The Merrill Lynch Edge Select Moderately Conservative Portfolio is exposed for 37% on the Stock Market.

The Merrill Lynch Edge Select Moderately Conservative Portfolio has the following asset allocation:

37% Stocks
63% Fixed Income
0% Commodities

The Merrill Lynch Edge Select Moderately Conservative Portfolio can be replicated with the following ETFs:

Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).

Last Update: April 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 2011, now would be worth 1640.67$, with a total return of 64.07% (6.12% annualized).

Capital Growth:

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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Range Returns
Apr 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+1.54%
0.00%
1 - 0
YTD
+8.73%
0.00%
4 - 0
1Y
+6.89%
6.39%
-4.71%
Sep 2018 - Dec 2018
8 - 4
3Y
+6.59%
annualized
4.53%
-4.71%
Sep 2018 - Dec 2018
27 - 9
5Y
+5.29%
annualized
4.82%
-4.71%
Sep 2018 - Dec 2018
40 - 20
MAX
Dec 2010
+6.12%
annualized
5.11%
-5.59%
Jun 2011 - Sep 2011
70 - 30

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

Merrill Lynch Edge Select Moderately Conservative Portfolio: annualized rolling and average returns

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Return (*)
Rolling Period Average Best Worst
1 Year
+5.98% +14.17%
Oct 2011 - Sep 2012
-3.86%
Mar 2015 - Feb 2016
2 Years
+6.11% +10.34%
Feb 2016 - Jan 2018
+1.63%
Mar 2014 - Feb 2016
3 Years
+5.93% +9.47%
Oct 2011 - Sep 2014
+3.87%
Mar 2013 - Feb 2016
5 Years
+5.77% +7.39%
Oct 2011 - Sep 2016
+4.02%
Jan 2014 - Dec 2018
7 Years
+6.01% +6.95%
Oct 2011 - Sep 2018
+5.51%
Jan 2012 - Dec 2018

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
+8.73% 4.1 1.0 1.8 1.5
2018
-2.87% 1.6 -2.1 -0.2 -0.4 0.9 -0.1 1.4 0.9 -0.2 -3.5 1.0 -2.0
2017
+11.35% 1.1 1.7 0.4 1.1 1.2 0.1 1.4 0.7 0.5 1.0 0.7 0.9
2016
+6.10% -1.5 0.3 3.6 0.6 0.3 1.3 1.9 0.2 0.4 -1.3 -0.7 0.9
2015
-0.46% 0.7 1.7 -0.6 0.9 -0.1 -1.5 0.8 -2.8 -0.7 2.9 -0.3 -1.2
2014
+6.64% -0.6 2.2 0.0 0.7 1.6 0.9 -0.8 2.1 -1.6 1.4 1.0 -0.5
2013
+8.64% 1.2 0.5 1.2 1.6 -1.2 -2.0 2.3 -1.5 2.6 2.3 0.8 0.7
2012
+10.04% 2.9 2.0 0.3 0.3 -2.8 2.0 1.3 1.1 1.5 -0.3 0.6 0.9
2011
+3.63% 0.6 1.3 0.2 2.4 0.1 -0.8 0.4 -1.8 -3.4 4.6 -0.9 1.2