Last Update: 28 February 2023
The Merrill Lynch Edge Select Moderately Aggressive Portfolio obtained a 7.86% compound annual return, with a 11.04% standard deviation, in the last 30 Years.
The David Swensen Lazy Portfolio obtained a 7.88% compound annual return, with a 10.78% standard deviation, in the last 30 Years.
Summary
| Merrill Lynch Edge Select Moderately Aggressive Portfolio | David Swensen Lazy Portfolio | ||
|---|---|---|---|
| Risk | High | High | |
| Asset Allocation | Stocks | 69% | 70% |
| Fixed Income | 31% | 30% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +7.86% | +7.88% |
| Std Dev | 11.04% | 10.78% | |
| Max Drawdown | -38.23% | -40.89% | |
Last Update: 28 February 2023
Historical Returns as of Feb 28, 2023
Comparison period starts from January 1985
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Merrill Lynch Edge Select Moderately Aggressive Portfolio | -3.08 | +1.63 | -8.70 | +5.20 | +7.05 | +7.86 | +9.63 |
| David Swensen Lazy Portfolio | -3.53 | -0.60 | -9.87 | +5.11 | +6.07 | +7.88 | +9.34 |
Capital Growth as of Feb 28, 2023
Merrill Lynch Edge Select Moderately Aggressive Portfolio: an investment of 1000$, since March 1993, now would be worth 9670.39$, with a total return of 867.04% (7.86% annualized).
David Swensen Lazy Portfolio: an investment of 1000$, since March 1993, now would be worth 9738.54$, with a total return of 873.85% (7.88% annualized).
Merrill Lynch Edge Select Moderately Aggressive Portfolio: an investment of 1000$, since January 1985, now would be worth 33407.67$, with a total return of 3240.77% (9.63% annualized).
David Swensen Lazy Portfolio: an investment of 1000$, since January 1985, now would be worth 30192.68$, with a total return of 2919.27% (9.34% annualized).
Drawdowns
Drawdown comparison chart since February 1993.
Merrill Lynch Edge Select Moderately Aggressive Portfolio |
David Swensen Lazy Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -40.89% | Nov 2007 | Feb 2009 | |||
| -38.23% | Nov 2007 | Feb 2009 | |||
| -25.60% | Sep 2000 | Sep 2002 | |||
| -22.43% | Jan 2022 | Sep 2022 | |||
| -22.31% | Jan 2022 | Sep 2022 | |||
| -14.66% | Feb 2020 | Mar 2020 | |||
| -14.29% | Jan 2020 | Mar 2020 | |||
| -13.38% | May 2011 | Sep 2011 | |||
| -12.40% | May 2011 | Sep 2011 | |||
| -11.28% | Apr 1998 | Aug 1998 | |||
| -10.89% | May 1998 | Aug 1998 | |||
| -10.67% | Sep 2000 | Sep 2002 | |||
| -9.25% | Oct 2018 | Dec 2018 | |||
| -8.54% | Jun 2015 | Feb 2016 | |||
| -8.21% | Feb 1994 | Nov 1994 | |||
| -8.18% | Sep 2018 | Dec 2018 | |||
| -6.84% | Mar 2015 | Sep 2015 | |||
| -6.49% | Feb 1994 | Mar 1994 | |||
| -5.96% | Apr 2012 | May 2012 | |||
| -5.90% | Apr 2004 | Apr 2004 | |||
Drawdown comparison chart since January 1985.
Merrill Lynch Edge Select Moderately Aggressive Portfolio |
David Swensen Lazy Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -40.89% | Nov 2007 | Feb 2009 | |||
| -38.23% | Nov 2007 | Feb 2009 | |||
| -25.60% | Sep 2000 | Sep 2002 | |||
| -22.43% | Jan 2022 | Sep 2022 | |||
| -22.31% | Jan 2022 | Sep 2022 | |||
| -19.36% | Sep 1987 | Nov 1987 | |||
| -16.20% | Sep 1987 | Nov 1987 | |||
| -14.66% | Feb 2020 | Mar 2020 | |||
| -14.29% | Jan 2020 | Mar 2020 | |||
| -13.38% | May 2011 | Sep 2011 | |||
| -13.23% | Aug 1990 | Sep 1990 | |||
| -12.63% | Jan 1990 | Sep 1990 | |||
| -12.40% | May 2011 | Sep 2011 | |||
| -11.28% | Apr 1998 | Aug 1998 | |||
| -10.89% | May 1998 | Aug 1998 | |||
| -10.67% | Sep 2000 | Sep 2002 | |||
| -9.25% | Oct 2018 | Dec 2018 | |||
| -8.54% | Jun 2015 | Feb 2016 | |||
| -8.21% | Feb 1994 | Nov 1994 | |||
| -8.18% | Sep 2018 | Dec 2018 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | Merrill Lynch Edge Select Moderately Aggressive Portfolio | David Swensen Lazy Portfolio |
|---|---|---|
| 2023 |
+3.29% | +2.78% |
| 2022 |
-17.08% | -17.86% |
| 2021 |
+12.88% | +17.34% |
| 2020 |
+16.02% | +10.56% |
| 2019 |
+22.30% | +21.27% |
| 2018 |
-5.68% | -5.67% |
| 2017 |
+18.60% | +13.94% |
| 2016 |
+8.18% | +7.74% |
| 2015 |
-1.40% | -0.95% |
| 2014 |
+6.31% | +9.97% |
| 2013 |
+16.88% | +10.89% |
| 2012 |
+13.59% | +13.49% |
| 2011 |
-0.71% | +2.21% |
| 2010 |
+13.09% | +15.37% |
| 2009 |
+26.40% | +24.86% |
| 2008 |
-25.92% | -25.53% |
| 2007 |
+9.49% | +5.59% |
| 2006 |
+14.56% | +17.84% |
| 2005 |
+8.32% | +8.97% |
| 2004 |
+11.86% | +16.10% |
| 2003 |
+25.92% | +26.85% |
| 2002 |
-9.91% | -3.41% |
| 2001 |
-6.23% | -1.71% |
| 2000 |
-5.49% | +3.13% |
| 1999 |
+18.91% | +12.70% |
| 1998 |
+16.84% | +8.13% |
| 1997 |
+16.20% | +15.35% |
| 1996 |
+13.20% | +15.04% |
| 1995 |
+23.22% | +20.31% |
| 1994 |
+0.12% | -2.86% |
| 1993 |
+19.47% | +20.71% |
| 1992 |
+3.95% | +5.36% |
| 1991 |
+31.55% | +29.05% |
| 1990 |
-3.49% | -6.06% |
| 1989 |
+26.95% | +21.59% |
| 1988 |
+16.80% | +15.34% |
| 1987 |
+4.39% | +2.49% |
| 1986 |
+23.79% | +23.31% |
| 1985 |
+32.17% | +29.41% |
