Merrill Lynch Edge Select Moderately Aggressive Portfolio: ETF allocation and returns

Data Source: from January 1985 to May 2023 (~38 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.02%
1 Day
Jun 02 2023
1.95%
Current Month
June 2023

The Merrill Lynch Edge Select Moderately Aggressive Portfolio is a High Risk portfolio and can be implemented with 12 ETFs.

It's exposed for 69% on the Stock Market.

In the last 30 Years, the Merrill Lynch Edge Select Moderately Aggressive Portfolio obtained a 7.77% compound annual return, with a 11.04% standard deviation.

Asset Allocation and ETFs

The Merrill Lynch Edge Select Moderately Aggressive Portfolio has the following asset allocation:

69% Stocks
31% Fixed Income
0% Commodities

The Merrill Lynch Edge Select Moderately Aggressive Portfolio can be implemented with the following ETFs:

Weight (%) Ticker ETF Name Investment Themes
25.00
VUG
Vanguard Growth Equity, U.S., Large Cap, Growth
17.00
VEU
Vanguard FTSE All-World ex-US Equity, Global ex-US, Large Cap
16.00
VTV
Vanguard Value Equity, U.S., Large Cap, Value
7.00
EEM
iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
2.00
IJT
iShares S&P Small-Cap 600 Growth Equity, U.S., Small Cap, Growth
2.00
IJS
iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
9.00
IEI
iShares 3-7 Year Treasury Bond Bond, U.S., Intermediate-Term
9.00
LQD
iShares Investment Grade Corporate Bond Bond, U.S., All-Term
7.00
MBB
iShares MBS Bond, U.S., Long-Term
3.00
HYG
iShares iBoxx $ High Yield Corporate Bond Bond, U.S., Intermediate-Term
2.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill Bond, U.S., Ultra Short-Term
1.00
BNDX
Vanguard Total International Bond Bond, Developed Markets, All-Term

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of May 31, 2023

The Merrill Lynch Edge Select Moderately Aggressive Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: June 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
MERRILL LYNCH EDGE SELECT MODERATELY AGGRESSIVE PORTFOLIO
Consolidated returns as of 31 May 2023
Live Update: Jun 02 2023
Swipe left to see all data
    Chg (%) Return (%) Return (%) as of May 31, 2023
    1 Day Time ET(*) Jun 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~38Y)
Merrill Lynch Edge Select Moderately Aggressive Portfolio 1.02 1.95 -0.32 3.45 0.93 5.97 7.10 7.77 9.67
US Inflation Adjusted return -0.32 1.52 -2.75 2.08 4.31 5.13 6.69
Components
VUG
Vanguard Growth 1.12 Jun 02 2023 2.36 5.17 14.18 9.50 13.23 13.92 10.50 9.80
VEU
Vanguard FTSE All-World ex-US 1.42 Jun 02 2023 3.02 -3.41 2.88 -0.80 2.60 4.27 4.75 8.02
VTV
Vanguard Value 1.97 Jun 02 2023 2.64 -4.12 -6.58 -3.93 8.08 9.73 9.03 9.87
EEM
iShares MSCI Emerging Markets 1.72 Jun 02 2023 3.53 -2.40 -1.90 -8.29 -1.39 1.39 5.57 7.36
IJT
iShares S&P Small-Cap 600 Growth 3.76 Jun 02 2023 4.76 0.19 -7.84 -5.98 3.66 9.17 9.22 9.84
IJS
iShares S&P Small-Cap 600 Value 4.49 Jun 02 2023 5.32 -3.66 -9.53 -8.86 3.20 8.10 10.13 12.72
IEI
iShares 3-7 Year Treasury Bond -0.62 Jun 02 2023 -0.33 -0.93 1.68 -1.33 0.87 0.91 4.24 4.49
LQD
iShares Investment Grade Corporate Bond -0.27 Jun 02 2023 0.04 -1.76 1.82 -2.52 1.68 2.34 5.20 4.63
MBB
iShares MBS -0.55 Jun 02 2023 -0.37 -0.67 1.30 -2.89 0.04 0.92 3.97 5.31
HYG
iShares iBoxx $ High Yield Corporate Bond 0.51 Jun 02 2023 1.12 -1.23 0.38 -1.98 2.06 2.93 5.40 7.36
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill 0.01 Jun 02 2023 0.07 0.38 2.15 3.16 1.33 0.77 2.20 3.99
BNDX
Vanguard Total International Bond -0.39 Jun 02 2023 -0.28 0.14 0.92 -1.31 0.44 1.86 4.93 6.61
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.79% , 5Y: 3.81% , 10Y: 2.68% , 30Y: 2.51%
Live update: World Markets and Indexes

