Developed World ex-US Stocks Momentum vs Merrill Lynch Edge Select Moderately Conservative Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US Stocks Momentum Portfolio obtained a 5.00% compound annual return, with a 13.60% standard deviation, in the last 10 Years.

The Merrill Lynch Edge Select Moderately Conservative Portfolio obtained a 4.92% compound annual return, with a 7.47% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US Stocks Momentum 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%
10 Years Stats Return +5.00% +4.92%
Std Dev 13.60% 7.47%
Max Drawdown -28.57% -18.53%
All time Stats
(Since Aug 2009)
Return +6.55% +6.18%
Std Dev 15.24% 7.05%
Max Drawdown -28.57% -18.53%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US Stocks Momentum Portfolio +5.40 +15.30 +20.62 +8.78 +5.00 +6.55
Merrill Lynch Edge Select Moderately Conservative Portfolio +0.97 +6.31 +12.49 +5.11 +4.92 +6.18
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.63$, with a total return of 62.90% (5.00% annualized).

Merrill Lynch Edge Select Moderately Conservative Portfolio: an investment of 1$, since March 2014, now would be worth 1.62$, with a total return of 61.65% (4.92% annualized).

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.52$, with a total return of 152.39% (6.55% annualized).

Merrill Lynch Edge Select Moderately Conservative Portfolio: an investment of 1$, since August 2009, now would be worth 2.40$, with a total return of 139.87% (6.18% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US Stocks Momentum 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
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-18.53% Jan 2022 Sep 2022 (9) In progress (26) 10.42
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-7.78% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.56
-4.75% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.52
-4.35% May 2015 Jan 2016 (9) May 2016 (13) 2.47
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-2.69% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.76
-2.24% Sep 2021 Sep 2021 (1) Dec 2021 (4) 1.10
-2.08% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.22
-1.99% Mar 2014 Apr 2014 (2) May 2014 (3) 1.17
-1.87% Oct 2016 Nov 2016 (2) Jan 2017 (4) 1.10
-1.82% May 2019 May 2019 (1) Jun 2019 (2) 1.05
-1.80% Jun 2021 Jun 2021 (1) Aug 2021 (3) 0.96
-1.64% Sep 2014 Sep 2014 (1) Nov 2014 (3) 0.83
-1.01% Jan 2021 Jan 2021 (1) Apr 2021 (4) 0.54
-0.81% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.47

Drawdown comparison chart since August 2009.

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Developed World ex-US Stocks Momentum 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
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-26.91% May 2011 Sep 2011 (5) Apr 2013 (24) 14.61
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-18.53% Jan 2022 Sep 2022 (9) In progress (26) 10.42
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-14.08% Apr 2010 Jun 2010 (3) Sep 2010 (6) 8.07
-7.78% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.56
-7.18% Jan 2010 Jan 2010 (1) Mar 2010 (3) 4.79
-6.52% May 2013 Jun 2013 (2) Sep 2013 (5) 4.30
-5.80% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.34
-5.15% Jan 2014 Jan 2014 (1) Jun 2014 (6) 2.47
-4.75% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.52
-4.35% May 2015 Jan 2016 (9) May 2016 (13) 2.47
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-3.50% May 2010 Jun 2010 (2) Jul 2010 (3) 2.37
-3.43% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.98
-3.06% May 2013 Jun 2013 (2) Sep 2013 (5) 1.63
-2.86% May 2012 May 2012 (1) Jul 2012 (3) 1.50

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
+8.63%
0.00%
+0.89%
-0.08%
2023
+13.91%
-8.35%
+13.70%
-6.23%
2022
-16.80%
-28.32%
-14.91%
-18.53%
2021
+6.60%
-4.63%
+6.44%
-2.24%
2020
+22.16%
-15.97%
+11.65%
-7.78%
2019
+24.51%
-2.38%
+16.41%
-1.82%
2018
-14.30%
-19.22%
-2.89%
-4.75%
2017
+25.46%
-0.73%
+11.44%
0.00%
2016
+0.47%
-7.09%
+6.14%
-1.87%
2015
-1.60%
-12.26%
-0.48%
-4.33%
2014
-9.19%
-9.77%
+6.29%
-1.64%
2013
+22.20%
-6.52%
+8.82%
-3.06%
2012
+17.94%
-8.24%
+9.99%
-2.86%
2011
-14.36%
-26.91%
+3.41%
-5.80%
2010
+14.14%
-14.08%
+10.48%
-3.50%