Last Update: 31 March 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 6.71% compound annual return, with a 9.90% standard deviation.
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.
Portfolio returns are calculated assuming a rebalancing of the components at the beginning of each year (i.e. at every January 1st).
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
|---|---|---|---|---|---|---|---|
| Merrill Lynch Edge Select Moderately Aggressive Portfolio | -9.85 | -14.29 | -8.45 | -4.67 | +3.58 | +4.23 | +6.71 |
| Components | |||||||
| VUG - Vanguard Growth | -10.61 | -13.77 | -5.27 | +1.19 | +10.06 | +9.76 | +12.36 |
| VEU - Vanguard FTSE All-World ex-US | -15.13 | -23.43 | -16.63 | -15.52 | -2.08 | -0.48 | +2.22 |
| VTV - Vanguard Value | -14.87 | -25.07 | -18.93 | -14.90 | +0.37 | +3.95 | +8.62 |
| EEM - iShares MSCI Emerging Markets | -15.77 | -23.94 | -14.72 | -18.18 | -2.42 | -1.00 | -0.03 |
| IJS - iShares S&P Small-Cap 600 Value | -25.76 | -37.50 | -32.67 | -30.94 | -8.87 | -1.90 | +6.15 |
| IJT - iShares S&P Small-Cap 600 Growth | -20.13 | -28.48 | -22.28 | -21.93 | -2.52 | +2.18 | +9.50 |
| IEI - iShares 3-7 Year Treasury Bond | +2.49 | +6.35 | +6.10 | +10.36 | +4.64 | +3.12 | +3.36 |
| LQD - iShares Investment Grade Corporate Bond | -6.31 | -2.97 | -1.56 | +7.25 | +5.05 | +3.72 | +5.38 |
| MBB - iShares MBS | +1.07 | +2.66 | +3.22 | +6.67 | +3.85 | +2.68 | +3.04 |
| HYG - iShares iBoxx $ High Yield Corporate Bond | -10.03 | -11.61 | -9.41 | -6.26 | +0.81 | +2.05 | +4.74 |
| BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill | +0.20 | +0.44 | +0.83 | +1.94 | +1.61 | +0.98 | +0.46 |
| BNDX - Vanguard Total International Bond | -2.91 | -0.41 | -1.68 | +4.30 | +4.23 | +3.23 | +4.92 |
Historical Returns
Merrill Lynch Edge Select Moderately Aggressive Portfolio - Historical returns and stats.
Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).
| Period | Returns Mar 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-9.85%
|
-9.85%
Mar 2020 - Mar 2020
|
0 - 1 | |
|
3M
|
-14.29%
|
-14.28%
Jan 2020 - Mar 2020
|
0 - 3 | |
|
6M
|
-8.45%
|
-14.28%
Jan 2020 - Mar 2020
|
3 - 3 | |
|
YTD
|
-14.29%
|
-14.28%
Jan 2020 - Mar 2020
|
0 - 3 | |
|
1Y
|
-4.67%
|
13.64%
|
-14.28%
Jan 2020 - Mar 2020
|
7 - 5 |
|
3Y
|
+3.58%
annualized
|
10.69%
|
-14.28%
Jan 2020 - Mar 2020
|
25 - 11 |
|
5Y
|
+4.23%
annualized
|
9.78%
|
-14.28%
Jan 2020 - Mar 2020
|
41 - 19 |
|
10Y
|
+6.71%
annualized
|
9.90%
|
-14.28%
Jan 2020 - Mar 2020
|
79 - 41 |
|
MAX
01 Jan 2008
|
+5.18%
annualized
|
11.82%
|
-35.77%
Jan 2008 - Feb 2009
|
92 - 55 |
* 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 |
+8.75% | 2 | 75 | 25 | 0 | |
| Stocks/Bonds 60/40 |
+7.84% | 2 | 60 | 40 | 0 | |
| Talmud Portfolio Roger Gibson |
+7.56% | 3 | 66.67 | 33.33 | 0 | |
| Yale Endowment David Swensen |
+7.51% | 6 | 70 | 30 | 0 | |
| Golden Butterfly |
+6.89% | 5 | 40 | 40 | 20 |
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 |
17.65% |
| 2 Years |
+8.67% |
+30.35% Mar 2009 - Feb 2011 |
-3.63% Jun 2008 - May 2010 |
5.65% |
| 3 Years |
+8.72% |
+21.00% Mar 2009 - Feb 2012 |
+1.93% Jan 2008 - Dec 2010 |
0.00% |
| 5 Years |
+8.50% |
+16.99% Mar 2009 - Feb 2014 |
+3.62% Jan 2008 - Dec 2012 |
0.00% |
| 7 Years |
+8.51% |
+11.86% Mar 2009 - Feb 2016 |
+5.78% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+8.61% |
+11.56% Mar 2009 - Feb 2019 |
+6.50% 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 |
| 2020 |
-14.29% | -0.3 | -4.6 | -9.9 | |||||||||
| 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