In 2022, the Merrill Lynch Edge Select Moderately Aggressive Portfolio granted a 1.79% dividend yield. If you are interested in getting periodic income, please refer to the Merrill Lynch Edge Select Moderately Aggressive Portfolio: Dividend Yield page.

Portfolio Metrics as of May 31, 2023

Metrics of Merrill Lynch Edge Select Moderately Aggressive Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
MERRILL LYNCH EDGE SELECT MODERATELY AGGRESSIVE PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 May 2023 (~38 years)
Swipe left to see all data
Metrics as of May 31, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~38Y)
Portfolio Return (%) -0.32 3.85 3.45 0.93 6.68 5.97 7.10 7.77 7.77 9.67
US Inflation (%) 0.00 0.84 1.90 3.79 5.77 3.81 2.68 2.55 2.51 2.79
Infl. Adjusted Return (%) -0.32 2.98 1.52 -2.75 0.86 2.08 4.31 5.10 5.13 6.69
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 16.66 13.20 13.39 10.82 11.19 11.04 11.29
Sharpe Ratio -0.13 0.43 0.35 0.59 0.59 0.50 0.50
Sortino Ratio -0.19 0.58 0.46 0.78 0.77 0.66 0.66
MAXIMUM DRAWDOWN
Drawdown Depth (%) -11.84 -22.31 -22.31 -22.31 -38.23 -38.23 -38.23
Start (yyyy mm) 2022 06 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Start to Bottom (# months) 4 9 9 9 16 16 16
Start to Recovery (# months) in progress
8
> 17
> 17
> 17
38
38
38
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 44.52 21.00 20.42 15.12 12.27 10.58
Worst Return (%) -32.30 -8.55 -1.13 1.63 5.27 7.71
% Positive Periods 82% 92% 100% 100% 100% 100%
MONTHS
Positive 0 2 3 6 22 38 79 157 232 304
Negative 1 1 3 6 14 22 41 83 128 157
% Positive 0% 67% 50% 50% 61% 63% 66% 65% 64% 66%
WITHDRAWAL RATES (WR)
Safe WR (%) 38.20 22.61 13.50 8.82 7.41 10.89
Perpetual WR (%) 0.85 2.04 4.13 4.85 4.88 6.27
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 May 2023
Swipe left to see all data
Asset
VUG
VEU
VTV
EEM
IJT
IJS
IEI
LQD
MBB
HYG
BIL
BNDX
VUG
-
0.74
0.68
0.61
0.83
0.72
0.75
0.82
0.80
0.88
0.04
0.93
VEU
0.74
-
