Last Update: 28 February 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 8.84% compound annual return, with a 9.99% standard deviation.
In 2020, the portfolio granted a 1.86% 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 | +1.36 | +4.89 | +9.61 | +23.63 | +10.53 | +12.58 | +8.84 |
| Components | |||||||
| VUG - Vanguard Growth | +0.85 | +3.97 | +6.06 | +45.11 | +21.38 | +21.88 | +16.11 |
| VEU - Vanguard FTSE All-World ex-US | +2.08 | +8.33 | +17.46 | +26.22 | +5.95 | +11.55 | +5.01 |
| VTV - Vanguard Value | +5.00 | +7.82 | +16.72 | +21.01 | +8.15 | +12.74 | +10.92 |
| EEM - iShares MSCI Emerging Markets | +0.79 | +11.41 | +21.89 | +34.76 | +6.13 | +14.51 | +3.76 |
| IJS - iShares S&P Small-Cap 600 Value | +10.80 | +26.55 | +48.28 | +43.52 | +10.37 | +14.73 | +11.54 |
| IJT - iShares S&P Small-Cap 600 Growth | +4.48 | +20.77 | +37.99 | +47.75 | +15.29 | +17.97 | +13.87 |
| IEI - iShares 3-7 Year Treasury Bond | -1.10 | -1.26 | -1.47 | +1.66 | +4.72 | +2.43 | +2.76 |
| LQD - iShares Investment Grade Corporate Bond | -2.26 | -3.91 | -1.23 | +2.81 | +7.58 | +6.20 | +5.56 |
| MBB - iShares MBS | -0.86 | -0.56 | -0.52 | +1.73 | +4.05 | +2.44 | +2.71 |
| HYG - iShares iBoxx $ High Yield Corporate Bond | -0.25 | +1.32 | +4.15 | +5.67 | +5.38 | +6.93 | +5.15 |
| BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill | -0.01 | -0.01 | -0.03 | +0.15 | +1.31 | +0.98 | +0.46 |
| BNDX - Vanguard Total International Bond | -1.66 | -1.93 | -0.36 | -0.30 | +4.39 | +3.44 | +4.57 |
- 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 Feb 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+1.36%
|
0.00%
|
1 - 0 | |
|
3M
|
+4.89%
|
-0.04%
Jan 2021 - Jan 2021
|
2 - 1 | |
|
6M
|
+9.61%
|
-3.62%
Sep 2020 - Oct 2020
|
3 - 3 | |
|
YTD
|
+1.31%
|
-0.04%
Jan 2021 - Jan 2021
|
1 - 1 | |
|
1Y
|
+23.63%
|
16.36%
|
-9.85%
Mar 2020 - Mar 2020
|
8 - 4 |
|
3Y
|
+10.53%
annualized
|
12.76%
|
-14.28%
Jan 2020 - Mar 2020
|
23 - 13 |
|
5Y
|
+12.58%
annualized
|
10.56%
|
-14.28%
Jan 2020 - Mar 2020
|
45 - 15 |
|
10Y
|
+8.84%
annualized
|
9.99%
|
-14.28%
Jan 2020 - Mar 2020
|
80 - 40 |
|
MAX
01 Jan 2008
|
+7.35%
annualized
|
11.98%
|
-35.77%
Jan 2008 - Feb 2009
|
100 - 58 |
* 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 |
+11.06% | 75 | 25 | 0 | Compare | |
| Stocks/Bonds 60/40 |
+9.59% | 60 | 40 | 0 | Compare | |
| Edge Select Moderately Aggressive Merrill Lynch |
+8.84% | 69 | 31 | 0 | ||
| Family Taxable Portfolio Ted Aronson |
+8.71% | 70 | 30 | 0 | Compare | |
| Yale Endowment David Swensen |
+8.70% | 70 | 30 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Merrill Lynch Edge Select Moderately Aggressive Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+8.40% |
+44.52% Mar 2009 - Feb 2010 |
-32.30% Mar 2008 - Feb 2009 |
16.33% |
| 2 Years |
+8.81% |
+30.35% Mar 2009 - Feb 2011 |
-3.63% Jun 2008 - May 2010 |
5.19% |
| 3 Years |
+8.68% |
+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 |
+8.46% |
+11.86% Mar 2009 - Feb 2016 |
+5.78% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+8.64% |
+11.56% Mar 2009 - Feb 2019 |
+6.50% Jan 2008 - Dec 2017 |
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 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 | 0.3 | 0.8 | 2.5 | -0.1 | 0.0 | 2.1 | -0.2 | -0.1 | 0.0 | 1.2 | 1.2 |
| 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 |
8.4 2020 |
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 |
43 | 64 | 69 | 85 | 62 | 46 | 77 | 54 | 62 | 54 | 69 | 77 |
Detail of Monthly Returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+1.31% | 0.0 | 1.4 | ||||||||||
| 2020 |
+16.02% | -0.3 | -4.6 | -9.9 | 7.9 | 3.7 | 2.6 | 4.4 | 4.3 | -2.3 | -1.4 | 8.4 | 3.5 |
| 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