Last Update: 31 March 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 6.75% compound annual return, with a 5.86% 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 % | 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 |
Portfolio and ETF Returns
The Merrill Lynch Edge Select Moderately Conservative Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
|---|---|---|---|---|---|---|---|
| Merrill Lynch Edge Select Moderately Conservative Portfolio | +0.73 | +0.52 | +6.88 | +21.00 | +8.54 | +7.95 | +6.75 |
| Components | |||||||
| VUG - Vanguard Growth | +1.80 | +1.61 | +13.31 | +65.24 | +23.13 | +20.62 | +16.28 |
| VTV - Vanguard Value | +6.66 | +11.11 | +27.32 | +51.62 | +11.41 | +12.73 | +11.64 |
| VEU - Vanguard FTSE All-World ex-US | +1.74 | +4.25 | +21.55 | +51.30 | +6.72 | +10.17 | +5.21 |
| EEM - iShares MSCI Emerging Markets | -0.73 | +3.23 | +22.24 | +58.83 | +5.68 | +11.59 | +3.05 |
| IJS - iShares S&P Small-Cap 600 Value | +5.61 | +24.32 | +65.15 | +104.15 | +11.88 | +13.92 | +11.91 |
| IJT - iShares S&P Small-Cap 600 Growth | +1.33 | +12.45 | +45.86 | +87.45 | +14.85 | +16.66 | +13.57 |
| IEI - iShares 3-7 Year Treasury Bond | -0.84 | -2.20 | -2.38 | -1.65 | +4.22 | +2.21 | +2.70 |
| MBB - iShares MBS | -0.49 | -1.20 | -0.92 | +0.16 | +3.73 | +2.29 | +2.63 |
| LQD - iShares Investment Grade Corporate Bond | -1.48 | -5.47 | -2.26 | +8.11 | +6.85 | +5.14 | +5.46 |
| BNDX - Vanguard Total International Bond | -0.01 | -2.29 | -1.22 | +2.68 | +3.99 | +3.28 | +4.56 |
| HYG - iShares iBoxx $ High Yield Corporate Bond | +1.21 | +0.58 | +6.41 | +18.88 | +5.88 | +6.65 | +5.27 |
| BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill | -0.01 | -0.02 | -0.02 | -0.07 | +1.26 | +0.98 | +0.45 |
- 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 Mar 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+0.73%
|
0.00%
|
1 - 0 | |
|
3M
|
+0.52%
|
-0.34%
Jan 2021 - Jan 2021
|
2 - 1 | |
|
6M
|
+6.88%
|
-0.82%
Oct 2020 - Oct 2020
|
4 - 2 | |
|
YTD
|
+0.52%
|
-0.34%
Jan 2021 - Jan 2021
|
2 - 1 | |
|
1Y
|
+21.00%
|
6.84%
|
-2.08%
Sep 2020 - Oct 2020
|
9 - 3 |
|
3Y
|
+8.54%
annualized
|
7.44%
|
-7.78%
Feb 2020 - Mar 2020
|
25 - 11 |
|
5Y
|
+7.95%
annualized
|
6.10%
|
-7.78%
Feb 2020 - Mar 2020
|
45 - 15 |
|
10Y
|
+6.75%
annualized
|
5.86%
|
-7.78%
Feb 2020 - Mar 2020
|
84 - 36 |
|
MAX
01 Jan 2008
|
+6.28%
annualized
|
7.07%
|
-19.30%
Jan 2008 - Feb 2009
|
106 - 53 |
* Annualized St.Dev. of monthly returns
Best Medium Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|
| Couch Potato Scott Burns |
+8.75% | 50 | 50 | 0 | Compare | |
| Stocks/Bonds 40/60 |
+7.66% | 40 | 60 | 0 | Compare | |
| All Weather Portfolio Ray Dalio |
+7.15% | 30 | 55 | 15 | Compare | |
| Robo Advisor 50 Betterment |
+6.91% | 49.9 | 50.1 | 0 | Compare | |
| Edge Select Moderately Conservative Merrill Lynch |
+6.75% | 37 | 63 | 0 |
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 |
+6.93% |
+28.52% Mar 2009 - Feb 2010 |
-17.95% Mar 2008 - Feb 2009 |
12.16% |
| 2 Years |
+7.08% |
+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 |
+6.66% |
+12.18% Mar 2009 - Feb 2014 |
+3.95% Apr 2015 - Mar 2020 |
0.00% |
| 7 Years |
+6.57% |
+9.02% Mar 2009 - Feb 2016 |
+4.79% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+6.79% |
+8.39% Mar 2009 - Feb 2019 |
+5.72% Apr 2010 - 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
| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | 0.3 | 0.2 | 0.5 | 1.6 | 0.1 | 0.2 | 1.6 | 0.2 | -0.1 | 0.1 | 0.8 | 0.9 |
| Best |
4.2 2019 |
2.2 2014 |
3.8 2009 |
5.1 2009 |
3.6 2009 |
3.6 2019 |
4.9 2009 |
2.1 2014 |
3.7 2010 |
4.7 2011 |
5.1 2020 |
5.0 2008 |
| Worst |
-3.8 2009 |
-4.7 2009 |
-5.9 2020 |
-0.4 2018 |
-3.2 2010 |
-3.2 2008 |
-0.8 2014 |
-2.8 2015 |
-5.8 2008 |
-7.3 2008 |
-0.9 2011 |
-2.0 2018 |
| Gain Frequency |
57 | 71 | 71 | 92 | 54 | 54 | 85 | 69 | 54 | 54 | 62 | 77 |
Detail of Monthly Returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+0.52% | -0.3 | 0.1 | 0.7 | |||||||||
| 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 |
* 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