0.80
0.92
0.71
0.71
0.83
0.93
0.89
0.83
0.18
0.81
VTV
0.68
0.80
-
0.58
0.85
0.89
0.54
0.66
0.59
0.84
-0.11
0.66
EEM
0.61
0.92
0.58
-
0.49
0.50
0.79
0.88
0.86
0.61
0.22
0.69
IJT
0.83
0.71
0.85
0.49
-
0.95
0.49
0.65
0.62
0.86
-0.27
0.74
IJS
0.72
0.71
0.89
0.50
0.95
-
0.43
0.58
0.54
0.79
-0.25
0.63
IEI
0.75
0.83
0.54
0.79
0.49
0.43
-
0.96
0.96
0.75
0.15
0.90
LQD
0.82
0.93
0.66
0.88
0.65
0.58
0.96
-
0.98
0.85
0.13
0.91
MBB
0.80
0.89
0.59
0.86
0.62
0.54
0.96
0.98
-
0.79
0.11
0.90
HYG
0.88
0.83
0.84
0.61
0.86
0.79
0.75
0.85
0.79
-
0.00
0.87
BIL
0.04
0.18
-0.11
0.22
-0.27
-0.25
0.15
0.13
0.11
0.00
-
0.03
BNDX
0.93
0.81
0.66
0.69
0.74
0.63
0.90
0.91
0.90
0.87
0.03
-
Asset
VUG
VEU
VTV
EEM
IJT
IJS
IEI
LQD
MBB
HYG
BIL
BNDX
VUG
-
0.78
0.76
0.65
0.84
0.72
0.24
0.68
0.46
0.79
-0.09
0.58
VEU
0.78
-
0.87
0.92
0.84
0.84
0.18
0.69
0.46
0.83
-0.11
0.47
VTV
0.76
0.87
-
0.70
0.88
0.90
-0.06
0.48
0.22
0.80
-0.23
0.32
EEM
0.65
0.92
0.70
-
0.71
0.72
0.19
0.65
0.46
0.72
-0.09
0.42
IJT
0.84
0.84
0.88
0.71
-
0.94
0.01
0.55
0.28
0.83
-0.25
0.41
IJS
0.72
0.84
0.90
0.72
0.94
-
-0.12
0.44
0.18
0.78
-0.29
0.29
IEI
0.24
0.18
-0.06
0.19
0.01
-0.12
-
0.68
0.89
0.27
0.22
0.73
LQD
0.68
0.69
0.48
0.65
0.55
0.44
0.68
-
0.80
0.79
0.05
0.87
MBB
0.46
0.46
0.22
0.46
0.28
0.18
0.89
0.80
-
0.51
0.15
0.79
HYG
0.79
0.83
0.80
0.72
0.83
0.78
0.27
0.79
0.51
-
-0.11
0.68
BIL
-0.09
-0.11
-0.23
-0.09
-0.25
-0.29
0.22
0.05
0.15
-0.11
-
0.09
BNDX
0.58
0.47
0.32
0.42
0.41
0.29
0.73
0.87
0.79
0.68
0.09
-
Asset
VUG
VEU
VTV
EEM
IJT
IJS
IEI
LQD
MBB
HYG
BIL
BNDX
VUG
-
0.79
0.78
0.65
0.79
0.70
0.15
0.60
0.38
0.76
-0.05
0.47
VEU
0.79
-
0.83
0.91
0.75
0.75
0.11
0.60
0.36
0.79
-0.07
0.35
VTV
0.78
0.83
-
0.66
0.85
0.88
-0.13
0.41
0.14
0.76
-0.18
0.25
EEM
0.65
0.91
0.66
-
0.60
0.62
0.14
0.57
0.36
0.67
-0.06
0.32
IJT
0.79
0.75
0.85
0.60
-
0.94
-0.06
0.44
0.19
0.75
-0.20
0.31
IJS
0.70
0.75
0.88
0.62
0.94
-
-0.16
0.36
0.11
0.73
-0.23
0.21
IEI
0.15
0.11
-0.13
0.14
-0.06
-0.16
-
0.69
0.87
0.23
0.15
0.72
LQD
0.60
