Roger Gibson Five Asset vs Merrill Lynch Edge Select Moderately Aggressive Portfolio Comparison

Last Update: 29 February 2024

The Roger Gibson Five Asset Portfolio obtained a 7.30% compound annual return, with a 11.29% standard deviation, in the last 30 Years.

The Merrill Lynch Edge Select Moderately Aggressive Portfolio obtained a 7.90% compound annual return, with a 11.14% standard deviation, in the last 30 Years.

Summary

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Roger Gibson Five Asset Portfolio Merrill Lynch Edge Select Moderately Aggressive Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 60% 69%
Fixed Income 20% 31%
Commodities 20% 0%
30 Years Stats Return +7.30% +7.90%
Std Dev 11.29% 11.14%
Max Drawdown -44.75% -38.23%
All time Stats
(Since Jan 1985)
Return +8.93% +9.85%
Std Dev 10.68% 11.32%
Max Drawdown -44.75% -38.23%
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
Roger Gibson Five Asset Portfolio +1.55 +4.96 +9.48 +7.18 +5.25 +7.30 +8.93
Merrill Lynch Edge Select Moderately Aggressive Portfolio +2.88 +9.00 +18.64 +8.49 +7.43 +7.90 +9.85
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Roger Gibson Five Asset Portfolio: an investment of 1$, since March 1994, now would be worth 8.27$, with a total return of 727.42% (7.30% annualized).

Merrill Lynch Edge Select Moderately Aggressive Portfolio: an investment of 1$, since March 1994, now would be worth 9.79$, with a total return of 878.97% (7.90% annualized).

Roger Gibson Five Asset Portfolio: an investment of 1$, since January 1985, now would be worth 28.51$, with a total return of 2750.91% (8.93% annualized).

Merrill Lynch Edge Select Moderately Aggressive Portfolio: an investment of 1$, since January 1985, now would be worth 39.63$, with a total return of 3863.37% (9.85% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Roger Gibson Five Asset Portfolio
Merrill Lynch Edge Select Moderately Aggressive Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-44.75% Jun 2008 Feb 2009 (9) Feb 2011 (33) 23.07
-38.23% Nov 2007 Feb 2009 (16) Dec 2010 (38) 17.26
-25.60% Sep 2000 Sep 2002 (25) Jan 2004 (41) 14.73
-22.31% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.50
-19.30% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-16.29% Apr 2022 Sep 2022 (6) In progress (23) 8.13
-15.14% May 2011 Sep 2011 (5) Aug 2012 (16) 5.99
-14.29% Jan 2020 Mar 2020 (3) Jul 2020 (7) 6.16
-13.38% May 2011 Sep 2011 (5) Feb 2012 (10) 5.95
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.68
-13.03% Sep 2014 Feb 2016 (18) Jan 2017 (29) 5.79
-11.36% Feb 2001 Oct 2001 (9) May 2003 (28) 6.61
-10.89% May 1998 Aug 1998 (4) Nov 1998 (7) 4.77
-10.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.59
-9.25% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.42
-8.54% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.52
-5.96% Apr 2012 May 2012 (2) Sep 2012 (6) 2.60
-5.79% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.17
-5.38% Mar 1994 Nov 1994 (9) Apr 1995 (14) 2.59
-5.25% Nov 2007 Jan 2008 (3) Apr 2008 (6) 3.31

Drawdown comparison chart since January 1985.

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Roger Gibson Five Asset Portfolio
Merrill Lynch Edge Select Moderately Aggressive Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-44.75% Jun 2008 Feb 2009 (9) Feb 2011 (33) 23.07
-38.23% Nov 2007 Feb 2009 (16) Dec 2010 (38) 17.26
-25.60% Sep 2000 Sep 2002 (25) Jan 2004 (41) 14.73
-22.31% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.50
-19.36% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.38
-19.30% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-16.29% Apr 2022 Sep 2022 (6) In progress (23) 8.13
-15.14% May 2011 Sep 2011 (5) Aug 2012 (16) 5.99
-14.29% Jan 2020 Mar 2020 (3) Jul 2020 (7) 6.16
-13.38% May 2011 Sep 2011 (5) Feb 2012 (10) 5.95
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.68
-13.23% Aug 1990 Sep 1990 (2) Feb 1991 (7) 7.33
-13.03% Sep 2014 Feb 2016 (18) Jan 2017 (29) 5.79
-11.38% Sep 1987 Nov 1987 (3) Jun 1988 (10) 5.93
-11.36% Feb 2001 Oct 2001 (9) May 2003 (28) 6.61
-10.89% May 1998 Aug 1998 (4) Nov 1998 (7) 4.77
-10.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.59
-9.25% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.42
-8.54% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.52
-7.54% Jan 1990 Apr 1990 (4) Jun 1990 (6) 4.52

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
+0.62%
-0.91%
+2.76%
-0.11%
2023
+10.78%
-7.73%
+19.24%
-8.08%
2022
-11.00%
-16.29%
-17.08%
-22.31%
2021
+22.77%
-3.55%
+12.88%
-3.28%
2020
+5.29%
-19.30%
+16.02%
-14.29%
2019
+20.35%
-3.32%
+22.30%
-4.24%
2018
-7.26%
-10.00%
-5.68%
-9.25%
2017
+12.32%
-0.50%
+18.60%
0.00%
2016
+9.61%
-3.95%
+8.18%
-3.80%
2015
-5.77%
-8.86%
-1.40%
-7.75%
2014
+3.39%
-4.13%
+6.31%
-2.65%
2013
+8.12%
-4.34%
+16.88%
-2.57%
2012
+12.31%
-6.55%
+13.59%
-5.96%
2011
+0.22%
-15.14%
-0.71%
-13.38%
2010
+15.28%
-9.00%
+13.09%
-8.24%
2009
+23.98%
-16.95%
+26.40%
-13.32%
2008
-29.02%
-36.68%
-25.92%
-29.30%
2007
+8.47%
-3.75%
+9.49%
-3.81%
2006
+15.69%
-2.03%
+14.56%
-3.15%
2005
+11.50%
-3.59%
+8.32%
-3.32%
2004
+17.11%
-5.79%
+11.86%
-3.19%
2003
+28.11%
-2.15%
+25.92%
-2.76%
2002
+3.88%
-5.15%
-9.91%
-15.72%
2001
-8.31%
-11.36%
-6.23%
-15.50%
2000
+12.13%
-2.94%
-5.49%
-9.00%
1999
+18.03%
-2.76%
+18.91%
-2.47%
1998
-0.41%
-13.25%
+16.84%
-10.89%
1997
+8.02%
-3.37%
+16.20%
-5.14%
1996
+19.46%
-2.51%
+13.20%
-3.20%
1995
+18.27%
-1.10%
+23.22%
-0.43%
1994
+0.49%
-6.61%
+0.12%
-6.49%
1993
+11.92%
-4.90%
+19.47%
-2.68%
1992
+4.38%
-3.09%
+3.95%
-3.09%
1991
+17.71%
-3.33%
+31.55%
-3.84%
1990
-1.78%
-7.29%
-3.49%
-13.23%
1989
+20.20%
-1.50%
+26.95%
-1.61%
1988
+18.43%
-1.97%
+16.80%
-3.01%
1987
+11.07%
-11.38%
+4.39%
-19.36%
1986
+22.93%
-2.98%
+23.79%
-5.19%
1985
+26.81%
-0.45%
+32.17%
-2.00%