Last Update: 31 March 2024
The Stocks/Bonds 60/40 ESG Portfolio obtained a 6.97% compound annual return, with a 10.39% standard deviation, in the last 10 Years.
The Merrill Lynch Edge Select Moderately Aggressive Portfolio obtained a 7.65% compound annual return, with a 11.13% standard deviation, in the last 10 Years.
Summary
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| Stocks/Bonds 60/40 ESG Portfolio | Merrill Lynch Edge Select Moderately Aggressive Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | High | |
| Asset Allocation | Stocks | 60% | 69% |
| Fixed Income | 40% | 31% | |
| Commodities | 0% | 0% | |
| 10 Years Stats | Return | +6.97% | +7.65% |
| Std Dev | 10.39% | 11.13% | |
| Max Drawdown | -22.44% | -22.31% | |
| All time Stats (Since Sep 2005) |
Return | +7.49% | +7.51% |
| Std Dev | 10.87% | 11.67% | |
| Max Drawdown | -32.78% | -38.23% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from September 2005
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Stocks/Bonds 60/40 ESG Portfolio | +2.04 | +17.22 | +19.32 | +9.34 | +6.97 | +7.49 |
| Merrill Lynch Edge Select Moderately Aggressive Portfolio | +2.35 | +16.02 | +17.56 | +8.66 | +7.65 | +7.51 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Stocks/Bonds 60/40 ESG Portfolio: an investment of 1$, since April 2014,
now would be worth 1.96$, with a total return of 96.19%
(6.97% annualized).
Merrill Lynch Edge Select Moderately Aggressive Portfolio: an investment of 1$, since April 2014, now would be worth 2.09$, with a total return of 108.92% (7.65% annualized).
Merrill Lynch Edge Select Moderately Aggressive Portfolio: an investment of 1$, since April 2014, now would be worth 2.09$, with a total return of 108.92% (7.65% annualized).
Stocks/Bonds 60/40 ESG Portfolio: an investment of 1$, since September 2005,
now would be worth 3.83$, with a total return of 282.84%
(7.49% annualized).
Merrill Lynch Edge Select Moderately Aggressive Portfolio: an investment of 1$, since September 2005, now would be worth 3.84$, with a total return of 283.92% (7.51% annualized).
Merrill Lynch Edge Select Moderately Aggressive Portfolio: an investment of 1$, since September 2005, now would be worth 3.84$, with a total return of 283.92% (7.51% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Stocks/Bonds 60/40 ESG Portfolio
|
Merrill Lynch Edge Select Moderately Aggressive Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -22.44% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 13.00 | |||||
| -22.31% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 11.50 | |||||
| -14.29% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 6.16 | |||||
| -10.57% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.82 | |||||
| -10.20% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 4.48 | |||||
| -9.25% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 4.42 | |||||
| -8.54% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 4.52 | |||||
| -8.11% | Jun 2015 | Jan 2016 (8) | Jul 2016 (14) | 3.96 | |||||
| -4.24% | May 2019 | May 2019 (1) | Jun 2019 (2) | 2.45 | |||||
| -4.23% | Feb 2018 | Apr 2018 (3) | Aug 2018 (7) | 2.93 | |||||
| -3.85% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.27 | |||||
| -3.74% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.16 | |||||
| -3.62% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.14 | |||||
| -3.32% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.92 | |||||
| -3.28% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.89 | |||||
| -3.12% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.70 | |||||
| -2.52% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.32 | |||||
| -2.38% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 1.37 | |||||
| -1.61% | Oct 2016 | Oct 2016 (1) | Dec 2016 (3) | 0.99 | |||||
| -1.59% | Dec 2014 | Jan 2015 (2) | Feb 2015 (3) | 0.94 | |||||
Drawdown comparison chart since September 2005.
Swipe left to see all data
|
Stocks/Bonds 60/40 ESG Portfolio
|
Merrill Lynch Edge Select Moderately Aggressive Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -38.23% | Nov 2007 | Feb 2009 (16) | Dec 2010 (38) | 17.26 | |||||
| -32.78% | Nov 2007 | Feb 2009 (16) | Mar 2010 (29) | 15.24 | |||||
| -22.44% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 13.00 | |||||
| -22.31% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 11.50 | |||||
| -14.77% | May 2011 | Sep 2011 (5) | Sep 2012 (17) | 5.93 | |||||
| -14.29% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 6.16 | |||||
| -13.38% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 5.95 | |||||
| -10.57% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.82 | |||||
| -10.20% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 4.48 | |||||
| -9.25% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 4.42 | |||||
| -8.54% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 4.52 | |||||
| -8.11% | Jun 2015 | Jan 2016 (8) | Jul 2016 (14) | 3.96 | |||||
| -7.23% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 4.34 | |||||
| -5.96% | Apr 2012 | May 2012 (2) | Sep 2012 (6) | 2.60 | |||||
| -4.24% | May 2019 | May 2019 (1) | Jun 2019 (2) | 2.45 | |||||
| -4.23% | Feb 2018 | Apr 2018 (3) | Aug 2018 (7) | 2.93 | |||||
| -3.85% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.27 | |||||
| -3.74% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.16 | |||||
| -3.62% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.14 | |||||
| -3.32% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.92 | |||||
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 |
+5.59%
|
0.00% |
+5.18%
|
-0.11% |
| 2023 |
+20.65%
|
-7.66% |
+19.24%
|
-8.08% |
| 2022 |
-19.58%
|
-22.44% |
-17.08%
|
-22.31% |
| 2021 |
+14.84%
|
-3.74% |
+12.88%
|
-3.28% |
| 2020 |
+18.27%
|
-10.57% |
+16.02%
|
-14.29% |
| 2019 |
+23.31%
|
-3.32% |
+22.30%
|
-4.24% |
| 2018 |
-9.29%
|
-10.20% |
-5.68%
|
-9.25% |
| 2017 |
+9.32%
|
-0.42% |
+18.60%
|
0.00% |
| 2016 |
+8.09%
|
-3.49% |
+8.18%
|
-3.80% |
| 2015 |
+1.04%
|
-6.91% |
-1.40%
|
-7.75% |
| 2014 |
+7.55%
|
-3.12% |
+6.31%
|
-2.65% |
| 2013 |
+22.59%
|
-2.36% |
+16.88%
|
-2.57% |
| 2012 |
+13.87%
|
-5.06% |
+13.59%
|
-5.96% |
| 2011 |
-1.55%
|
-14.77% |
-0.71%
|
-13.38% |
| 2010 |
+15.13%
|
-7.23% |
+13.09%
|
-8.24% |
| 2009 |
+30.34%
|
-9.85% |
+26.40%
|
-13.32% |
| 2008 |
-23.95%
|
-28.06% |
-25.92%
|
-29.30% |
| 2007 |
+7.02%
|
-2.09% |
+9.49%
|
-3.81% |
| 2006 |
+12.43%
|
-1.73% |
+14.56%
|
-3.15% |
