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:
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).
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
| 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
Rolling Returns
Merrill Lynch Edge Select Moderately Conservative Portfolio: annualized rolling and average returns
| 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
| 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 |