0.60
0.41
0.57
0.44
0.36
0.69
-
0.78
0.73
0.03
0.85
MBB
0.38
0.36
0.14
0.36
0.19
0.11
0.87
0.78
-
0.46
0.08
0.77
HYG
0.76
0.79
0.76
0.67
0.75
0.73
0.23
0.73
0.46
-
-0.09
0.58
BIL
-0.05
-0.07
-0.18
-0.06
-0.20
-0.23
0.15
0.03
0.08
-0.09
-
0.02
BNDX
0.47
0.35
0.25
0.32
0.31
0.21
0.72
0.85
0.77
0.58
0.02
-
Asset
VUG
VEU
VTV
EEM
IJT
IJS
IEI
LQD
MBB
HYG
BIL
BNDX
VUG
-
0.77
0.82
0.68
0.77
0.72
-0.08
0.32
0.14
0.63
-0.02
0.15
VEU
0.77
-
0.81
0.85
0.73
0.74
-0.13
0.34
0.10
0.68
-0.04
0.16
VTV
0.82
0.81
-
0.70
0.76
0.85
-0.15
0.28
0.06
0.65
-0.02
0.11
EEM
0.68
0.85
0.70
-
0.67
0.67
-0.10
0.29
0.10
0.60
-0.03
0.17
IJT
0.77
0.73
0.76
0.67
-
0.90
-0.20
0.20
0.02
0.62
-0.06
0.11
IJS
0.72
0.74
0.85
0.67
0.90
-
-0.19
0.23
0.02
0.67
-0.04
0.10
IEI
-0.08
-0.13
-0.15
-0.10
-0.20
-0.19
-
0.64
0.80
0.05
0.18
0.56
LQD
0.32
0.34
0.28
0.29
0.20
0.23
0.64
-
0.69
0.63
0.00
0.68
MBB
0.14
0.10
0.06
0.10
0.02
0.02
0.80
0.69
-
0.27
0.19
0.53
HYG
0.63
0.68
0.65
0.60
0.62
0.67
0.05
0.63
0.27
-
-0.03
0.38
BIL
-0.02
-0.04
-0.02
-0.03
-0.06
-0.04
0.18
0.00
0.19
-0.03
-
0.06
BNDX
0.15
0.16
0.11
0.17
0.11
0.10
0.56
0.68
0.53
0.38
0.06
-
Asset
VUG
VEU
VTV
EEM
IJT
IJS
IEI
LQD
MBB
HYG
BIL
BNDX
VUG
-
0.67
0.84
0.66
0.81
0.75
0.02
0.32
0.18
0.61
0.02
0.21
VEU
0.67
-
0.71
0.70
0.62
0.65
-0.02
0.31
0.13
0.60
0.02
0.20
VTV
0.84
0.71
-
0.68
0.78
0.86
-0.03
0.29
0.13
0.64
0.02
0.17
EEM
0.66
0.70
0.68
-
0.64
0.64
0.02
0.28
0.15
0.54
0.03
0.19
IJT
0.81
0.62
0.78
0.64
-
0.91
-0.11
0.20
0.05
0.61
-0.04
0.14
IJS
0.75
0.65
0.86
0.64
0.91
-
-0.11
0.22
0.06
0.66
-0.02
0.13
IEI
0.02
-0.02
-0.03
0.02
-0.11
-0.11
-
0.73
0.83
0.13
0.24
0.67
LQD
0.32
0.31
0.29
0.28
0.20
0.22
0.73
-
0.74
0.59
0.09
0.74
MBB
0.18
0.13
0.13
0.15
0.05
0.06
0.83
0.74
-
0.30
0.27
0.63
HYG
0.61
0.60
0.64
0.54
0.61
0.66
0.13
0.59
0.30
-
0.01
0.39
BIL
0.02
0.02
0.02
0.03
-0.04
-0.02
0.24
0.09
0.27
0.01
-
0.15
BNDX
0.21
0.20
0.17
0.19
0.14
0.13
0.67
0.74
0.63
0.39
0.15
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

