All Country World Stocks vs Merrill Lynch Edge Select Moderately Conservative Portfolio Comparison

Last Update: 29 February 2024

The All Country World Stocks Portfolio obtained a 6.44% compound annual return, with a 15.63% standard deviation, in the last 30 Years.

The Merrill Lynch Edge Select Moderately Conservative Portfolio obtained a 6.56% compound annual return, with a 6.85% standard deviation, in the last 30 Years.

Summary

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All Country World Stocks Portfolio Merrill Lynch Edge Select Moderately Conservative Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 100% 37%
Fixed Income 0% 63%
Commodities 0% 0%
30 Years Stats Return +6.44% +6.56%
Std Dev 15.63% 6.85%
Max Drawdown -57.06% -20.48%
All time Stats
(Since Jan 1985)
Return +8.49% +8.25%
Std Dev 15.94% 7.13%
Max Drawdown -57.06% -20.48%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World Stocks Portfolio +4.49 +11.33 +22.34 +10.49 +8.47 +6.44 +8.49
Merrill Lynch Edge Select Moderately Conservative Portfolio +0.97 +6.31 +12.49 +5.11 +4.92 +6.56 +8.25
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

All Country World Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 6.51$, with a total return of 550.93% (6.44% annualized).

Merrill Lynch Edge Select Moderately Conservative Portfolio: an investment of 1$, since March 1994, now would be worth 6.73$, with a total return of 572.74% (6.56% annualized).

All Country World Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 24.31$, with a total return of 2331.23% (8.49% annualized).

Merrill Lynch Edge Select Moderately Conservative Portfolio: an investment of 1$, since January 1985, now would be worth 22.34$, with a total return of 2133.83% (8.25% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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All Country World Stocks Portfolio
Merrill Lynch Edge Select Moderately Conservative Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.06% Nov 2007 Feb 2009 (16) Oct 2013 (72) 26.60
-48.44% Apr 2000 Sep 2002 (30) Oct 2006 (79) 26.77
-25.52% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.79
-22.15% Jan 2020 Mar 2020 (3) Aug 2020 (8) 10.05
-20.48% Nov 2007 Feb 2009 (16) Nov 2009 (25) 9.59
-18.53% Jan 2022 Sep 2022 (9) In progress (26) 10.42
-14.59% May 1998 Aug 1998 (4) Nov 1998 (7) 7.20
-14.45% Feb 2018 Dec 2018 (11) Oct 2019 (21) 5.44
-13.76% Jun 2015 Feb 2016 (9) Dec 2016 (19) 6.43
-8.28% Aug 1997 Oct 1997 (3) Feb 1998 (7) 5.31
-7.78% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.56
-6.65% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.81
-6.14% Feb 2001 Sep 2002 (20) Apr 2003 (27) 3.29
-5.80% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.34
-5.50% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.81
-5.01% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.36
-4.91% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.86
-4.75% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.52
-4.73% Sep 2014 Jan 2015 (5) Feb 2015 (6) 2.70
-4.67% Mar 1994 Mar 1994 (1) Aug 1994 (6) 2.29

Drawdown comparison chart since January 1985.

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All Country World Stocks Portfolio
Merrill Lynch Edge Select Moderately Conservative Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.06% Nov 2007 Feb 2009 (16) Oct 2013 (72) 26.60
-48.44% Apr 2000 Sep 2002 (30) Oct 2006 (79) 26.77
-26.12% Sep 1987 Nov 1987 (3) Apr 1989 (20) 12.48
-25.52% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.79
-25.28% Jan 1990 Sep 1990 (9) May 1993 (41) 11.61
-22.15% Jan 2020 Mar 2020 (3) Aug 2020 (8) 10.05
-20.48% Nov 2007 Feb 2009 (16) Nov 2009 (25) 9.59
-18.53% Jan 2022 Sep 2022 (9) In progress (26) 10.42
-14.59% May 1998 Aug 1998 (4) Nov 1998 (7) 7.20
-14.45% Feb 2018 Dec 2018 (11) Oct 2019 (21) 5.44
-13.76% Jun 2015 Feb 2016 (9) Dec 2016 (19) 6.43
-10.69% Sep 1987 Nov 1987 (3) Sep 1988 (13) 4.76
-8.28% Aug 1997 Oct 1997 (3) Feb 1998 (7) 5.31
-7.78% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.56
-7.56% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.14
-6.65% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.81
-6.20% Feb 1994 Mar 1994 (2) Aug 1994 (7) 3.32
-6.14% Feb 2001 Sep 2002 (20) Apr 2003 (27) 3.29
-5.84% Sep 1986 Sep 1986 (1) Oct 1986 (2) 3.37
-5.80% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.34

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+4.49%
0.00%
+0.89%
-0.08%
2023
+22.02%
-9.69%
+13.70%
-6.23%
2022
-18.01%
-25.52%
-14.91%
-18.53%
2021
+18.27%
-4.10%
+6.44%
-2.24%
2020
+16.61%
-22.15%
+11.65%
-7.78%
2019
+26.82%
-5.97%
+16.41%
-1.82%
2018
-9.76%
-14.45%
-2.89%
-4.75%
2017
+24.49%
0.00%
+11.44%
0.00%
2016
+8.51%
-6.91%
+6.14%
-1.87%
2015
-1.86%
-11.65%
-0.48%
-4.33%
2014
+3.67%
-4.44%
+6.29%
-1.64%
2013
+22.95%
-3.20%
+8.82%
-3.06%
2012
+17.12%
-10.01%
+9.99%
-2.86%
2011
-7.50%
-21.87%
+3.41%
-5.80%
2010
+13.08%
-12.80%
+10.48%
-3.50%
2009
+32.65%
-19.35%
+17.30%
-8.37%
2008
-43.54%
-45.43%
-11.92%
-16.14%
2007
+9.64%
-5.70%
+6.98%
-1.47%
2006
+18.78%
-4.43%
+9.60%
-1.69%
2005
+8.83%
-4.80%
+5.47%
-1.53%
2004
+13.30%
-4.26%
+8.54%
-2.54%
2003
+31.62%
-5.55%
+16.19%
-1.02%
2002
-20.51%
-26.35%
-0.79%
-4.95%
2001
-17.26%
-26.01%
+0.35%
-5.56%
2000
-15.08%
-17.07%
+2.03%
-3.51%
1999
+25.00%
-3.66%
+9.63%
-2.17%
1998
+19.93%
-14.59%
+13.94%
-5.01%
1997
+12.93%
-8.28%
+12.19%
-3.09%
1996
+10.93%
-3.91%
+9.06%
-1.42%
1995
+16.90%
-2.36%
+21.86%
0.00%
1994
+2.85%
-6.20%
-1.15%
-5.18%
1993
+22.12%
-5.37%
+15.17%
-1.67%
1992
-6.70%
-8.71%
+6.09%
-2.25%
1991
+16.92%
-6.55%
+24.65%
-2.13%
1990
-18.63%
-25.28%
+1.69%
-7.56%
1989
+15.15%
-4.07%
+19.80%
-0.51%
1988
+21.20%
-6.38%
+12.42%
-1.76%
1987
+16.65%
-26.12%
+3.90%
-10.69%
1986
+42.65%
-5.84%
+19.56%
-3.61%
1985
+41.65%
-2.26%
+27.56%
-0.71%