Merrill Lynch Edge Select Moderately Conservative Portfolio: ETF allocation and returns

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.

Asset Allocation and ETFs

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	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
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

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

Historical Returns

Merrill Lynch Edge Select Moderately Conservative Portfolio - Historical returns and stats:

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Range	Returns Aug 2019	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+0.56%		0.00%	1 - 0
YTD	+11.74%		-1.74% May 2019 - May 2019	7 - 1
1Y	+6.49%	7.33%	-4.71% Sep 2018 - Dec 2018	8 - 4
3Y	+6.27% annualized	4.94%	-4.71% Sep 2018 - Dec 2018	26 - 10
5Y	+5.06% annualized	5.00%	-4.71% Sep 2018 - Dec 2018	40 - 20
MAX Dec 2010	+6.21% annualized	5.17%	-5.59% Jun 2011 - Sep 2011	73 - 31

* Annualized St.Dev. of monthly returns

Best Medium Risk Porftolios, ordered by 5Y annualized return.

Portfolio	5Y Return ▾	#ETF	Stocks	Bonds	Comm.
Stocks/Bonds 40/60	+5.89%	2	40	60	0
Couch Scott Burns	+5.87%	2	50	50	0
All Weather Portfolio Ray Dalio	+5.52%	5	30	55	15
Permanent Portfolio Harry Browne	+5.28%	4	25	50	25
Edge Select Moderately Conservative Merrill Lynch	+5.06%	12	37	63	0

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since August 2014.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-4.71%	Sep 2018	Dec 2018	4	Feb 2019	2	6
-4.39%	May 2015	Jan 2016	9	May 2016	4	13
-2.72%	Feb 2018	Apr 2018	3	Aug 2018	4	7
-1.94%	Oct 2016	Nov 2016	2	Jan 2017	2	4
-1.74%	May 2019	May 2019	1	Jun 2019	1	2
-1.64%	Sep 2014	Sep 2014	1	Nov 2014	2	3
-0.63%	Mar 2015	Mar 2015	1	Apr 2015	1	2
-0.47%	Dec 2014	Dec 2014	1	Jan 2015	1	2

Worst drawdowns since December 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-5.59%	Jun 2011	Sep 2011	4	Jan 2012	4	8
-4.71%	Sep 2018	Dec 2018	4	Feb 2019	2	6
-4.39%	May 2015	Jan 2016	9	May 2016	4	13
-3.16%	May 2013	Jun 2013	2	Sep 2013	3	5
-2.81%	May 2012	May 2012	1	Jul 2012	2	3
-2.72%	Feb 2018	Apr 2018	3	Aug 2018	4	7
-1.94%	Oct 2016	Nov 2016	2	Jan 2017	2	4
-1.74%	May 2019	May 2019	1	Jun 2019	1	2
-1.64%	Sep 2014	Sep 2014	1	Nov 2014	2	3
-0.81%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-0.63%	Mar 2015	Mar 2015	1	Apr 2015	1	2
-0.61%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-0.47%	Dec 2014	Dec 2014	1	Jan 2015	1	2
-0.34%	Oct 2012	Oct 2012	1	Nov 2012	1	2

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	+6.00%	+14.17% Oct 2011 - Sep 2012	-3.86% Mar 2015 - Feb 2016
2 Years	+6.09%	+10.34% Feb 2016 - Jan 2018	+1.63% Mar 2014 - Feb 2016
3 Years	+5.95%	+9.47% Oct 2011 - Sep 2014	+3.87% Mar 2013 - Feb 2016
5 Years	+5.71%	+7.39% Oct 2011 - Sep 2016	+4.02% Jan 2014 - Dec 2018
7 Years	+6.05%	+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	+11.74%	4.1	1.0	1.8	1.5	-1.7	3.6	0.4	0.6
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

* 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