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Capital Growth as of May 31, 2023

An investment of 1000$, since June 1993, now would be worth 9443.03$, with a total return of 844.30% (7.77% annualized).

The Inflation Adjusted Capital now would be 4488.63$, with a net total return of 348.86% (5.13% annualized).
An investment of 1000$, since January 1985, now would be worth 34692.50$, with a total return of 3369.25% (9.67% annualized).

The Inflation Adjusted Capital now would be 12042.08$, with a net total return of 1104.21% (6.69% annualized).

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

MERRILL LYNCH EDGE SELECT MODERATELY AGGRESSIVE PORTFOLIO
Drawdown periods
Updated to May 2023
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-38.23% Nov 2007 Feb 2009 16 Dec 2010 22 38
-25.60% Sep 2000 Sep 2002 25 Jan 2004 16 41
-22.31% Jan 2022 Sep 2022 9 in progress 8 17
-14.29% Jan 2020 Mar 2020 3 Jul 2020 4 7
-13.38% May 2011 Sep 2011 5 Feb 2012 5 10
-10.89% May 1998 Aug 1998 4 Nov 1998 3 7
-9.25% Oct 2018 Dec 2018 3 Apr 2019 4 7
-8.54% Jun 2015 Feb 2016 9 Jul 2016 5 14
-6.49% Feb 1994 Mar 1994 2 Mar 1995 12 14
-5.96% Apr 2012 May 2012 2 Sep 2012 4 6
-5.14% Aug 1997 Aug 1997 1 Feb 1998 6 7
-4.85% Apr 2000 May 2000 2 Aug 2000 3 5
-4.24% May 2019 May 2019 1 Jun 2019 1 2
-4.23% Feb 2018 Apr 2018 3 Aug 2018 4 7
-3.83% Jan 2000 Jan 2000 1 Mar 2000 2 3
-3.62% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.32% Mar 2005 Apr 2005 2 Jun 2005 2 4
-3.28% Sep 2021 Sep 2021 1 Oct 2021 1 2
-3.20% Jul 1996 Jul 1996 1 Sep 1996 2 3
-3.19% Mar 2004 Jul 2004 5 Oct 2004 3 8
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-38.23% Nov 2007 Feb 2009 16 Dec 2010 22 38
-25.60% Sep 2000 Sep 2002 25 Jan 2004 16 41
-22.31% Jan 2022 Sep 2022 9 in progress 8 17
-19.36% Sep 1987 Nov 1987 3 Jan 1989 14 17
-14.29% Jan 2020 Mar 2020 3 Jul 2020 4 7
-13.38% May 2011 Sep 2011 5 Feb 2012 5 10
-13.23% Aug 1990 Sep 1990 2 Feb 1991 5 7
-10.89% May 1998 Aug 1998 4 Nov 1998 3 7
-9.25% Oct 2018 Dec 2018 3 Apr 2019 4 7
-8.54% Jun 2015 Feb 2016 9 Jul 2016 5 14
-7.54% Jan 1990 Apr 1990 4 Jun 1990 2 6
-6.49% Feb 1994 Mar 1994 2 Mar 1995 12 14
-5.96% Apr 2012 May 2012 2 Sep 2012 4 6
-5.19% Sep 1986 Sep 1986 1 Jan 1987 4 5
-5.14% Aug 1997 Aug 1997 1 Feb 1998 6 7
-4.85% Apr 2000 May 2000 2 Aug 2000 3 5
-4.24% May 2019 May 2019 1 Jun 2019 1 2
-4.23% Feb 2018 Apr 2018 3 Aug 2018 4 7
-3.84% Jun 1991 Jun 1991 1 Aug 1991 2 3
-3.83% Jan 2000 Jan 2000 1 Mar 2000 2 3

Rolling Returns ( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

MERRILL LYNCH EDGE SELECT MODERATELY AGGRESSIVE PORTFOLIO
Annualized Rolling Returns
Data Source: from January 1985 to May 2023
Swipe left to see all data
Rolling
Period		 Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
 10.15 0.93 44.52
Mar 2009 - Feb 2010 		-32.30
Mar 2008 - Feb 2009 		18.44%
2 Years
 9.72 -3.26 31.66
Sep 1985 - Aug 1987 		-16.37
Mar 2007 - Feb 2009 		12.33%
3 Years
 9.45 6.68 21.00
Mar 2009 - Feb 2012 		-8.55
Apr 2000 - Mar 2003 		7.98%
5 Years
 9.22 5.97 20.42
Jan 1985 - Dec 1989 		-1.13
Mar 2004 - Feb 2009 		0.50%
7 Years
 9.08 7.64 18.16
Jan 1985 - Dec 1991 		1.63
Mar 2002 - Feb 2009 		0.00%
10 Years
 8.89 7.10 15.12
Oct 1985 - Sep 1995 		1.63
Mar 1999 - Feb 2009 		0.00%
15 Years
 8.37 6.43 15.78
Jan 1985 - Dec 1999 		5.31
Sep 2000 - Aug 2015 		0.00%
20 Years
 8.35 7.77 12.27
Jan 1985 - Dec 2004 		5.27
Apr 2000 - Mar 2020 		0.00%
30 Years
 8.92 7.77 10.58
Jan 1985 - Dec 2014 		7.71
Oct 1992 - Sep 2022 		0.00%
Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Merrill Lynch Edge Select Moderately Aggressive Portfolio: Rolling Returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

