Last Update: 31 January 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 9.02% compound annual return, with a 9.27% 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

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).

MERRILL LYNCH EDGE SELECT MODERATELY AGGRESSIVE PORTFOLIO
Last Update: 31 January 2020
Swipe left to see all data
Period Returns
Jan 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-0.34%
-0.34%
Jan 2020 - Jan 2020
0 - 1
3M
+4.33%
-0.34%
Jan 2020 - Jan 2020
2 - 1
6M
+6.82%
-0.86%
Aug 2019 - Aug 2019
4 - 2
YTD
-0.34%
-0.34%
Jan 2020 - Jan 2020
0 - 1
1Y
+14.53%
7.66%
-4.24%
May 2019 - May 2019
9 - 3
3Y
+10.09%
annualized
8.36%
-9.25%
Oct 2018 - Dec 2018
27 - 9
5Y
+7.90%
annualized
8.46%
-9.25%
Oct 2018 - Dec 2018
42 - 18
10Y
+9.02%
annualized
9.27%
-13.39%
May 2011 - Sep 2011
81 - 39
MAX
01 Jan 2008
+6.57%
annualized
11.42%
-35.77%
Jan 2008 - Feb 2009
92 - 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
+11.40% 2 75 25 0
Talmud Portfolio
Roger Gibson
+10.25% 3 66.67 33.33 0
Stocks/Bonds 60/40
+9.90% 2 60 40 0
Yale Endowment
David Swensen
+9.79% 6 70 30 0
Edge Select Moderately Aggressive
Merrill Lynch
+9.02% 12 69 31 0

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

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
+8.21% +44.52%
Mar 2009 - Feb 2010
-32.30%
Mar 2008 - Feb 2009
17.16%
2 Years
+8.78% +30.35%
Mar 2009 - Feb 2011
-3.63%
Jun 2008 - May 2010
4.92%
3 Years
+8.78% +21.00%
Mar 2009 - Feb 2012
+1.93%
Jan 2008 - Dec 2010
0.00%
5 Years
+8.58% +16.99%
Mar 2009 - Feb 2014
+3.62%
Jan 2008 - Dec 2012
0.00%
7 Years
+8.57% +11.86%
Mar 2009 - Feb 2016
+5.80%
Jan 2008 - Dec 2014
0.00%
10 Years
+8.69% +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

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
-0.34% -0.3
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

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