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