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:

Weight ETF: Ticker - Name Investment Themes
14.00 % VUG -
Vanguard Growth
Equity, U.S., Large Cap, Growth
9.00 % VTV -
Vanguard Value
Equity, U.S., Large Cap
9.00 % VEU -
Vanguard FTSE All-World ex-US
Equity, Global ex-US, Large Cap
3.00 % VWO -
Vanguard FTSE 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 % VIOV -
Vanguard S&P Small-Cap 600 Value
Equity, U.S., Small Cap
17.00 % VGIT -
Vanguard Intermediate-Term Treasury
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

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: June 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 2011, now would be worth 1669.51$, with a total return of 66.95% (6.22% 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

Swipe left to see all data
Range Returns
Jun 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+3.57%
0.00%
1 - 0
YTD
+10.65%
-1.74%
May 2019 - May 2019
5 - 1
1Y
+7.94%
7.38%
-4.71%
Sep 2018 - Dec 2018
8 - 4
3Y
+6.65%
annualized
5.01%
-4.71%
Sep 2018 - Dec 2018
26 - 10
5Y
+5.13%
annualized
5.08%
-4.71%
Sep 2018 - Dec 2018
39 - 21
MAX
Dec 2010
+6.22%
annualized
5.22%
-5.59%
Jun 2011 - Sep 2011
71 - 31

* 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
+5.99% +14.17%
Oct 2011 - Sep 2012
-3.86%
Mar 2015 - Feb 2016
2 Years
+6.10% +10.34%
Feb 2016 - Jan 2018
+1.63%
Mar 2014 - Feb 2016
3 Years
+5.94% +9.47%
Oct 2011 - Sep 2014
+3.87%
Mar 2013 - Feb 2016
5 Years
+5.73% +7.39%
Oct 2011 - Sep 2016
+4.02%
Jan 2014 - Dec 2018
7 Years
+6.04% +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
+10.65% 4.1 1.0 1.8 1.5 -1.7 3.6
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