +10.04 +13.33 +9.82 +10.48
IJT
iShares S&P Small-Cap 600 Growth
+4.86 +6.91 +5.11 +22.37 +20.85 +14.08 +15.16 +11.20 +10.39
IEI
iShares 3-7 Year Treasury Bond
-0.40 -0.91 -1.01 -2.54 +3.28 +2.48 +1.84 +3.90 +4.58
LQD
iShares Investment Grade Corporate Bond
-0.03 +0.38 -0.08 -1.85 +8.53 +5.66 +4.94 +5.65 +5.93
MBB
iShares MBS
-0.13 -0.64 -0.49 -1.43 +2.89 +2.39 +2.06 +3.40 +4.13
HYG
iShares iBoxx $ High Yield Corporate Bond
+2.28 +0.77 +1.12 +3.75 +7.34 +5.14 +5.23 +5.81 +5.51
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
0.00 -0.03 -0.04 -0.10 +0.77 +0.95 +0.45 +1.12 +1.86
BNDX
Vanguard Total International Bond
-0.74 -0.14 -0.17 -2.28 +3.32 +3.03 +3.80 +4.96 +5.22
(*) annualized
Portfolio returns are calculated assuming:
  • a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
  • the reinvestment of dividends

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12% , 20Y: 2.31% , 25Y: 2.29%

In 2021, the portfolio granted a 1.82% dividend yield. If you are interested in getting periodic income, please refer to the Merrill Lynch Edge Select Moderately Aggressive Portfolio: Dividend Yield page.

Historical Returns

Historical returns and stats of Merrill Lynch Edge Select Moderately Aggressive Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

MERRILL LYNCH EDGE SELECT MODERATELY AGGRESSIVE PORTFOLIO
Last Update: 31 December 2021
Swipe left to see all data
Period Return
Dec 2021
update
Return
Inflation
Adjusted
Standard
Deviation(*)
Max
Drawdown
Months
Pos - Neg
1M
Dec 2021
+2.54%
+2.06%
0.00%
1 - 0
3M
+4.89%
+2.62%
-1.43%
Nov 2021 - Nov 2021
2 - 1
6M
+3.69%
+0.28%
-3.28%
Sep 2021 - Sep 2021
4 - 2
YTD
+12.88%
+5.38%
6.44%
-3.28%
Sep 2021 - Sep 2021
9 - 3
75% pos
1Y
+12.88%
+5.38%
6.44%
-3.28%
Sep 2021 - Sep 2021
9 - 3
75% pos
3Y
+17.00%
annualized
+13.01%
annualized
12.00%
-14.29%
Jan 2020 - Mar 2020
26 - 10
72% pos
5Y
+12.37%
annualized
+9.18%
annualized
10.59%
-14.29%
Jan 2020 - Mar 2020
44 - 16
73% pos
10Y
+10.43%
annualized
+8.14%
annualized
9.39%
-14.29%
Jan 2020 - Mar 2020
84 - 36
70% pos
20Y
+8.26%
annualized
+5.81%
annualized
10.82%
-38.23%
Nov 2007 - Feb 2009
156 - 84
65% pos
25Y
+8.09%
annualized
+5.67%
annualized
11.12%
-38.23%
Nov 2007 - Feb 2009
192 - 108
64% pos
MAX
01 Jan 1994
+8.48%
annualized
+5.99%
annualized
10.77%
-38.23%
Nov 2007 - Feb 2009
219 - 117
65% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the Merrill Lynch Edge Select Moderately Aggressive Portfolio actually efficient, compared to other Lazy Portfolios?

Best Classic Portfolios, with High Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Simple Path to Wealth
JL Collins
+8.96% -38.54% 75 25 0 Compare
Yale Endowment
David Swensen
+8.94% -39.46% 70 30 0 Compare
Talmud Portfolio
Roger Gibson
+8.80% -40.18% 66.67 33.33 0 Compare
Late Sixties and Beyond
Burton Malkiel
+8.63% -41.80% 71 29 0 Compare
Lazy Portfolio
David Swensen
+8.41% -40.88% 70 30 0 Compare

See all portfolios

Our overall ratings, assigned to the Merrill Lynch Edge Select Moderately Aggressive Portfolio. The portfolio is classified as High Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
High Risk
Portfolios
All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)
+8.09%
(+5.67%)
Good : 3.3 / 5
Good : 3.6 / 5
Standard Deviation
over 25 Years
11.12%
Bad : 1.9 / 5
Good : 3.1 / 5
Maximum Drawdown
over 25 Years
-38.23%
Bad : 1.7 / 5
Average : 2.6 / 5
Easy to manage 12 ETFs
Poor : 1 / 5
Poor : 1 / 5
Rating assigned considering all the High Risk Portfolios Rating assigned considering all the Portfolios in the database

Capital Growth

Time Range:

An investment of 1000$, since January 1997, now would be worth 6995.43$, with a total return of 599.54% (8.09% annualized).