MERRILL LYNCH EDGE SELECT MODERATELY AGGRESSIVE PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023

The annualized return of the last 10 years has been 7.10% (updated at May 31, 2023).

Seasonality

In which months is it better to invest in Merrill Lynch Edge Select Moderately Aggressive Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.75
40%
-1.40
40%
-0.59
80%
1.53
80%
0.14
60%
0.59
60%
2.65
100%
0.56
60%
-2.43
40%
0.46
60%
3.40
80%
0.07
60%
 Capital Growth on monthly avg returns
100
101.75
100.33
99.73
101.26
101.40
101.99
104.70
105.28
102.73
103.20
106.70
106.77
Best 6.6
2023 		1.8
2019 		3.3
2023 		7.9
2020 		3.7
2020 		5.2
2019 		5.6
2022 		4.3
2020 		1.2
2019 		3.8
2021 		8.4
2020 		3.5
2020
Worst -3.9
2022 		-4.6
2020 		-9.8
2020 		-6.9
2022 		-4.2
2019 		-6.0
2022 		0.4
2019 		-3.7
2022 		-7.8
2022 		-5.9
2018 		-1.4
2021 		-4.9
2018
Monthly Seasonality over the period Jun 2018 - May 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.79
40%
-0.09
50%
0.19
70%
1.21
80%
0.58
80%
0.18
60%
2.18
90%
-0.04
60%
-1.08
50%
1.27
70%
2.12
80%
0.16
60%
 Capital Growth on monthly avg returns
100
100.79
100.70
100.89
102.11
102.71
102.89
105.14
105.10
103.96
105.28
107.51
107.68
Best 6.6
2023 		3.7
2015 		5.9
2016 		7.9
2020 		3.7
2020 		5.2
2019 		5.6
2022 		4.3
2020 		3.9
2013 		5.3
2015 		8.4
2020 		3.5
2020
Worst -3.9
2022 		-4.6
2020 		-9.8
2020 		-6.9
2022 		-4.2
2019 		-6.0
2022 		-1.1
2014 		-4.8
2015 		-7.8
2022 		-5.9
2018 		-1.4
2021 		-4.9
2018
Monthly Seasonality over the period Jun 2013 - May 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.07
62%
0.56
59%
0.78
69%
1.48
79%
0.90
67%
0.35
61%
1.25
63%
-0.01
61%
-0.42
55%
0.84
66%
1.35
71%
1.75
79%
 Capital Growth on monthly avg returns
100
101.07
101.64
102.44
103.96
104.90
105.26
106.57
106.56
106.11
107.00
108.44
110.33
Best 9.4
1987 		7.1
1986 		6.5
2009 		8.6
2009 		7.8
1990 		5.2
2019 		7.0
2009 		5.6
1986 		6.9
2010 		8.2
2011 		8.4
2020 		10.2
1991
Worst -6.6
2009 		-7.1
2009 		-9.8
2020 		-6.9
2022 		-6.1
2010 		-6.0
2022 		-5.3
2002 		-10.4
1998 		-8.1
2008 		-14.6
1987 		-4.6
2000 		-4.9
2018
Monthly Seasonality over the period Jan 1985 - May 2023

