Last Update: 31 August 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 9.59% compound annual return, with a 9.89% standard deviation.
In 2019, the portfolio granted a 2.71% dividend yield. If you are interested in getting periodic income, please refer to the Merrill Lynch Edge Select Moderately Aggressive Portfolio: Dividend Yield page.
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 % | 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.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
|---|---|---|---|---|---|---|---|
| Merrill Lynch Edge Select Moderately Aggressive Portfolio | +4.31 | +11.77 | +12.79 | +15.95 | +9.35 | +9.90 | +9.59 |
| Components | |||||||
| VUG - Vanguard Growth | +10.09 | +24.22 | +36.81 | +45.41 | +23.38 | +19.68 | +18.49 |
| VEU - Vanguard FTSE All-World ex-US | +4.41 | +13.24 | +7.45 | +8.52 | +2.61 | +5.93 | +5.49 |
| VTV - Vanguard Value | +4.18 | +6.97 | +3.68 | +2.16 | +6.17 | +9.18 | +11.85 |
| EEM - iShares MSCI Emerging Markets | +2.89 | +18.74 | +10.56 | +13.83 | +2.17 | +8.00 | +3.18 |
| IJS - iShares S&P Small-Cap 600 Value | +5.07 | +11.63 | -3.21 | -7.32 | -0.16 | +5.14 | +10.42 |
| IJT - iShares S&P Small-Cap 600 Growth | +2.91 | +12.81 | +7.08 | +5.22 | +7.16 | +9.25 | +13.76 |
| IEI - iShares 3-7 Year Treasury Bond | -0.27 | +0.23 | +3.18 | +6.19 | +4.21 | +3.26 | +2.72 |
| LQD - iShares Investment Grade Corporate Bond | -1.78 | +3.42 | +4.09 | +8.54 | +7.21 | +6.83 | +5.58 |
| MBB - iShares MBS | +0.05 | +0.18 | +2.26 | +4.50 | +3.54 | +2.97 | +2.75 |
| HYG - iShares iBoxx $ High Yield Corporate Bond | -0.02 | +4.42 | +1.46 | +2.60 | +3.87 | +5.11 | +5.77 |
| BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill | 0.00 | +0.01 | +0.18 | +0.96 | +1.48 | +0.98 | +0.46 |
| BNDX - Vanguard Total International Bond | -0.76 | +0.72 | +0.06 | +0.91 | +4.66 | +4.35 | +4.50 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the Merrill Lynch Edge Select Moderately Aggressive Portfolio: Dividend Yield page.
Historical Returns
Merrill Lynch Edge Select Moderately Aggressive Portfolio - Historical returns and stats.
| Period | Returns Aug 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+4.31%
|
0.00%
|
1 - 0 | |
|
3M
|
+11.77%
|
0.00%
|
3 - 0 | |
|
6M
|
+12.79%
|
-9.85%
Mar 2020 - Mar 2020
|
5 - 1 | |
|
YTD
|
+7.24%
|
-14.28%
Jan 2020 - Mar 2020
|
5 - 3 | |
|
1Y
|
+15.95%
|
15.33%
|
-14.28%
Jan 2020 - Mar 2020
|
9 - 3 |
|
3Y
|
+9.35%
annualized
|
12.05%
|
-14.28%
Jan 2020 - Mar 2020
|
25 - 11 |
|
5Y
|
+9.90%
annualized
|
10.36%
|
-14.28%
Jan 2020 - Mar 2020
|
43 - 17 |
|
10Y
|
+9.59%
annualized
|
9.89%
|
-14.28%
Jan 2020 - Mar 2020
|
82 - 38 |
|
MAX
01 Jan 2008
|
+6.88%
annualized
|
11.95%
|
-35.77%
Jan 2008 - Feb 2009
|
97 - 55 |
* Annualized St.Dev. of monthly returns
Best High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|
| Simple Path to Wealth JL Collins |
+12.14% | 75 | 25 | 0 | Compare | |
| Stocks/Bonds 60/40 |
+10.46% | 60 | 40 | 0 | Compare | |
| Edge Select Moderately Aggressive Merrill Lynch |
+9.59% | 69 | 31 | 0 | ||
| Talmud Portfolio Roger Gibson |
+9.43% | 66.67 | 33.33 | 0 | Compare | |
| Yale Endowment David Swensen |
+9.37% | 70 | 30 | 0 | Compare |
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 |
+8.11% |
+44.52% Mar 2009 - Feb 2010 |
-32.30% Mar 2008 - Feb 2009 |
17.02% |
| 2 Years |
+8.58% |
+30.35% Mar 2009 - Feb 2011 |
-3.63% Jun 2008 - May 2010 |
5.43% |
| 3 Years |
+8.67% |
+21.00% Mar 2009 - Feb 2012 |
+1.93% Jan 2008 - Dec 2010 |
0.00% |
| 5 Years |
+8.43% |
+16.99% Mar 2009 - Feb 2014 |
+3.62% Jan 2008 - Dec 2012 |
0.00% |
| 7 Years |
+8.46% |
+11.86% Mar 2009 - Feb 2016 |
+5.78% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+8.62% |
+11.56% Mar 2009 - Feb 2019 |
+6.50% Jan 2008 - Dec 2017 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Seasonality and Yearly/Monthly Returns
Merrill Lynch Edge Select Moderately Aggressive Portfolio Seasonality
| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | 0.0 | 0.2 | 0.8 | 2.5 | -0.1 | 0.0 | 2.1 | -0.2 | 0.1 | 0.2 | 0.6 | 1.0 |
| Best |
6.4 2019 |
3.7 2015 |
6.5 2009 |
8.6 2009 |
6.3 2009 |
5.2 2019 |
7.0 2009 |
4.3 2020 |
6.9 2010 |
8.2 2011 |
4.6 2009 |
4.8 2008 |
| Worst |
-6.7 2009 |
-7.1 2009 |
-9.9 2020 |
-0.5 2012 |
-6.2 2010 |
-5.7 2008 |
-1.2 2008 |
-4.8 2015 |
-8.1 2008 |
-13.0 2008 |
-3.7 2008 |
-4.9 2018 |
| Gain Frequency |
46 | 62 | 69 | 85 | 62 | 46 | 77 | 54 | 67 | 58 | 67 | 75 |
Detail of Monthly Returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
+7.24% | -0.3 | -4.6 | -9.9 | 7.9 | 3.7 | 2.6 | 4.4 | 4.3 | ||||
| 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