Last Update: 31 January 2020
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 6.98% compound annual return, with a 5.32% standard deviation.
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 % | IJS | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value | |
| 1.00 % | IJT | iShares S&P Small-Cap 600 Growth | Equity, U.S., Small Cap, Growth | |
| 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 |
Historical Returns
Merrill Lynch Edge Select Moderately Conservative 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 Jan 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+0.58%
|
0.00%
|
1 - 0 | |
|
3M
|
+3.28%
|
0.00%
|
3 - 0 | |
|
6M
|
+5.53%
|
0.00%
|
6 - 0 | |
|
YTD
|
+0.58%
|
0.00%
|
1 - 0 | |
|
1Y
|
+12.40%
|
4.10%
|
-1.82%
May 2019 - May 2019
|
11 - 1 |
|
3Y
|
+7.80%
annualized
|
4.83%
|
-4.75%
Sep 2018 - Dec 2018
|
28 - 8 |
|
5Y
|
+5.88%
annualized
|
4.92%
|
-4.75%
Sep 2018 - Dec 2018
|
42 - 18 |
|
10Y
|
+6.98%
annualized
|
5.32%
|
-5.81%
Jun 2011 - Sep 2011
|
85 - 35 |
|
MAX
01 Jan 2008
|
+5.95%
annualized
|
6.77%
|
-19.30%
Jan 2008 - Feb 2009
|
97 - 48 |
* Annualized St.Dev. of monthly returns
Best Medium Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | #ETF | Stocks | Bonds | Comm. | |
|---|---|---|---|---|---|---|
| Couch Potato Scott Burns |
+8.76% | 2 | 50 | 50 | 0 | |
| All Weather Portfolio Ray Dalio |
+7.92% | 5 | 30 | 55 | 15 | |
| Stocks/Bonds 40/60 |
+7.87% | 2 | 40 | 60 | 0 | |
| Robo Advisor 50 Betterment |
+7.33% | 10 | 49.9 | 50.1 | 0 | |
| Edge Select Moderately Conservative Merrill Lynch |
+6.98% | 12 | 37 | 63 | 0 |
Capital Growth
Drawdowns
Rolling Returns
Merrill Lynch Edge Select Moderately Conservative Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+6.66% |
+28.52% Mar 2009 - Feb 2010 |
-17.95% Mar 2008 - Feb 2009 |
13.43% |
| 2 Years |
+6.90% |
+20.12% Mar 2009 - Feb 2011 |
+1.49% Mar 2014 - Feb 2016 |
0.00% |
| 3 Years |
+6.85% |
+15.37% Mar 2009 - Feb 2012 |
+3.80% Mar 2013 - Feb 2016 |
0.00% |
| 5 Years |
+6.65% |
+12.18% Mar 2009 - Feb 2014 |
+3.97% Jan 2014 - Dec 2018 |
0.00% |
| 7 Years |
+6.65% |
+9.02% Mar 2009 - Feb 2016 |
+5.50% Jan 2012 - Dec 2018 |
0.00% |
| 10 Years |
+6.87% |
+8.39% Mar 2009 - Feb 2019 |
+5.74% May 2008 - Apr 2018 |
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 |
+0.58% | 0.6 | |||||||||||
| 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 |
* 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