As of May 2026, in the previous 30 Years, the Merrill Lynch Edge Select Conservative Portfolio obtained a 5.20% compound annual return, with a 4.30% standard deviation. It suffered a maximum drawdown of -12.44% that required 27 months to be recovered.

As of May 2026, in the previous 30 Years, the 10-year Treasury Portfolio obtained a 4.65% compound annual return, with a 6.70% standard deviation. It suffered a maximum drawdown of -23.19% which has been ongoing for 70 months and is still in progress.

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Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.

Table of contents

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Merrill Lynch
Merrill Lynch Edge Select Conservative Portfolio
Weight
(%)		 Ticker Name
8.00
VTV
Vanguard Value
5.00
VUG
Vanguard Growth
5.00
VEU
Vanguard FTSE All-World ex-US
1.00
EEM
iShares MSCI Emerging Markets
1.00
IJS
iShares S&P Small-Cap 600 Value
1.00
IJT
iShares S&P Small-Cap 600 Growth
24.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
17.00
IEI
iShares 3-7 Year Treasury Bond
12.00
MBB
iShares MBS
12.00
BNDX
Vanguard Total International Bond
10.00
LQD
iShares Investment Grade Corporate Bond
4.00
HYG
iShares iBoxx $ High Yield Corporate Bond
10-year Treasury Portfolio
Weight
(%)		 Ticker Name
100.00
IEF
iShares 7-10 Year Treasury Bond

Portfolio Returns as of May 31, 2026

Return Comparison
Capital Growth
Inflation Adj:
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Return (%) as of May 31, 2026
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
http://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_merrill_lynch.webp Edge Select Conservative
Merrill Lynch 		3.41 1.21 3.58 9.72 3.66 4.52 5.20 6.71
http://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_us_author.webp 10-year Treasury
-- Market Benchmark 		-0.31 -0.02 -1.06 3.98 -1.00 0.79 4.65 6.34
Returns over 1 year are annualized.

Portfolio Metrics as of May 31, 2026

The following metrics, updated as of 31 May 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
1Y
5Y
10Y
30Y
MAX
Period: ()
Swipe left to see all data
Edge Select Conservative 10-year Treasury
Author Merrill Lynch
ASSET ALLOCATION
Stocks 21% 0%
Fixed Income 79% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.72 3.98
Infl. Adjusted (%) 5.31 -0.19
DRAWDOWN
Deepest Drawdown Depth (%) -2.16 -2.49
Start to Recovery (months) 3 3*
Longest Drawdown Depth (%) -2.16 -2.49
Start to Recovery (months) 3 3*
Longest Negative Period (months) 2 7*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 3.63 4.28
Sharpe Ratio 1.61 0.02
Sortino Ratio 1.89 0.03
Ulcer Index 0.60 1.23
Ratio: Return / Standard Deviation 2.68 0.93
Ratio: Return / Deepest Drawdown 4.50 1.60
Metrics calculated over the period 1 June 2025 - 31 May 2026
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Edge Select Conservative 10-year Treasury
Author Merrill Lynch
ASSET ALLOCATION
Stocks 21% 0%
Fixed Income 79% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 3.66 -1.00
Infl. Adjusted (%) -0.77 -5.23
DRAWDOWN
Deepest Drawdown Depth (%) -12.44 -20.50
Start to Recovery (months) 27 58*
Longest Drawdown Depth (%) -12.44 -20.50
Start to Recovery (months) 27 58*
Longest Negative Period (months) 34 60*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.96 7.54
Sharpe Ratio 0.04 -0.58
Sortino Ratio 0.06 -0.82
Ulcer Index 4.54 11.99
Ratio: Return / Standard Deviation 0.61 -0.13
Ratio: Return / Deepest Drawdown 0.29 -0.05
Metrics calculated over the period 1 June 2021 - 31 May 2026
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Edge Select Conservative 10-year Treasury
Author Merrill Lynch
ASSET ALLOCATION
Stocks 21% 0%
Fixed Income 79% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.52 0.79
Infl. Adjusted (%) 1.10 -2.51
DRAWDOWN
Deepest Drawdown Depth (%) -12.44 -23.19
Start to Recovery (months) 27 70*
Longest Drawdown Depth (%) -12.44 -23.19
Start to Recovery (months) 27 70*
Longest Negative Period (months) 39 103
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.93 6.58
Sharpe Ratio 0.47 -0.21
Sortino Ratio 0.63 -0.30
Ulcer Index 3.29 10.83
Ratio: Return / Standard Deviation 0.92 0.12
Ratio: Return / Deepest Drawdown 0.36 0.03
Metrics calculated over the period 1 June 2016 - 31 May 2026
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Edge Select Conservative 10-year Treasury
Author Merrill Lynch
ASSET ALLOCATION
Stocks 21% 0%
Fixed Income 79% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.20 4.65
Infl. Adjusted (%) 2.57 2.03
DRAWDOWN
Deepest Drawdown Depth (%) -12.44 -23.19
Start to Recovery (months) 27 70*
Longest Drawdown Depth (%) -12.44 -23.19
Start to Recovery (months) 27 70*
Longest Negative Period (months) 39 126
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.30 6.70
Sharpe Ratio 0.69 0.36
Sortino Ratio 0.92 0.52
Ulcer Index 2.35 6.71
Ratio: Return / Standard Deviation 1.21 0.69
Ratio: Return / Deepest Drawdown 0.42 0.20
Metrics calculated over the period 1 June 1996 - 31 May 2026
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Edge Select Conservative 10-year Treasury
Author Merrill Lynch
ASSET ALLOCATION
Stocks 21% 0%
Fixed Income 79% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.71 6.34
Infl. Adjusted (%) 3.78 3.42
DRAWDOWN
Deepest Drawdown Depth (%) -12.44 -23.19
Start to Recovery (months) 27 70*
Longest Drawdown Depth (%) -12.44 -23.19
Start to Recovery (months) 27 70*
Longest Negative Period (months) 39 126
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.51 7.16
Sharpe Ratio 0.78 0.44
Sortino Ratio 1.07 0.64
Ulcer Index 2.11 6.02
Ratio: Return / Standard Deviation 1.49 0.89
Ratio: Return / Deepest Drawdown 0.54 0.27
Metrics calculated over the period 1 January 1985 - 31 May 2026
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Inflation Adj:

