Last Update: 30 April 2022

The Merrill Lynch Edge Select Moderately Aggressive Portfolio obtained a 8.26% compound annual return, with a 10.66% standard deviation, in the last 30 Years.

The David Swensen Lazy Portfolio obtained a 8.59% compound annual return, with a 10.38% standard deviation, in the last 30 Years.

Summary

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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 +8.26% +8.59%
Std Dev 10.66% 10.38%
Max Drawdown -38.23% -40.89%

Last Update: 30 April 2022

Historical Returns as of Apr 30, 2022

Comparison period starts from June 1991

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Merrill Lynch Edge Select Moderately Aggressive Portfolio -6.91 -11.46 -6.95 +7.98 +8.08 +8.26 +8.36
David Swensen Lazy Portfolio -5.44 -8.36 -2.72 +7.58 +7.46 +8.59 +8.59
(*) Returns over 1 year are annualized

Capital Growth as of Apr 30, 2022

Merrill Lynch Edge Select Moderately Aggressive Portfolio: an investment of 1000$, since May 1992, now would be worth 10823.53$, with a total return of 982.35% (8.26% annualized).

David Swensen Lazy Portfolio: an investment of 1000$, since May 1992, now would be worth 11841.57$, with a total return of 1084.16% (8.59% annualized).

Merrill Lynch Edge Select Moderately Aggressive Portfolio: an investment of 1000$, since June 1991, now would be worth 11977.61$, with a total return of 1097.76% (8.36% annualized).

David Swensen Lazy Portfolio: an investment of 1000$, since June 1991, now would be worth 12788.19$, with a total return of 1178.82% (8.59% annualized).

Drawdowns

Drawdown comparison chart since April 1992.

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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
-14.66% Feb 2020 Mar 2020
-14.29% Jan 2020 Mar 2020
-13.38% May 2011 Sep 2011
-12.40% May 2011 Sep 2011
-12.40% Jan 2022 Apr 2022
-11.28% Apr 1998 Aug 1998
-10.89% May 1998 Aug 1998
-10.67% Sep 2000 Sep 2002
-10.46% Jan 2022 Apr 2022
-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 June 1991.

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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
-14.66% Feb 2020 Mar 2020
-14.29% Jan 2020 Mar 2020
-13.38% May 2011 Sep 2011
-12.40% May 2011 Sep 2011
-12.40% Jan 2022 Apr 2022
-11.28% Apr 1998 Aug 1998
-10.89% May 1998 Aug 1998
-10.67% Sep 2000 Sep 2002
-10.46% Jan 2022 Apr 2022
-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

Yearly Returns

Yearly return comparison. Common historical serie start from June 1991.

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Year Merrill Lynch Edge Select Moderately Aggressive Portfolio David Swensen Lazy Portfolio
2022
-12.40% -10.46%
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%
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