The Inflation Adjusted Capital now would be 3972.18$, with a net total return of 297.22% (5.67% annualized).

Drawdowns

Time Range:

Worst drawdowns since January 1997 - Chart and Data

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-38.23% Nov 2007 Feb 2009 16 Dec 2010 22 38
-25.60% Sep 2000 Sep 2002 25 Jan 2004 16 41
-14.29% Jan 2020 Mar 2020 3 Jul 2020 4 7
-13.38% May 2011 Sep 2011 5 Feb 2012 5 10
-10.89% May 1998 Aug 1998 4 Nov 1998 3 7
-9.25% Oct 2018 Dec 2018 3 Apr 2019 4 7
-8.54% Jun 2015 Feb 2016 9 Jul 2016 5 14
-5.96% Apr 2012 May 2012 2 Sep 2012 4 6
-5.14% Aug 1997 Aug 1997 1 Feb 1998 6 7
-4.85% Apr 2000 May 2000 2 Aug 2000 3 5
-4.24% May 2019 May 2019 1 Jun 2019 1 2
-4.23% Feb 2018 Apr 2018 3 Aug 2018 4 7
-3.83% Jan 2000 Jan 2000 1 Mar 2000 2 3
-3.62% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.32% Mar 2005 Apr 2005 2 Jun 2005 2 4
-3.28% Sep 2021 Sep 2021 1 Oct 2021 1 2
-3.19% Mar 2004 Jul 2004 5 Oct 2004 3 8
-3.15% May 2006 May 2006 1 Sep 2006 4 5
-2.65% Jan 2014 Jan 2014 1 Feb 2014 1 2
-2.60% Mar 1997 Mar 1997 1 Apr 1997 1 2

Rolling Returns ( more details)

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

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+9.23% +44.52%
Mar 2009 - Feb 2010
-32.30%
Mar 2008 - Feb 2009
18.46%
2 Years
+8.58% +30.35%
Mar 2009 - Feb 2011
-16.37%
Mar 2007 - Feb 2009
15.02%
3 Years
+8.21% +21.00%
Mar 2009 - Feb 2012
-8.55%
Apr 2000 - Mar 2003
11.30%
5 Years
+7.74% +17.63%
Jan 1995 - Dec 1999
-1.13%
Mar 2004 - Feb 2009
0.72%
7 Years
+7.26% +11.86%
Mar 2009 - Feb 2016
+1.63%
Mar 2002 - Feb 2009
0.00%
10 Years
+7.35% +11.56%
Mar 2009 - Feb 2019
+1.63%
Mar 1999 - Feb 2009
0.00%
15 Years
+7.10% +9.31%
Feb 2003 - Jan 2018
+5.31%
Sep 2000 - Aug 2015
0.00%
20 Years
+7.25% +8.58%
Dec 1994 - Nov 2014
+5.27%
Apr 2000 - Mar 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Merrill Lynch Edge Select Moderately Aggressive Portfolio: Rolling Returns page.

Seasonality

Merrill Lynch Edge Select Moderately Aggressive Portfolio Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.46
57%
0.16
57%
0.64
68%
2.00
79%
0.36
64%
0.47
61%
0.92
61%
-0.11
61%
0.03
61%
1.02
64%
1.35
71%
1.44
79%
Best
Year
6.4
2019
5.2
1998
6.5
2009
8.6
2009
6.3
2009
5.2
2019
7.0
2009
4.3
2020
6.9
2010
8.2
2011
8.4
2020
5.8
1999
Worst
Year
-6.6
2009
-7.1
2009
-9.8
2020
-3.0
2000
-6.1
2010
-5.7
2008
-5.3
2002
-10.4
1998
-8.1
2008
-13.0
2008
-4.6
2000
-4.9
2018
Statistics calculated for the period Jan 1994 - Dec 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly/Yearly Returns