Monthly/Yearly Returns

Merrill Lynch Edge Select Moderately Aggressive Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1985 - May 2023
304 Positive Months (66%) - 157 Negative Months (34%)
MONTHLY RETURNS TABLE
Jan 1985 - May 2023
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2023
 +7.26 +4.94 6.6 -3.1 3.3 0.9 -0.3
2022
 -17.08 -22.11 -3.9 -2.4 0.3 -6.9 0.6 -6.0 5.6 -3.7 -7.8 3.8 6.6 -3.6
2021
 +12.88 +5.46 0.0 1.4 1.7 3.1 0.9 1.5 0.5 1.8 -3.3 3.8 -1.4 2.5
2020
 +16.02 +14.46 -0.3 -4.6 -9.8 7.9 3.7 2.6 4.4 4.3 -2.3 -1.4 8.4 3.5
2019
 +22.30 +19.57 6.4 1.8 1.6 2.7 -4.2 5.2 0.4 -0.9 1.2 2.0 2.0 2.7
2018
 -5.68 -7.45 3.8 -3.3 -0.9 -0.2 1.1 -0.3 2.4 1.3 0.0 -5.9 1.4 -4.9
2017
 +18.60 +16.15 2.2 2.3 0.9 1.3 1.6 0.4 2.2 0.6 1.3 1.7 1.4 1.3
2016
 +8.18 +5.98 -3.5 -0.3 5.9 0.7 0.4 0.8 3.1 0.3 0.6 -1.6 0.5 1.3
2015
 -1.40 -2.12 -0.6 3.7 -1.4 2.0 0.0 -1.8 0.7 -4.8 -2.0 5.3 -0.3 -1.9
2014
 +6.31 +5.51 -2.6 3.6 0.3 0.6 2.0 1.6 -1.1 2.7 -2.5 1.8 1.2 -1.0
2013
 +16.88 +15.15 2.6 0.3 1.9 1.8 -0.4 -2.2 3.8 -2.0 3.9 3.2 1.4 1.5
2012
 +13.59 +11.65 4.7 3.4 0.9 -0.5 -5.5 3.3 1.0 1.8 2.2 -0.8 0.9 1.8
2011
 -0.71 -3.57 0.9 2.1 0.5 3.0 -0.9 -1.1 -0.9 -4.5 -6.6 8.2 -1.0 0.3
2010
 +13.09 +11.43 -2.9 2.0 4.5 1.0 -6.1 -2.2 6.1 -2.5 6.9 2.8 -0.9 4.6
2009
 +26.40 +23.05 -6.6 -7.1 6.5 8.6 6.3 0.0 7.0 2.0 4.2 -1.9 4.6 1.6
2008
 -25.92 -25.99 -4.3 -0.9 -0.5 3.8 1.0 -5.7 -1.2 -0.4 -8.1 -13.0 -3.7 4.8
2007
 +9.49 +5.20 1.0 -0.5 1.3 3.0 2.3 -0.5 -1.6 1.2 4.0 3.0 -3.0 -0.8
2006
 +14.56 +11.72 3.5 -0.2 1.2 1.8 -3.1 0.0 0.5 2.1 1.3 3.0 2.5 1.3
2005
 +8.32 +4.74 -1.3 2.3 -2.2 -1.1 2.5 1.0 2.7 0.4 1.6 -2.2 2.9 1.6
2004
 +11.86 +8.33 1.6 1.6 -0.2 -2.9 0.7 1.6 -2.4 1.1 1.8 1.8 3.8 3.0
2003
 +25.92 +23.60 -1.9 -0.9 0.1 6.1 4.5 1.5 1.1 2.2 0.7 4.4 1.2 4.4
2002
 -9.91 -12.00 -0.8 -0.3 2.6 -1.8 -0.1 -4.3 -5.3 1.0 -6.1 4.4 3.5 -2.4
2001
 -6.23 -7.67 3.1 -5.9 -4.8 5.1 0.0 -1.5 -0.5 -2.6 -6.0 2.6 3.9 1.0
2000
 -5.49 -8.59 -3.8 1.0 4.6 -3.0 -1.9 3.4 -1.7 3.6 -3.5 -1.1 -4.6 2.0
1999
 +18.91 +15.80 1.8 -2.5 3.6 3.7 -2.5 3.9 -1.4 -0.3 -0.7 3.7 2.6 5.8
1998
 +16.84 +14.99 1.0 5.2 3.2 0.6 -1.9 1.6 -0.3 -10.4 3.9 5.9 4.3 3.5
1997
 +16.20 +14.26 2.8 0.8 -2.6 3.0 4.7 3.7 4.7 -5.1 4.3 -3.9 2.0 1.3
1996
 +13.20 +9.56 2.4 0.0 0.6 1.6 1.1 0.5 -3.2 1.3 3.7 1.3 4.7 -1.3
1995
 +23.22 +20.17 0.2 1.7 2.5 2.7 3.1 1.2 2.7 -0.2 2.6 -0.4 3.0 2.1
1994
 +0.12 -2.49 3.9 -2.4 -4.2 1.2 0.8 -0.8 2.2 3.0 -2.1 1.6 -3.3 0.6
1993
 +19.47 +16.27 1.8 1.5 3.6 1.0 1.6 0.9 1.3 3.6 -0.9 2.6 -2.7 3.8
1992
 +3.95 +1.02 -0.9 0.1 -2.2 1.3 3.1 -2.3 2.5 -0.2 0.2 -0.6 2.1 1.0
1991
 +31.55 +27.64 3.4 6.7 0.9 1.0 3.1 -3.8 3.6 2.8 1.2 2.3 -2.9 10.2
1990
 -3.49 -9.05 -4.8 -0.7 -0.5 -1.8 7.8 0.8 1.4 -8.1 -5.6 3.7 2.8 2.4
1989
 +26.95 +21.32 4.6 -0.3 0.3 3.8 2.9 -0.3 6.6 1.2 2.1 -1.6 2.3 2.8
1988
 +16.80 +11.86 4.8 4.2 -0.9 0.6 -0.7 3.8 -0.5 -2.5 3.3 2.6 0.1 1.2
1987
 +4.39 -0.05 9.4 3.4 1.2 0.4 -0.4 2.0 2.9 3.6 -2.2 -14.6 -3.4 4.0
1986
 +23.79 +22.45 0.9 7.1 6.2 1.0 1.5 3.1 -1.7 5.6 -5.2 1.5 2.4 -0.3
1985
 +32.17 +27.33 6.9 0.8 0.6 0.5 5.9 1.7 -0.1 0.3 -2.0 3.9 5.9 4.4

