Data Source: from January 1996 to September 2021
Last Update: 30 September 2021
The Merrill Lynch Edge Select Moderately Conservative Portfolio is exposed for 37% on the Stock Market.
It's a Medium Risk portfolio and it can be replicated with 12 ETFs.
In the last 10 years, the portfolio obtained a 7.47% compound annual return, with a 5.71% standard deviation.
In the last 25 years, a 6.93% compound annual return, with a 6.45% standard deviation.
In 2020, the portfolio granted a 1.95% dividend yield. If you are interested in getting periodic income, please refer to the Merrill Lynch Edge Select Moderately Conservative Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The Merrill Lynch Edge Select Moderately Conservative Portfolio has the following asset allocation:
The Merrill Lynch Edge Select Moderately Conservative Portfolio can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 14.00 % | VUG | Vanguard Growth | Equity, U.S., Large Cap, Growth | |
| 9.00 % | VTV | Vanguard Value | Equity, U.S., Large Cap, Value | |
| 9.00 % | VEU | Vanguard FTSE All-World ex-US | Equity, Global ex-US, Large Cap | |
| 3.00 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap | |
| 1.00 % | IJT | iShares S&P Small-Cap 600 Growth | Equity, U.S., Small Cap, Growth | |
| 1.00 % | IJS | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value | |
| 17.00 % | IEI | iShares 3-7 Year Treasury Bond | Bond, U.S., Intermediate-Term | |
| 15.00 % | MBB | iShares MBS | Bond, U.S., Long-Term | |
| 15.00 % | LQD | iShares Investment Grade Corporate Bond | Bond, U.S., All-Term | |
| 9.00 % | BNDX | Vanguard Total International Bond | Bond, Developed Markets, All-Term | |
| 5.00 % | 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 |
Portfolio and ETF Returns
The Merrill Lynch Edge Select Moderately Conservative Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 20Y(*) | 25Y(*) | |
|---|---|---|---|---|---|---|---|---|---|
| Merrill Lynch Edge Select Moderately Conservative Portfolio | -2.24 | -0.59 | +3.09 | +10.18 | +8.70 | +7.62 | +7.47 | +6.77 | +6.93 |
| Components | |||||||||
|
VUG Vanguard Growth |
-5.32 | +1.28 | +13.16 | +28.22 | +22.78 | +22.17 | +19.31 | +10.94 | +10.74 |
|
VTV Vanguard Value |
-3.94 | -0.95 | +4.14 | +32.59 | +9.86 | +12.14 | +14.05 | +8.41 | +8.67 |
|
VEU Vanguard FTSE All-World ex-US |
-3.33 | -3.26 | +1.87 | +23.82 | +8.34 | +9.04 | +7.99 | +7.18 | +5.40 |
|
EEM iShares MSCI Emerging Markets |
-3.87 | -8.65 | -5.14 | +15.96 | +7.76 | +8.29 | +5.81 | +10.20 | +6.12 |
|
IJT iShares S&P Small-Cap 600 Growth |
-3.52 | -1.68 | +1.79 | +48.48 | +9.83 | +14.68 | +16.08 | +11.83 | +10.02 |
|
IJS iShares S&P Small-Cap 600 Value |
-1.46 | -4.03 | +0.66 | +66.24 | +8.16 | +11.74 | +14.78 | +10.60 | +10.64 |
|
IEI iShares 3-7 Year Treasury Bond |
-0.82 | -0.10 | +0.57 | -1.82 | +4.52 | +2.09 | +2.02 | +3.87 | +4.74 |
|
MBB iShares MBS |
-0.35 | +0.15 | +0.41 | -0.52 | +3.83 | +2.06 | +2.22 | +3.44 | +4.28 |
|
LQD iShares Investment Grade Corporate Bond |
-1.51 | -0.45 | +3.45 | +1.11 | +8.18 | +4.75 | +5.18 | +5.62 | +6.06 |
|
BNDX Vanguard Total International Bond |
-1.08 | -0.03 | +0.15 | -1.08 | +3.98 | +2.63 | +4.08 | +5.06 | +5.33 |
|
HYG iShares iBoxx $ High Yield Corporate Bond |
-0.37 | +0.34 | +2.36 | +8.92 | +5.46 | +5.16 | +6.23 | +5.97 | +5.65 |
|
BIL SPDR Blmbg Barclays 1-3 Mth T-Bill |
+0.01 | -0.01 | -0.04 | -0.06 | +0.96 | +0.96 | +0.45 | +1.15 | +1.92 |
- 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 Conservative Portfolio: Dividend Yield page.
