Merrill Lynch Edge Select Aggressive vs Stocks/Bonds 80/20 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Merrill Lynch Edge Select Aggressive Portfolio obtained a 8.37% compound annual return, with a 13.26% standard deviation, in the last 30 Years.

The Stocks/Bonds 80/20 Momentum Portfolio obtained a 11.32% compound annual return, with a 12.42% standard deviation, in the last 30 Years.

Summary

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Merrill Lynch Edge Select Aggressive Portfolio Stocks/Bonds 80/20 Momentum Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 84% 80%
Fixed Income 16% 20%
Commodities 0% 0%
30 Years Stats Return +8.37% +11.32%
Std Dev 13.26% 12.42%
Max Drawdown -45.65% -43.61%
All time Stats
(Since Jan 1985)
Return +10.47% +12.33%
Std Dev 13.38% 12.62%
Max Drawdown -45.65% -43.61%
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
Merrill Lynch Edge Select Aggressive Portfolio +3.75 +10.09 +21.04 +9.83 +8.46 +8.37 +10.47
Stocks/Bonds 80/20 Momentum Portfolio +7.82 +19.94 +26.62 +9.80 +10.50 +11.32 +12.33
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since March 1994, now would be worth 11.14$, with a total return of 1014.30% (8.37% annualized).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 24.93$, with a total return of 2393.10% (11.32% annualized).

Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since January 1985, now would be worth 49.45$, with a total return of 4844.96% (10.47% annualized).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 95.14$, with a total return of 9413.91% (12.33% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Merrill Lynch Edge Select Aggressive Portfolio
Stocks/Bonds 80/20 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-45.65% Nov 2007 Feb 2009 (16) Mar 2011 (41) 21.44
-43.61% Nov 2007 Feb 2009 (16) Feb 2012 (52) 20.50
-33.96% Apr 2000 Sep 2002 (30) Nov 2004 (56) 18.03
-32.75% Sep 2000 Sep 2002 (25) Dec 2004 (52) 18.54
-27.23% Nov 2021 Sep 2022 (11) In progress (28) 18.50
-23.81% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.92
-17.64% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.92
-16.85% May 2011 Sep 2011 (5) Mar 2012 (11) 7.50
-14.33% Feb 2020 Mar 2020 (2) Jun 2020 (5) 6.76
-13.97% May 1998 Aug 1998 (4) Nov 1998 (7) 6.38
-12.46% Oct 2018 Dec 2018 (3) Jun 2019 (9) 6.19
-11.27% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.43
-10.51% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.56
-9.24% Aug 1998 Aug 1998 (1) Oct 1998 (3) 4.97
-7.41% Apr 2012 May 2012 (2) Sep 2012 (6) 3.38
-6.55% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.63
-6.22% Aug 2015 Sep 2015 (2) Mar 2016 (8) 3.19
-6.20% Aug 1997 Oct 1997 (3) Feb 1998 (7) 3.62
-5.32% May 2019 May 2019 (1) Jun 2019 (2) 3.07
-5.19% Apr 2012 May 2012 (2) Aug 2012 (5) 2.34

Drawdown comparison chart since January 1985.

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Merrill Lynch Edge Select Aggressive Portfolio
Stocks/Bonds 80/20 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-45.65% Nov 2007 Feb 2009 (16) Mar 2011 (41) 21.44
-43.61% Nov 2007 Feb 2009 (16) Feb 2012 (52) 20.50
-33.96% Apr 2000 Sep 2002 (30) Nov 2004 (56) 18.03
-32.75% Sep 2000 Sep 2002 (25) Dec 2004 (52) 18.54
-27.23% Nov 2021 Sep 2022 (11) In progress (28) 18.50
-25.63% Sep 1987 Nov 1987 (3) May 1989 (21) 15.38
-23.81% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.92
-22.86% Sep 1987 Nov 1987 (3) Jan 1989 (17) 11.68
-17.64% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.92
-16.85% May 2011 Sep 2011 (5) Mar 2012 (11) 7.50
-15.96% Aug 1990 Sep 1990 (2) Feb 1991 (7) 9.08
-14.33% Feb 2020 Mar 2020 (2) Jun 2020 (5) 6.76
-13.97% May 1998 Aug 1998 (4) Nov 1998 (7) 6.38
-12.46% Oct 2018 Dec 2018 (3) Jun 2019 (9) 6.19
-11.27% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.43
-10.51% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.56
-10.02% Aug 1990 Sep 1990 (2) Jan 1991 (6) 6.20
-9.24% Aug 1998 Aug 1998 (1) Oct 1998 (3) 4.97
-8.72% Jan 1990 Apr 1990 (4) Jun 1990 (6) 5.23
-7.41% Apr 2012 May 2012 (2) Sep 2012 (6) 3.38

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
+3.53%
-0.21%
+12.61%
0.00%
2023
+21.48%
-8.85%
+8.41%
-5.88%
2022
-17.87%
-23.81%
-17.23%
-24.45%
2021
+15.74%
-3.70%
+10.32%
-3.67%
2020
+17.62%
-17.64%
+25.42%
-14.33%
2019
+24.61%
-5.32%
+23.57%
-1.46%
2018
-6.88%
-11.27%
-1.35%
-12.46%
2017
+21.70%
0.00%
+30.71%
0.00%
2016
+9.21%
-4.97%
+4.51%
-3.62%
2015
-1.81%
-9.34%
+7.25%
-6.22%
2014
+6.27%
-3.59%
+12.86%
-3.39%
2013
+20.62%
-2.29%
+27.24%
-2.48%
2012
+15.28%
-7.41%
+12.58%
-5.19%
2011
-2.72%
-16.85%
+6.33%
-10.88%
2010
+14.37%
-10.38%
+15.66%
-9.31%
2009
+30.72%
-15.46%
+14.68%
-16.18%
2008
-32.45%
-35.23%
-31.40%
-32.66%
2007
+10.67%
-4.82%
+15.50%
-1.97%
2006
+16.89%
-3.81%
+9.30%
-2.94%
2005
+9.86%
-4.16%
+15.79%
-1.04%
2004
+13.59%
-3.69%
+14.21%
-2.13%
2003
+30.43%
-3.69%
+21.59%
-3.04%
2002
-14.01%
-20.65%
-8.17%
-17.08%
2001
-9.00%
-19.93%
-12.19%
-20.18%
2000
-8.67%
-12.07%
-5.41%
-9.70%
1999
+23.19%
-2.88%
+32.18%
-1.61%
1998
+18.05%
-13.97%
+40.72%
-9.24%
1997
+17.27%
-6.20%
+31.37%
-4.22%
1996
+15.00%
-3.98%
+24.58%
-3.09%
1995
+23.68%
-0.91%
+37.49%
0.00%
1994
+0.50%
-7.08%
-1.40%
-6.80%
1993
+21.88%
-3.14%
+12.52%
-1.57%
1992
+3.09%
-3.48%
+4.88%
-2.94%
1991
+34.86%
-4.62%
+32.57%
-3.31%
1990
-6.03%
-15.96%
+2.93%
-10.02%
1989
+30.19%
-2.36%
+36.94%
-1.39%
1988
+18.97%
-3.56%
+7.13%
-4.35%
1987
+4.52%
-22.86%
+2.18%
-25.63%
1986
+25.81%
-5.82%
+21.18%
-6.69%
1985
+34.45%
-2.58%
+30.36%
-2.61%