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 Yale Endowment Portfolio obtained a 9.00% compound annual return, with a 10.35% standard deviation, in the last 30 Years.
Summary
| Merrill Lynch Edge Select Moderately Aggressive Portfolio | David Swensen Yale Endowment Portfolio | ||
|---|---|---|---|
| Risk | High | High | |
| Asset Allocation | Stocks | 69% | 70% |
| Fixed Income | 31% | 30% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +8.26% | +9.00% |
| Std Dev | 10.66% | 10.35% | |
| Max Drawdown | -38.23% | -39.48% | |
Last Update: 30 April 2022
Historical Returns as of Apr 30, 2022
Comparison period starts from June 1991
| 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 Yale Endowment Portfolio | -6.59 | -10.14 | -3.33 | +7.72 | +7.88 | +9.00 | +8.99 |
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 Yale Endowment Portfolio: an investment of 1000$, since May 1992, now would be worth 13262.89$, with a total return of 1226.29% (9.00% 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 Yale Endowment Portfolio: an investment of 1000$, since June 1991, now would be worth 14315.30$, with a total return of 1331.53% (8.99% annualized).
Drawdowns
Drawdown comparison chart since April 1992.
Merrill Lynch Edge Select Moderately Aggressive Portfolio |
David Swensen Yale Endowment Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -39.48% | Nov 2007 | Feb 2009 | |||
| -38.23% | Nov 2007 | Feb 2009 | |||
| -25.60% | Sep 2000 | Sep 2002 | |||
| -14.29% | Jan 2020 | Mar 2020 | |||
| -13.38% | May 2011 | Sep 2011 | |||
| -13.19% | Feb 2020 | Mar 2020 | |||
| -12.40% | Jan 2022 | Apr 2022 | |||
| -12.32% | Jan 2022 | Apr 2022 | |||
| -10.89% | May 1998 | Aug 1998 | |||
| -10.80% | Sep 2000 | Sep 2002 | |||
| -10.52% | Apr 1998 | Aug 1998 | |||
| -9.25% | Oct 2018 | Dec 2018 | |||
| -8.80% | Feb 1994 | Nov 1994 | |||
| -8.65% | May 2011 | Sep 2011 | |||
| -8.54% | Jun 2015 | Feb 2016 | |||
| -8.51% | Sep 2018 | Dec 2018 | |||
| -7.23% | Mar 2015 | Sep 2015 | |||
| -6.49% | Feb 1994 | Mar 1994 | |||
| -6.27% | Apr 2004 | Apr 2004 | |||
| -5.96% | Apr 2012 | May 2012 | |||
Drawdown comparison chart since June 1991.
Merrill Lynch Edge Select Moderately Aggressive Portfolio |
David Swensen Yale Endowment Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -39.48% | Nov 2007 | Feb 2009 | |||
| -38.23% | Nov 2007 | Feb 2009 | |||
| -25.60% | Sep 2000 | Sep 2002 | |||
| -14.29% | Jan 2020 | Mar 2020 | |||
| -13.38% | May 2011 | Sep 2011 | |||
| -13.19% | Feb 2020 | Mar 2020 | |||
| -12.40% | Jan 2022 | Apr 2022 | |||
| -12.32% | Jan 2022 | Apr 2022 | |||
| -10.89% | May 1998 | Aug 1998 | |||
| -10.80% | Sep 2000 | Sep 2002 | |||
| -10.52% | Apr 1998 | Aug 1998 | |||
| -9.25% | Oct 2018 | Dec 2018 | |||
| -8.80% | Feb 1994 | Nov 1994 | |||
| -8.65% | May 2011 | Sep 2011 | |||
| -8.54% | Jun 2015 | Feb 2016 | |||
| -8.51% | Sep 2018 | Dec 2018 | |||
| -7.23% | Mar 2015 | Sep 2015 | |||
| -6.49% | Feb 1994 | Mar 1994 | |||
| -6.27% | Apr 2004 | Apr 2004 | |||
| -5.96% | Apr 2012 | May 2012 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from June 1991.
| Year | Merrill Lynch Edge Select Moderately Aggressive Portfolio | David Swensen Yale Endowment Portfolio |
|---|---|---|
| 2022 |
-12.40% | -12.32% |
| 2021 |
+12.88% | +17.53% |
| 2020 |
+16.02% | +12.03% |
| 2019 |
+22.30% | +22.65% |
| 2018 |
-5.68% | -6.20% |
| 2017 |
+18.60% | +14.99% |
| 2016 |
+8.18% | +7.39% |
| 2015 |
-1.40% | -0.81% |
| 2014 |
+6.31% | +13.38% |
| 2013 |
+16.88% | +10.31% |
| 2012 |
+13.59% | +13.55% |
| 2011 |
-0.71% | +6.31% |
| 2010 |
+13.09% | +15.25% |
| 2009 |
+26.40% | +20.32% |
| 2008 |
-25.92% | -21.94% |
| 2007 |
+9.49% | +4.98% |
| 2006 |
+14.56% | +17.42% |
| 2005 |
+8.32% | +9.62% |
| 2004 |
+11.86% | +16.80% |
| 2003 |
+25.92% | +26.48% |
| 2002 |
-9.91% | -3.11% |
| 2001 |
-6.23% | -2.47% |
| 2000 |
-5.49% | +4.18% |
| 1999 |
+18.91% | +13.14% |
| 1998 |
+16.84% | +8.63% |
| 1997 |
+16.20% | +16.00% |
| 1996 |
+13.20% | +14.56% |
| 1995 |
+23.22% | +21.75% |
| 1994 |
+0.12% | -3.27% |
| 1993 |
+19.47% | +21.51% |
| 1992 |
+3.95% | +5.31% |