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

Data Source: from January 1985 to February 2024 (~39 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.58%
1 Day
Mar 01 2024
0.58%
Current Month
March 2024

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

It's exposed for 37% on the Stock Market.

In the last 30 Years, the Merrill Lynch Edge Select Moderately Conservative Portfolio obtained a 6.56% compound annual return, with a 6.85% standard deviation.

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Asset Allocation and ETFs

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

37% Stocks
63% Fixed Income
0% Commodities

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

Weight (%) Ticker Currency ETF Name Investment Themes
14.00
VUG
USD Vanguard Growth Equity, U.S., Large Cap, Growth
9.00
VTV
USD Vanguard Value Equity, U.S., Large Cap, Value
9.00
VEU
USD Vanguard FTSE All-World ex-US Equity, Global ex-US, Large Cap
3.00
EEM
USD iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
1.00
IJS
USD iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
1.00
IJT
USD iShares S&P Small-Cap 600 Growth Equity, U.S., Small Cap, Growth
17.00
IEI
USD iShares 3-7 Year Treasury Bond Bond, U.S., Intermediate-Term
15.00
MBB
USD iShares MBS Bond, U.S., Long-Term
15.00
LQD
USD iShares Investment Grade Corporate Bond Bond, U.S., All-Term
9.00
BNDX
USD Vanguard Total International Bond Bond, Developed Markets, All-Term
5.00
HYG
USD iShares iBoxx $ High Yield Corporate Bond Bond, U.S., Intermediate-Term
2.00
BIL
USD SPDR Blmbg Barclays 1-3 Mth T-Bill Bond, U.S., Ultra Short-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 Feb 29, 2024

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

Returns are calculated in USD, assuming: March 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
MERRILL LYNCH EDGE SELECT MODERATELY CONSERVATIVE PORTFOLIO
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Merrill Lynch Edge Select Moderately Conservative Portfolio 0.58 0.58 0.97 6.31 12.49 5.11 4.92 6.56 8.25
US Inflation Adjusted return 0.97 5.11 9.52 0.97 2.09 3.94 5.32
Components
VUG
USD Vanguard Growth 1.04 Mar 01 2024 1.04 7.07 17.93 47.59 18.33 14.73 11.31 12.52
VTV
USD Vanguard Value 0.65 Mar 01 2024 0.65 3.34 10.04 14.57 10.52 10.17 9.36 10.90
VEU
USD Vanguard FTSE All-World ex-US 1.14 Mar 01 2024 1.14 3.17 7.74 13.10 5.87 4.30 4.79 7.76
EEM
USD iShares MSCI Emerging Markets 1.23 Mar 01 2024 1.23 4.17 4.06 7.46 1.11 2.35 4.45 8.66
IJS
USD iShares S&P Small-Cap 600 Value 0.32 Mar 01 2024 0.32 2.37 5.01 0.91 6.96 7.54 10.17 11.79
IJT
USD iShares S&P Small-Cap 600 Growth 0.75 Mar 01 2024 0.75 4.14 9.46 11.74 7.67 8.91 9.45 10.07
IEI
USD iShares 3-7 Year Treasury Bond 0.36 Mar 01 2024 0.36 -1.38 2.05 3.49 0.50 0.99 4.15 5.71
MBB
USD iShares MBS 0.48 Mar 01 2024 0.48 -1.71 1.88 2.37 -0.41 0.84 3.87 5.22
LQD
USD iShares Investment Grade Corporate Bond 0.61 Mar 01 2024 0.61 -1.93 3.66 5.99 1.67 2.43 5.11 6.67
BNDX
USD Vanguard Total International Bond 0.15 Mar 01 2024 0.15 -0.54 3.57 6.68 0.45 2.10 4.76 6.58
HYG
USD iShares iBoxx $ High Yield Corporate Bond -0.19 Mar 01 2024 -0.19 0.30 5.81 10.12 2.92 3.14 5.37 6.88
BIL
USD SPDR Blmbg Barclays 1-3 Mth T-Bill 0.03 Mar 01 2024 0.03 0.44 2.62 5.20 1.82 1.18 2.26 3.11
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the Merrill Lynch Edge Select Moderately Conservative Portfolio granted a 3.22% dividend yield. If you are interested in getting periodic income, please refer to the Merrill Lynch Edge Select Moderately Conservative Portfolio: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 6.73$, with a total return of 572.74% (6.56% annualized).

The Inflation Adjusted Capital now would be 3.19$, with a net total return of 218.68% (3.94% annualized).
An investment of 1$, since January 1985, now would be worth 22.34$, with a total return of 2133.83% (8.25% annualized).

