Last Update: 31 March 2024
The Merrill Lynch Edge Select Conservative Portfolio obtained a 5.30% compound annual return, with a 4.24% standard deviation, in the last 30 Years.
The Bill Bernstein Sheltered Sam 20/80 Portfolio obtained a 5.23% compound annual return, with a 4.08% standard deviation, in the last 30 Years.
Summary
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| Merrill Lynch Edge Select Conservative Portfolio | Bill Bernstein Sheltered Sam 20/80 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Low | Low | |
| Asset Allocation | Stocks | 21% | 19.4% |
| Fixed Income | 79% | 80% | |
| Commodities | 0% | 0.6% | |
| 30 Years Stats | Return | +5.30% | +5.23% |
| Std Dev | 4.24% | 4.08% | |
| Max Drawdown | -12.44% | -11.24% | |
| All time Stats (Since Jan 1985) |
Return | +6.66% | +6.64% |
| Std Dev | 4.53% | 4.49% | |
| Max Drawdown | -12.44% | -11.24% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Merrill Lynch Edge Select Conservative Portfolio | +1.36 | +8.21 | +7.58 | +3.33 | +3.46 | +5.30 | +6.66 |
| Bill Bernstein Sheltered Sam 20/80 Portfolio | +1.11 | +6.30 | +4.68 | +3.15 | +2.86 | +5.23 | +6.64 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Merrill Lynch Edge Select Conservative Portfolio: an investment of 1$, since April 1994,
now would be worth 4.71$, with a total return of 370.93%
(5.30% annualized).
Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 4.61$, with a total return of 361.39% (5.23% annualized).
Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 4.61$, with a total return of 361.39% (5.23% annualized).
Merrill Lynch Edge Select Conservative Portfolio: an investment of 1$, since January 1985,
now would be worth 12.55$, with a total return of 1155.21%
(6.66% annualized).
Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 12.48$, with a total return of 1147.82% (6.64% annualized).
Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 12.48$, with a total return of 1147.82% (6.64% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Merrill Lynch Edge Select Conservative Portfolio
|
Bill Bernstein Sheltered Sam 20/80 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -12.44% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 6.66 | |||||
| -11.24% | Jan 2022 | Sep 2022 (9) | In progress (27) | 6.17 | |||||
| -11.12% | Jun 2008 | Feb 2009 (9) | Sep 2009 (16) | 5.60 | |||||
| -10.97% | May 2008 | Feb 2009 (10) | Aug 2009 (16) | 5.84 | |||||
| -4.57% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 2.06 | |||||
| -3.84% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 1.69 | |||||
| -3.04% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 1.63 | |||||
| -2.88% | Jun 2011 | Sep 2011 (4) | Dec 2011 (7) | 1.14 | |||||
| -2.85% | May 2013 | Jun 2013 (2) | Nov 2013 (7) | 1.60 | |||||
| -2.74% | Aug 2011 | Sep 2011 (2) | Dec 2011 (5) | 1.18 | |||||
| -2.69% | May 2015 | Sep 2015 (5) | Apr 2016 (12) | 1.60 | |||||
| -2.63% | Sep 2018 | Dec 2018 (4) | Feb 2019 (6) | 1.45 | |||||
| -2.46% | Sep 1994 | Nov 1994 (3) | Feb 1995 (6) | 1.35 | |||||
| -2.46% | May 2015 | Sep 2015 (5) | Mar 2016 (11) | 1.46 | |||||
| -2.43% | Jul 1998 | Aug 1998 (2) | Sep 1998 (3) | 1.21 | |||||
| -2.30% | May 2013 | Jun 2013 (2) | Oct 2013 (6) | 1.22 | |||||
| -2.26% | Sep 2018 | Dec 2018 (4) | Jan 2019 (5) | 1.37 | |||||
| -2.01% | Feb 1999 | Feb 1999 (1) | Apr 1999 (3) | 1.13 | |||||
| -1.97% | Jul 1998 | Aug 1998 (2) | Sep 1998 (3) | 1.00 | |||||
