Last Update: 31 May 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 6.71% compound annual return, with a 5.79% standard deviation.
In 2019, the portfolio granted a 2.92% 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 | +2.38 | +1.12 | +1.21 | +8.73 | +5.92 | +5.30 | +6.71 |
| Components | |||||||
| VUG - Vanguard Growth | +7.06 | +10.14 | +9.40 | +27.13 | +16.02 | +13.47 | +15.55 |
| VTV - Vanguard Value | +2.88 | -3.08 | -12.43 | +0.08 | +4.80 | +6.16 | +10.74 |
| VEU - Vanguard FTSE All-World ex-US | +4.68 | -5.11 | -10.83 | -2.79 | -0.08 | +1.04 | +4.75 |
| EEM - iShares MSCI Emerging Markets | +2.97 | -6.89 | -9.43 | -4.64 | -0.61 | +0.51 | +2.00 |
| IJS - iShares S&P Small-Cap 600 Value | +2.55 | -13.30 | -24.94 | -14.11 | -3.46 | +1.41 | +8.08 |
| IJT - iShares S&P Small-Cap 600 Growth | +5.77 | -5.08 | -12.43 | -3.00 | +3.53 | +5.93 | +11.53 |
| IEI - iShares 3-7 Year Treasury Bond | +0.32 | +2.94 | +6.65 | +8.94 | +4.41 | +3.25 | +3.15 |
| MBB - iShares MBS | +0.18 | +2.07 | +3.90 | +6.54 | +3.79 | +2.91 | +2.95 |
| LQD - iShares Investment Grade Corporate Bond | +2.46 | +0.65 | +4.79 | +12.85 | +6.70 | +5.71 | +6.08 |
| BNDX - Vanguard Total International Bond | +0.41 | -0.65 | +1.59 | +5.21 | +4.60 | +4.03 | +4.92 |
| HYG - iShares iBoxx $ High Yield Corporate Bond | +2.95 | -2.84 | -2.71 | +2.22 | +2.79 | +3.38 | +5.85 |
| BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill | -0.02 | +0.17 | +0.52 | +1.49 | +1.57 | +0.98 | +0.46 |
- 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 May 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+2.38%
|
0.00%
|
1 - 0 | |
|
3M
|
+1.12%
|
-5.88%
Mar 2020 - Mar 2020
|
2 - 1 | |
|
6M
|
+1.21%
|
-7.78%
Feb 2020 - Mar 2020
|
4 - 2 | |
|
YTD
|
-0.34%
|
-7.78%
Feb 2020 - Mar 2020
|
3 - 2 | |
|
1Y
|
+8.73%
|
9.01%
|
-7.78%
Feb 2020 - Mar 2020
|
10 - 2 |
|
3Y
|
+5.92%
annualized
|
6.81%
|
-7.78%
Feb 2020 - Mar 2020
|
26 - 10 |
|
5Y
|
+5.30%
annualized
|
6.13%
|
-7.78%
Feb 2020 - Mar 2020
|
42 - 18 |
|
10Y
|
+6.71%
annualized
|
5.79%
|
-7.78%
Feb 2020 - Mar 2020
|
84 - 36 |
|
MAX
01 Jan 2008
|
+5.70%
annualized
|
7.09%
|
-19.30%
Jan 2008 - Feb 2009
|
99 - 50 |
* 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 |
+8.35% | 2 | 50 | 50 | 0 | Compare | |
| All Weather Portfolio Ray Dalio |
+7.78% | 5 | 30 | 55 | 15 | Compare | |
| Stocks/Bonds 40/60 |
+7.57% | 2 | 40 | 60 | 0 | Compare | |
| Permanent Portfolio Harry Browne |
+6.73% | 4 | 25 | 50 | 25 | Compare | |
| Edge Select Moderately Conservative Merrill Lynch |
+6.71% | 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 |
+6.63% |
+28.52% Mar 2009 - Feb 2010 |
-17.95% Mar 2008 - Feb 2009 |
13.04% |
| 2 Years |
+6.85% |
+20.12% Mar 2009 - Feb 2011 |
+1.49% Mar 2014 - Feb 2016 |
0.00% |
| 3 Years |
+6.80% |
+15.37% Mar 2009 - Feb 2012 |
+3.80% Mar 2013 - Feb 2016 |
0.00% |
| 5 Years |
+6.57% |
+12.18% Mar 2009 - Feb 2014 |
+3.95% Apr 2015 - Mar 2020 |
0.00% |
| 7 Years |
+6.58% |
+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
Yearly Returns - Monthly Returns Heatmap
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
-0.34% | 0.6 | -2.0 | -5.9 | 5.0 | 2.4 | |||||||
| 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