Merrill Lynch Edge Select Moderately Aggressive Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
219 Positive Months (65%) - 117 Negative Months (35%)
Jan 1994 - Dec 2021
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+12.88 +5.38 0.0 1.4 1.7 3.1 0.9 1.5 0.5 1.8 -3.3 3.8 -1.4 2.5
2020
+16.02 +14.53 -0.3 -4.6 -9.8 7.9 3.7 2.6 4.4 4.3 -2.3 -1.4 8.4 3.5
2019
+22.30 +19.60 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 -7.46 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 +16.15 2.2 2.3 0.9 1.3 1.6 0.4 2.2 0.6 1.3 1.7 1.4 1.3
2016
+8.18 +6.01 -3.5 -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 -2.03 -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 +5.62 -2.6 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 +15.14 2.6 0.3 1.9 1.8 -0.4 -2.2 3.8 -2.0 3.9 3.2 1.4 1.5
2012
+13.59 +11.63 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 -3.66 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 +11.49 -2.9 2.0 4.5 1.0 -6.1 -2.2 6.1 -2.5 6.9 2.8 -0.9 4.6
2009
+26.40 +22.94 -6.6 -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 -25.90 -4.3 -0.9 -0.5 3.8 1.0 -5.7 -1.2 -0.4 -8.1 -13.0 -3.7 4.8
2007
+9.49 +5.17 1.0 -0.5 1.3 3.0 2.3 -0.5 -1.6 1.2 4.0 3.0 -3.0 -0.8
2006
+14.56 +11.74 3.5 -0.2 1.2 1.8 -3.1 0.0 0.5 2.1 1.3 3.0 2.5 1.3
2005
+8.32 +4.82 -1.3 2.3 -2.2 -1.1 2.5 1.0 2.7 0.4 1.6 -2.2 2.9 1.6
2004
+11.86 +8.24 1.6 1.6 -0.2 -2.9 0.7 1.6 -2.4 1.1 1.8 1.8 3.8 3.0
2003
+25.92 +23.41 -1.9 -0.9 0.1 6.1 4.5 1.5 1.1 2.2 0.7 4.4 1.2 4.4
2002
-9.91 -12.09 -0.8 -0.3 2.6 -1.8 -0.1 -4.3 -5.3 1.0 -6.1 4.4 3.5 -2.4
2001
-6.23 -7.71 3.1 -5.9 -4.8 5.1 0.0 -1.5 -0.5 -2.6 -6.0 2.6 3.9 1.0
2000
-5.49 -8.63 -3.8 1.0 4.6 -3.0 -1.9 3.4 -1.7 3.6 -3.5 -1.1 -4.6 2.0
1999
+18.91 +15.81 1.8 -2.5 3.6 3.7 -2.5 3.9 -1.4 -0.3 -0.7 3.7 2.6 5.8
1998
+16.84 +15.00 1.0 5.2 3.2 0.6 -1.9 1.6 -0.3 -10.4 3.9 5.9 4.3 3.5
1997
+16.20 +14.26 2.8 0.8 -2.6 3.0 4.7 3.7 4.7 -5.1 4.3 -3.9 2.0 1.3
1996
+13.20 +9.50 2.4 0.0 0.6 1.6 1.1 0.5 -3.2 1.3 3.7 1.3 4.7 -1.3
1995
+23.22 +20.18 0.2 1.7 2.5 2.7 3.1 1.2 2.7 -0.2 2.6 -0.4 3.0 2.1
1994
+0.12 -2.42 3.9 -2.4 -4.2 1.2 0.8 -0.8 2.2 3.0 -2.1 1.6 -3.3 0.6

* 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:

  • VUG - Vanguard Growth: simulated historical serie, up to December 2004
  • VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
  • VTV - Vanguard Value: simulated historical serie, up to December 2004
  • EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
  • IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
  • IJT - iShares S&P Small-Cap 600 Growth: simulated historical serie, up to December 2000
  • IEI - iShares 3-7 Year Treasury Bond: simulated historical serie, up to December 2007
  • LQD - iShares Investment Grade Corporate Bond: simulated historical serie, up to December 2002
  • MBB - iShares MBS: simulated historical serie, up to December 2007
  • HYG - iShares iBoxx $ High Yield Corporate Bond: simulated historical serie, up to December 2007
  • BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007
  • BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
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