Historical Returns
Merrill Lynch Edge Select Moderately Conservative Portfolio - Historical returns and stats.
| Period | Returns Sep 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-2.24%
|
-2.24%
Sep 2021 - Sep 2021
|
0 - 1 | |
|
3M
|
-0.59%
|
-2.24%
Sep 2021 - Sep 2021
|
2 - 1 | |
|
6M
|
+3.09%
|
-2.24%
Sep 2021 - Sep 2021
|
5 - 1 | |
|
YTD
|
+3.63%
|
-2.24%
Sep 2021 - Sep 2021
|
7 - 2 | |
|
1Y
|
+10.18%
|
5.90%
|
-2.24%
Sep 2021 - Sep 2021
|
9 - 3 |
|
3Y
|
+8.70%
annualized
|
7.61%
|
-7.78%
Feb 2020 - Mar 2020
|
27 - 9 |
|
5Y
|
+7.62%
annualized
|
6.23%
|
-7.78%
Feb 2020 - Mar 2020
|
44 - 16 |
|
10Y
|
+7.47%
annualized
|
5.71%
|
-7.78%
Feb 2020 - Mar 2020
|
86 - 34 |
|
20Y
|
+6.77%
annualized
|
6.31%
|
-20.49%
Nov 2007 - Feb 2009
|
167 - 73 |
|
25Y
|
+6.93%
annualized
|
6.45%
|
-20.49%
Nov 2007 - Feb 2009
|
204 - 96 |
|
MAX
01 Jan 1996
|
+6.92%
annualized
|
6.39%
|
-20.49%
Nov 2007 - Feb 2009
|
211 - 98 |
Best Classic Portfolios, with Medium Risk, ordered by 25 Years annualized return.
25 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Couch Potato Scott Burns |
+8.32% | -27.03% | 50 | 50 | 0 | Compare | |
| All Weather Portfolio Ray Dalio |
+7.92% | -12.19% | 30 | 55 | 15 | Compare | |
| Robo Advisor 50 Betterment |
+7.70% | -30.72% | 49.9 | 50.1 | 0 | Compare | |
| Stocks/Bonds 40/60 |
+7.27% | -19.17% | 40 | 60 | 0 | Compare | |
| Dynamic 40/60 Income |
+7.22% | -29.85% | 40 | 60 | 0 | Compare | |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Merrill Lynch Edge Select Moderately Conservative Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+7.16% |
+28.52% Mar 2009 - Feb 2010 |
-17.95% Mar 2008 - Feb 2009 |
12.75% |
| 2 Years |
+6.82% |
+20.12% Mar 2009 - Feb 2011 |
-7.53% Mar 2007 - Feb 2009 |
6.29% |
| 3 Years |
+6.58% |
+15.37% Mar 2009 - Feb 2012 |
-2.41% Mar 2006 - Feb 2009 |
1.82% |
| 5 Years |
+6.34% |
+12.18% Mar 2009 - Feb 2014 |
+1.09% Mar 2004 - Feb 2009 |
0.00% |
| 7 Years |
+6.36% |
+9.02% Mar 2009 - Feb 2016 |
+3.22% Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
+6.41% |
+8.39% Mar 2009 - Feb 2019 |
+3.51% Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
+6.40% |
+7.23% May 1996 - Apr 2011 |
+5.50% Feb 2001 - Jan 2016 |
0.00% |
| 20 Years |
+6.29% |
+6.91% Aug 1996 - Jul 2016 |
+5.44% Apr 2000 - Mar 2020 |
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 Conservative Portfolio: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
Merrill Lynch Edge Select Moderately Conservative Portfolio Seasonality: in which months is it better to invest?
In the table below, the average monthly return is represented.
Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).
Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Win % |
0.46 62% |
0.19 73% |
0.43 73% |
1.28 81% |
0.25 62% |
0.45 65% |
0.76 62% |
0.21 69% |
0.27 62% |
0.64 64% |
1.00 72% |
1.02 76% |
| Best Year |
4.2 2019 |
2.9 1998 |
3.8 2009 |
5.1 2009 |
3.6 2009 |
3.6 2019 |
4.9 2009 |
2.5 2000 |
3.7 2010 |
4.7 2011 |
5.1 2020 |
5.0 2008 |
| Worst Year |
-3.8 2009 |
-4.7 2009 |
-5.9 2020 |
-2.5 2004 |
-3.2 2010 |
-3.2 2008 |
-2.2 2002 |
-5.0 1998 |
-5.8 2008 |
-7.3 2008 |
-1.7 2000 |
-2.0 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns of Merrill Lynch Edge Select Moderately Conservative Portfolio
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+3.63% | -0.3 | 0.1 | 0.7 | 2.0 | 0.6 | 1.1 | 0.8 | 0.9 | -2.2 | |||