The Inflation Adjusted Capital now would be 7.61$, with a net total return of 661.00% (5.32% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Merrill Lynch Edge Select Moderately Conservative Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
MERRILL LYNCH EDGE SELECT MODERATELY CONSERVATIVE PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) 0.97 5.02 6.31 12.49 1.35 5.11 4.92 5.70 6.56 8.25
Infl. Adjusted Return (%) details 0.97 4.45 5.11 9.52 -3.95 0.97 2.09 3.06 3.94 5.32
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.79
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -6.23 -18.53 -18.53 -18.53 -20.48 -20.48 -20.48
Start to Recovery (# months) details 5 26* 26* 26* 25 25 25
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 9 9 9
End (yyyy mm) 2023 12 - - - 2009 11 2009 11 2009 11
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-18.53 -6.14 -6.14
Start to Recovery (# months) details 26* 27 27
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2022 01 2001 02 2001 02
Start to Bottom (# months) 3 9 9 9 9 20 20
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2002 09 2002 09
Bottom to End (# months) 2 17 17 17 17 7 7
End (yyyy mm) 2023 12 - - - - 2003 04 2003 04
Longest negative period (# months) details 7 33 39 39 50 50 50
Period Start (yyyy mm) 2023 04 2021 03 2020 08 2020 08 2005 01 2005 01 2005 01
Period End (yyyy mm) 2023 10 2023 11 2023 10 2023 10 2009 02 2009 02 2009 02
Annualized Return (%) -4.09 -0.32 -0.15 -0.15 -0.05 -0.05 -0.05
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -7.11 -24.69 -24.69 -24.69 -24.69 -24.69 -24.69
Start to Recovery (# months) details 5 30* 30* 30* 30* 30* 30*
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2021 09 2021 09 2021 09
Start to Bottom (# months) 3 13 13 13 13 13 13
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 2 17 17 17 17 17 17
End (yyyy mm) 2023 12 - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-9.62 -9.62
Start to Recovery (# months) details 37 37
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2021 09 2000 09 2000 09
Start to Bottom (# months) 3 13 13 13 13 25 25
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2002 09 2002 09
Bottom to End (# months) 2 17 17 17 17 12 12
End (yyyy mm) 2023 12 - - - - 2003 09 2003 09
Longest negative period (# months) details 8 36* 56 91 91 91 91
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2015 03 2015 03 2015 03 2015 03
Period End (yyyy mm) 2023 10 2024 02 2023 10 2022 09 2022 09 2022 09 2022 09
Annualized Return (%) -2.07 -3.95 -1.20 0.00 0.00 0.00 0.00
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 8.97 10.19 9.42 7.47 7.20 6.85 7.13
Sharpe Ratio 0.81 -0.10 0.35 0.50 0.61 0.63 0.60
Sortino Ratio 1.23 -0.14 0.47 0.68 0.81 0.83 0.80
Ulcer Index 2.17 8.91 7.04 5.13 4.87 4.13 3.81
Ratio: Return / Standard Deviation 1.39 0.13 0.54 0.66 0.79 0.96 1.16
Ratio: Return / Deepest Drawdown 2.00 0.07 0.28 0.27 0.28 0.32 0.40
% Positive Months details 58% 55% 63% 65% 66% 67% 68%
Positive Months 7 20 38 78 160 243 320
Negative Months 5 16 22 42 80 117 150
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 4.92 8.39 9.08 12.76
Worst 10 Years Return (%) - Annualized 4.06 3.51 3.51
Best 10 Years Return (%) - Annualized 2.09 6.51 6.51 8.90
Worst 10 Years Return (%) - Annualized 1.24 0.89 0.89
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 28.52 15.38 13.24 9.08 7.79 6.56
Worst Rolling Return (%) - Annualized -17.95 -2.41 1.09 3.51 5.44
% Positive Periods 85% 98% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 86.43 29.51 19.83 10.74 6.47 6.31
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.97 3.05 4.33