| -1.95% | Jun 2002 | Jul 2002 (2) | Nov 2002 (6) | 1.08 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Merrill Lynch Edge Select Conservative Portfolio
|
Bill Bernstein Sheltered Sam 20/80 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -12.44% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 6.66 | |||||
| -11.24% | Jan 2022 | Sep 2022 (9) | In progress (27) | 6.17 | |||||
| -11.12% | Jun 2008 | Feb 2009 (9) | Sep 2009 (16) | 5.60 | |||||
| -10.97% | May 2008 | Feb 2009 (10) | Aug 2009 (16) | 5.84 | |||||
| -5.52% | Feb 1994 | Jun 1994 (5) | Mar 1995 (14) | 3.89 | |||||
| -5.44% | Sep 1987 | Nov 1987 (3) | Feb 1988 (6) | 3.15 | |||||
| -4.57% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 2.06 | |||||
| -4.40% | Sep 1987 | Nov 1987 (3) | Jan 1988 (5) | 2.67 | |||||
| -4.06% | Aug 1990 | Sep 1990 (2) | Dec 1990 (5) | 2.30 | |||||
| -3.84% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 1.69 | |||||
| -3.75% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 2.51 | |||||
| -3.05% | Aug 1990 | Sep 1990 (2) | Nov 1990 (4) | 1.95 | |||||
| -3.04% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 1.63 | |||||
| -2.89% | Jan 1990 | Apr 1990 (4) | May 1990 (5) | 1.85 | |||||
| -2.88% | Jun 2011 | Sep 2011 (4) | Dec 2011 (7) | 1.14 | |||||
| -2.85% | May 2013 | Jun 2013 (2) | Nov 2013 (7) | 1.60 | |||||
| -2.74% | Aug 2011 | Sep 2011 (2) | Dec 2011 (5) | 1.18 | |||||
| -2.69% | May 2015 | Sep 2015 (5) | Apr 2016 (12) | 1.60 | |||||
| -2.65% | Jan 1990 | Apr 1990 (4) | May 1990 (5) | 1.67 | |||||
| -2.63% | Sep 2018 | Dec 2018 (4) | Feb 2019 (6) | 1.45 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+1.66%
|
-0.02% |
+1.19%
|
-0.03% |
| 2023 |
+9.20%
|
-3.89% |
+6.07%
|
-3.04% |
| 2022 |
-9.59%
|
-12.44% |
-8.57%
|
-11.24% |
| 2021 |
+3.46%
|
-1.41% |
+6.12%
|
-1.13% |
| 2020 |
+6.74%
|
-4.57% |
+6.51%
|
-3.84% |
| 2019 |
+11.07%
|
-0.76% |
+9.31%
|
-0.46% |
| 2018 |
-1.01%
|
-2.26% |
-1.46%
|
-2.63% |
| 2017 |
+6.67%
|
0.00% |
+4.67%
|
-0.02% |
| 2016 |
+4.67%
|
-1.32% |
+4.89%
|
-0.76% |
| 2015 |
-0.16%
|
-2.46% |
-0.87%
|
-2.69% |
| 2014 |
+4.82%
|
-1.01% |
+3.15%
|
-1.67% |
| 2013 |
+5.12%
|
-2.30% |
+2.51%
|
-2.85% |
| 2012 |
+6.74%
|
-1.52% |
+5.52%
|
-0.90% |
| 2011 |
+3.69%
|
-2.88% |
+4.55%
|
-2.74% |
| 2010 |
+7.47%
|
-1.66% |
+6.66%
|
-1.86% |
| 2009 |
+10.64%
|
-5.42% |
+8.71%
|
-5.55% |
| 2008 |
-5.32%
|
-9.24% |
-4.20%
|
-8.77% |
| 2007 |
+5.55%
|
-0.80% |
+7.87%
|
-0.26% |
| 2006 |
+7.57%
|
-0.79% |
+6.52%
|
-0.66% |
| 2005 |
+4.31%
|
-1.00% |
+3.75%
|
-1.08% |
| 2004 |
+6.35%
|
-1.82% |
+6.77%
|
-3.04% |
| 2003 |
+10.38%
|
-1.16% |
+11.07%
|
-1.00% |
| 2002 |
+2.13%
|
-1.95% |
+6.48%
|
-0.84% |
| 2001 |
+2.93%
|
-1.89% |
+5.17%
|
-0.79% |
| 2000 |
+5.85%
|
-1.16% |
+10.33%
|
-0.80% |
| 1999 |
+5.52%
|
-1.57% |
+2.93%
|
-2.01% |
| 1998 |
+10.67%
|
-2.43% |
+8.26%
|
-1.97% |
| 1997 |
+9.16%
|
-1.58% |
+11.23%
|
-1.41% |
| 1996 |
+7.09%
|
-0.68% |
+6.44%
|
-1.47% |
| 1995 |
+17.99%
|
0.00% |
+18.36%
|
0.00% |
| 1994 |
-0.59%
|
-3.75% |
-2.45%
|
-5.52% |
| 1993 |
+11.76%
|
-1.05% |
+13.19%
|
-1.20% |
| 1992 |
+6.62%
|
-1.08% |
+7.98%
|
-1.39% |
| 1991 |
+18.00%
|
-1.13% |
+17.84%
|
-1.06% |
| 1990 |
+3.99%
|
-4.06% |
+5.02%
|
-3.05% |
| 1989 |
+14.88%
|
-0.43% |
+15.82%
|
-0.71% |
| 1988 |
+10.13%
|
-0.73% |
+8.98%
|
-1.35% |
| 1987 |
+4.09%
|
-5.44% |
+2.97%
|
-4.40% |
| 1986 |
+15.59%
|
-2.24% |
+16.07%
|
-2.27% |
| 1985 |
+22.07%
|
-0.64% |
+21.99%
|
-0.96% |
