Merrill Lynch Edge Select Moderate vs Ray Dalio All Weather Portfolio Comparison

Last Update: 31 March 2024

The Merrill Lynch Edge Select Moderate Portfolio obtained a 7.48% compound annual return, with a 8.93% standard deviation, in the last 30 Years.

The Ray Dalio All Weather Portfolio obtained a 7.54% compound annual return, with a 7.38% standard deviation, in the last 30 Years.

Summary

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Merrill Lynch Edge Select Moderate Portfolio Ray Dalio All Weather Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 53% 30%
Fixed Income 47% 55%
Commodities 0% 15%
30 Years Stats Return +7.48% +7.54%
Std Dev 8.93% 7.38%
Max Drawdown -29.58% -20.58%
All time Stats
(Since Jan 1985)		 Return +9.11% +8.73%
Std Dev 9.18% 7.50%
Max Drawdown -29.58% -20.58%
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 Moderate Portfolio +2.04 +13.82 +14.06 +6.86 +6.34 +7.48 +9.11
Ray Dalio All Weather Portfolio +2.27 +12.15 +6.27 +4.85 +5.04 +7.54 +8.73
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since April 1994, now would be worth 8.70$, with a total return of 769.82% (7.48% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since April 1994, now would be worth 8.84$, with a total return of 784.36% (7.54% annualized).

Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since January 1985, now would be worth 30.65$, with a total return of 2964.95% (9.11% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1985, now would be worth 26.71$, with a total return of 2571.20% (8.73% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Merrill Lynch Edge Select Moderate Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-29.58% Nov 2007 Feb 2009 (16) Apr 2010 (30) 13.63
-20.58% Jan 2022 Sep 2022 (9) In progress (27) 13.55
-20.56% Jan 2022 Sep 2022 (9) Mar 2024 (27) 10.84
-15.42% Sep 2000 Sep 2002 (25) Oct 2003 (38) 8.32
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-10.96% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.84
-9.65% May 2011 Sep 2011 (5) Feb 2012 (10) 3.99
-7.97% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.78
-7.17% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.46
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.44% May 2015 Feb 2016 (10) Jun 2016 (14) 3.46
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-5.89% May 2010 Jun 2010 (2) Sep 2010 (5) 3.33
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-4.83% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.27
-4.76% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.09
-4.74% Jun 2003 Jul 2003 (2) Sep 2003 (4) 2.46
-4.71% Sep 2018 Oct 2018 (2) Mar 2019 (7) 2.74
-4.61% Feb 2001 Mar 2001 (2) Aug 2002 (19) 2.73

Drawdown comparison chart since January 1985.

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Merrill Lynch Edge Select Moderate Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-29.58% Nov 2007 Feb 2009 (16) Apr 2010 (30) 13.63
-20.58% Jan 2022 Sep 2022 (9) In progress (27) 13.55
-20.56% Jan 2022 Sep 2022 (9) Mar 2024 (27) 10.84
-15.42% Sep 2000 Sep 2002 (25) Oct 2003 (38) 8.32
-15.26% Sep 1987 Nov 1987 (3) Dec 1988 (16) 6.95
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-10.96% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.84
-10.40% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.57
-9.65% May 2011 Sep 2011 (5) Feb 2012 (10) 3.99
-8.78% Sep 1987 Nov 1987 (3) Sep 1988 (13) 3.96
-7.97% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.78
-7.17% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.46
-6.83% Feb 1994 Nov 1994 (10) Mar 1995 (14) 4.86
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.44% May 2015 Feb 2016 (10) Jun 2016 (14) 3.46
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-6.36% Jan 1990 Apr 1990 (4) Jun 1990 (6) 3.79
-5.89% May 2010 Jun 2010 (2) Sep 2010 (5) 3.33
-5.84% Feb 1994 Mar 1994 (2) Mar 1995 (14) 3.45

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.
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Year Return Drawdown Return Drawdown
2024
+3.80%
 -0.14%
+2.18%
 -0.52%
2023
+16.31%
 -7.34%
+9.94%
 -9.24%
2022
-16.06%
 -20.56%
-18.39%
 -20.58%
2021
+9.66%
 -2.75%
+8.27%
 -3.74%
2020
+13.88%
 -10.96%
+15.88%
 -3.68%
2019
+19.44%
 -3.06%
+17.93%
 -0.83%
2018
-4.47%
 -7.17%
-3.02%
 -4.71%
2017
+15.00%
 0.00%
+11.55%
 -0.49%
2016
+7.31%
 -2.51%
+6.50%
 -6.42%
2015
-1.02%
 -6.05%
-3.23%
 -6.66%
2014
+6.15%
 -2.15%
+12.89%
 -2.52%
2013
+12.89%
 -2.80%
+1.71%
 -5.29%
2012
+11.74%
 -4.35%
+7.02%
 -1.33%
2011
+1.36%
 -9.65%
+15.64%
 -2.00%
2010
+11.88%
 -5.89%
+12.88%
 -0.69%
2009
+21.52%
 -11.06%
+2.71%
 -11.57%
2008
-18.62%
 -22.60%
+2.38%
 -11.38%
2007
+8.20%
 -2.71%
+11.88%
 -1.20%
2006
+12.10%
 -2.46%
+6.93%
 -1.71%
2005
+6.80%
 -2.45%
+8.55%
 -2.99%
2004
+10.27%
 -2.82%
+9.41%
 -4.76%
2003
+21.24%
 -1.84%
+13.96%
 -4.74%
2002
-5.21%
 -10.16%
+7.77%
 -1.56%
2001
-2.83%
 -10.45%
-2.77%
 -4.61%
2000
-1.46%
 -6.21%
+10.15%
 -2.26%
1999
+14.10%
 -2.41%
+6.28%
 -3.79%
1998
+14.87%
 -7.97%
+11.05%
 -4.83%
1997
+14.53%
 -4.08%
+13.54%
 -2.89%
1996
+10.99%
 -2.45%
+8.27%
 -2.11%
1995
+22.46%
 -0.02%
+27.44%
 0.00%
1994
-0.46%
 -5.84%
-3.28%
 -6.83%
1993
+17.25%
 -2.24%
+12.02%
 -1.98%
1992
+4.97%
 -2.63%
+6.76%
 -2.23%
1991
+28.12%
 -3.00%
+17.98%
 -1.86%
1990
-1.02%
 -10.40%
+3.85%
 -5.51%
1989
+23.35%
 -0.80%
+20.45%
 -1.14%
1988
+14.65%
 -2.43%
+10.59%
 -1.93%
1987
+4.00%
 -15.26%
+3.47%
 -8.78%
1986
+21.58%
 -4.43%
+20.56%
 -3.75%
1985
+29.83%
 -1.40%
+28.68%
 -2.13%