| 2020 |
+11.65% | 0.6 | -2.0 | -5.9 | 5.0 | 2.4 | 1.6 | 3.0 | 2.1 | -1.3 | -0.8 | 5.1 | 2.1 |
| 2019 |
+16.41% | 4.2 | 1.0 | 1.7 | 1.6 | -1.8 | 3.6 | 0.4 | 0.5 | 0.5 | 1.2 | 1.1 | 1.6 |
| 2018 |
-2.89% | 1.6 | -2.1 | -0.2 | -0.4 | 0.9 | -0.1 | 1.4 | 0.9 | -0.1 | -3.6 | 0.9 | -2.0 |
| 2017 |
+11.44% | 1.1 | 1.6 | 0.5 | 1.1 | 1.2 | 0.2 | 1.4 | 0.6 | 0.6 | 1.0 | 0.7 | 0.9 |
| 2016 |
+6.14% | -1.4 | 0.3 | 3.6 | 0.6 | 0.3 | 1.3 | 1.9 | 0.2 | 0.4 | -1.3 | -0.6 | 0.9 |
| 2015 |
-0.48% | 0.6 | 1.7 | -0.6 | 0.9 | -0.1 | -1.5 | 0.8 | -2.8 | -0.8 | 3.0 | -0.3 | -1.2 |
| 2014 |
+6.29% | -0.7 | 2.2 | 0.0 | 0.7 | 1.6 | 0.9 | -0.8 | 2.1 | -1.6 | 1.4 | 1.0 | -0.5 |
| 2013 |
+8.82% | 1.2 | 0.5 | 1.2 | 1.5 | -1.1 | -2.0 | 2.4 | -1.5 | 2.6 | 2.3 | 0.8 | 0.7 |
| 2012 |
+9.99% | 2.9 | 2.0 | 0.3 | 0.2 | -2.9 | 2.0 | 1.3 | 1.1 | 1.5 | -0.3 | 0.6 | 0.9 |
| 2011 |
+3.41% | 0.7 | 1.3 | 0.2 | 2.3 | 0.1 | -0.8 | 0.3 | -2.0 | -3.4 | 4.7 | -0.9 | 1.1 |
| 2010 |
+10.48% | -0.9 | 1.3 | 2.5 | 1.1 | -3.2 | -0.3 | 3.8 | -0.6 | 3.7 | 1.7 | -0.9 | 2.1 |
| 2009 |
+17.30% | -3.8 | -4.7 | 3.8 | 5.1 | 3.6 | 0.5 | 4.9 | 1.6 | 3.0 | -0.9 | 3.2 | 0.4 |
| 2008 |
-11.92% | -1.3 | -0.3 | -0.2 | 1.8 | -0.1 | -3.2 | -0.4 | 0.2 | -5.8 | -7.3 | -0.5 | 5.0 |
| 2007 |
+6.98% | 0.6 | 0.4 | 0.6 | 1.9 | 0.9 | -0.7 | -0.8 | 1.2 | 2.6 | 1.8 | -1.1 | -0.4 |
| 2006 |
+9.60% | 1.7 | 0.1 | 0.2 | 0.9 | -1.7 | 0.0 | 0.8 | 1.9 | 1.1 | 1.9 | 1.9 | 0.4 |
| 2005 |
+5.47% | -0.4 | 0.9 | -1.4 | 0.0 | 1.8 | 0.9 | 1.1 | 0.8 | 0.4 | -1.5 | 1.8 | 1.3 |
| 2004 |
+8.54% | 1.2 | 1.4 | 0.2 | -2.5 | 0.2 | 1.1 | -0.8 | 1.5 | 1.0 | 1.4 | 1.7 | 2.0 |
| 2003 |
+16.19% | -1.0 | 0.2 | 0.1 | 3.7 | 3.3 | 0.8 | -0.9 | 1.5 | 1.6 | 2.1 | 0.8 | 3.1 |
| 2002 |
-0.79% | -0.2 | 0.2 | 0.7 | -0.2 | 0.3 | -2.0 | -2.2 | 1.3 | -2.2 | 2.0 | 1.7 | -0.2 |
| 2001 |
+0.35% | 2.5 | -2.8 | -2.2 | 2.3 | 0.3 | -0.8 | 1.0 | -0.9 | -2.5 | 2.2 | 1.4 | 0.1 |
| 2000 |
+2.03% | -2.3 | 1.0 | 3.2 | -1.7 | -1.1 | 2.7 | -0.5 | 2.5 | -1.5 | -0.4 | -1.7 | 1.9 |
| 1999 |
+9.63% | 1.5 | -2.2 | 2.2 | 2.2 | -1.8 | 1.9 | -0.9 | -0.3 | 0.1 | 2.2 | 1.5 | 3.1 |
| 1998 |
+13.94% | 1.2 | 2.9 | 1.7 | 0.7 | -0.6 | 1.2 | 0.0 | -5.0 | 3.5 | 3.0 | 2.4 | 2.4 |
| 1997 |
+12.19% | 1.3 | 0.5 | -2.0 | 2.1 | 3.2 | 2.6 | 3.4 | -3.1 | 3.1 | -1.5 | 1.1 | 1.0 |
| 1996 |
+9.06% | 1.4 | -0.6 | 0.0 | 0.6 | 0.5 | 0.8 | -1.4 | 0.8 | 2.7 | 1.7 | 3.5 | -1.1 |
* 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:
- VUG - Vanguard Growth: simulated historical serie, up to December 2004
- VTV - Vanguard Value: simulated historical serie, up to December 2004
- VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
- EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
- IJT - iShares S&P Small-Cap 600 Growth: simulated historical serie, up to December 2000
- IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
- IEI - iShares 3-7 Year Treasury Bond: simulated historical serie, up to December 2007
- MBB - iShares MBS: simulated historical serie, up to December 2007
- LQD - iShares Investment Grade Corporate Bond: simulated historical serie, up to December 2002
- BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
- HYG - iShares iBoxx $ High Yield Corporate Bond: simulated historical serie, up to December 2007
- BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007