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:
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:
| 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
Best High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | #ETF | Stocks | Bonds | Comm. | |
|---|---|---|---|---|---|---|
| Simple Path to Wealth JL Collins |
+11.25% | 2 | 75 | 25 | 0 | |
| Talmud Portfolio Roger Gibson |
+10.47% | 3 | 66.67 | 33.33 | 0 | |
| Yale Endowment David Swensen |
+9.84% | 6 | 70 | 30 | 0 | |
| Stocks/Bonds 60/40 |
+9.77% | 2 | 60 | 40 | 0 | |
| Family Taxable Portfolio Ted Aronson |
+9.04% | 11 | 70 | 30 | 0 |
Capital Growth
Drawdowns
Rolling Returns
Merrill Lynch Edge Select Moderately Aggressive Portfolio: annualized rolling and average returns
| 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
| 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