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart

Time to Target

What it shows: Months to reach your target capital from each historical entry point, accounting for your initial investment and periodic contributions.

Time to Target Comparison
Time to reach your Target Capital

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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Edge Select Conservative 10-year Treasury
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2026
 3.41 -2.16 -0.31 -2.49
2025
 8.93 -0.75 8.03 -1.24
2024
 5.96 -1.86 -0.63 -4.61
2023
 9.20 -3.89 3.65 -8.82
2022
 -9.59 -12.44 -15.19 -16.91
2021
 3.46 -1.41 -3.33 -5.73
2020
 6.74 -4.57 10.01 -2.02
2019
 11.07 -0.76 8.03 -2.59
2018
 -1.01 -2.26 0.99 -3.19
2017
 6.67 0.00 2.55 -1.90
2016
 4.67 -1.32 1.00 -6.50
2015
 -0.16 -2.46 1.51 -4.25
2014
 4.82 -1.01 9.07 -1.05
2013
 5.12 -2.30 -6.09 -7.60
2012
 6.74 -1.52 3.66 -2.67
2011
 3.69 -2.88 15.64 -1.29
2010
 7.47 -1.66 9.37 -4.30
2009
 10.64 -5.42 -6.59 -6.65
2008
 -5.32 -9.24 17.91 -4.15
2007
 5.55 -0.80 10.37 -1.85
2006
 7.57 -0.79 2.52 -2.87
2005
 4.31 -1.00 2.64 -3.19
2004
 6.35 -1.82 4.12 -4.85
2003
 10.38 -1.16 5.29 -5.68
2002
 2.13 -1.95 15.45 -4.13
2001
 2.93 -1.89 5.40 -5.21
2000
 5.85 -1.16 17.28 -1.12
1999
 5.52 -1.57 -7.83 -8.11
1998
 10.67 -2.43 14.64 -1.61
1997
 9.16 -1.58 11.97 -2.02
1996
 7.09 -0.68 0.00 -6.90
1995
 17.99 0.00 25.55 -1.23
1994
 -0.59 -3.75 -7.19 -9.56
1993
 11.76 -1.05 12.97 -2.55
1992
 6.62 -1.08 7.23 -4.02
1991
 18.00 -1.13 18.91 -0.54
1990
 3.99 -4.06 7.70 -4.48
1989
 14.88 -0.43 17.84 -2.30
1988
 10.13 -0.73 6.90 -4.60
1987
 4.09 -5.44 -2.64 -10.87
1986
 15.59 -2.24 21.35 -3.93
1985
 22.07 -0.64 29.85 -3.33
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