Portofolio Returns, up to December 2013, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • VUG - Vanguard Growth: simulated historical serie, up to December 2004
  • VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
  • VTV - Vanguard Value: simulated historical serie, up to December 2004
  • EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
  • IJT - iShares S&P Small-Cap 600 Growth: simulated historical serie, up to December 2000
  • IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
  • IEI - iShares 3-7 Year Treasury Bond: simulated historical serie, up to December 2007
  • LQD - iShares Investment Grade Corporate Bond: simulated historical serie, up to December 2002
  • MBB - iShares MBS: simulated historical serie, up to December 2007
  • HYG - iShares iBoxx $ High Yield Corporate Bond: simulated historical serie, up to December 2007
  • BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007
  • BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013

Portfolio efficiency

Compared to the Merrill Lynch Edge Select Moderately Aggressive Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.28 9.43 -32.52 60 40 0
Stocks/Bonds 60/40 +7.93 9.46 -30.55 60 40 0
Couch Potato Scott Burns +7.88 8.66 -27.04 50 50 0
Edge Select Moderately Aggressive Merrill Lynch +7.77 11.04 -38.23 69 31 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.28 9.43 -32.52 60 40 0
Simple Path to Wealth JL Collins +8.66 11.60 -38.53 75 25 0
Late Sixties and Beyond Burton Malkiel +8.19 11.57 -41.80 71 29 0
Yale Endowment David Swensen +8.06 10.83 -39.48 70 30 0
Talmud Portfolio Roger Gibson +8.00 10.64 -40.17 66.7 33.3 0