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 25.81 12.68 10.62 6.51 5.34 3.94
Worst Rolling Return (%) - Annualized -22.66 -5.54 -1.51 0.89 2.80
% Positive Periods 77% 86% 95% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 86.43 29.51 19.83 10.74 6.47 6.31
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.97 3.05 4.33
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Feb 2024)
Best Rolling Return (%) - Annualized 34.66 17.62 16.37 12.76 10.81 9.32
Worst Rolling Return (%) - Annualized -17.95 -2.41 1.09 3.51 5.44 6.20
% Positive Periods 87% 98% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 86.43 29.51 19.83 10.74 6.47 6.14
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.97 3.05 4.08
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 32.33 14.18 12.26 8.90 7.55 6.42
Worst Rolling Return (%) - Annualized -22.66 -5.54 -1.51 0.89 2.80 3.59
% Positive Periods 78% 90% 96% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 86.43 29.51 19.83 10.74 6.47 6.14
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.97 3.05 4.08
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • 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).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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 29 February 2024
Swipe left to see all data
Asset
VUG
VTV
VEU
EEM
IJS
IJT
IEI
MBB
LQD
BNDX
HYG
BIL
VUG
-
0.66
0.78
0.77
0.57
0.63
0.47
0.68
0.72
0.66
0.75
0.18
VTV
0.66
-
0.93
0.81
0.88
0.84
0.36
0.62
0.68
0.49
0.82
0.29
VEU
0.78
0.93
-
0.94
0.81
0.77
0.54
0.74
0.80
0.65
0.88
0.11
EEM
0.77
0.81
0.94
-
0.78
0.75
0.40
0.59
0.66
0.54
0.76
0.01
IJS
0.57
0.88
0.81
0.78
-
0.98
0.28
0.61
0.61
0.52
0.75
0.25
IJT
0.63
0.84
0.77
0.75
0.98
-
0.24
0.60
0.58
0.52
0.72
0.25
IEI
0.47
0.36
0.54
0.40
0.28
0.24
-
0.90
0.89
0.90
0.76
0.03
MBB
0.68
0.62
0.74
0.59
0.61
0.60
0.90
-
0.98
0.95
0.92
0.14
LQD
0.72
0.68
0.80
0.66
0.61
0.58
0.89
0.98
-
0.94
0.96
0.19
BNDX
0.66
0.49
0.65
0.54
0.52
0.52
0.90
0.95
0.94
-
0.86
0.19
HYG
0.75
0.82
0.88
0.76
0.75
0.72
0.76
0.92
0.96
0.86
-
0.37
BIL
0.18
0.29
0.11
0.01
0.25
0.25
0.03
0.14
0.19
0.19
0.37
-
Asset
VUG
VTV
VEU
EEM
IJS
IJT
IEI
MBB
LQD
BNDX
HYG
BIL
VUG
-
0.76
0.79
0.67
0.69
0.82
0.31
0.52
0.71
0.64
0.79
0.02
VTV
0.76
-
0.88
0.71
0.90
0.88
0.03
0.32
0.53
0.39
0.80
-0.10
VEU
0.79
0.88
-
0.92
0.85
0.85
0.26
0.53
0.72
0.53
0.83
-0.02
EEM
0.67
0.71
0.92
-
0.74
0.74
0.23
0.49
0.66
0.46
0.72
-0.03
IJS
0.69
0.90
0.85
0.74
-
0.95
0.00
0.32
0.50
0.39
0.77
-0.16
IJT
0.82
0.88
0.85
0.74
0.95
-
0.11
0.40
0.61
0.50
0.83
-0.11
IEI
0.31
0.03
0.26
0.23
0.00
0.11
-
0.88
0.73
0.76
0.36
0.15
MBB
0.52
0.32
0.53
0.49
0.32
0.40
0.88
-
0.85
0.81
0.57
0.10
LQD
0.71
0.53
0.72
0.66
0.50
0.61
0.73
0.85
-
0.89
0.81
0.06
BNDX
0.64
0.39
0.53
0.46
0.39
0.50
0.76
0.81
0.89
-
0.72
0.13
HYG
0.79
0.80
0.83
0.72
0.77
0.83
0.36
0.57
0.81
0.72
-
0.00
BIL
0.02
-0.10
-0.02
-0.03
-0.16
-0.11
0.15
0.10
0.06
0.13
0.00
-
Asset
VUG
VTV
VEU
EEM
IJS
IJT
IEI
MBB
LQD
BNDX
HYG
BIL
VUG
-
0.78
0.79
0.65
0.70
0.79
0.17
0.42
0.61
0.49
0.77
0.04
VTV
0.78
-
0.85
0.68
0.88
0.85
-0.09
0.22
0.44
0.28
0.77
-0.08
VEU
0.79
0.85
-
0.91
0.76
0.76
0.14
0.41
0.63
0.39
0.80
0.00
EEM
0.65
0.68
0.91
-
0.64
0.61
0.16
0.39
0.59
0.35
0.69
-0.02
IJS
0.70
0.88
0.76
0.64
-
0.95
-0.09
0.22
0.42
0.28
0.73
-0.12
IJT
0.79
0.85
0.76
0.61
0.95
-
-0.01
0.28
0.48
0.36
0.76
-0.08
IEI
0.17
-0.09
0.14
0.16
-0.09
-0.01
-
0.86
0.71
0.74
0.27
0.11
MBB
0.42
0.22
0.41
0.39
0.22
0.28
0.86
-
0.82
0.79
0.50
0.06
LQD
0.61
0.44
0.63
0.59
0.42
0.48
0.71
0.82
-
0.86
0.74
0.04
BNDX
0.49
0.28
0.39
0.35
0.28
0.36
0.74
0.79
0.86
-
0.60
0.05
HYG
0.77
0.77
0.80
0.69
0.73
0.76
0.27
0.50
0.74
0.60
-
0.01
BIL
0.04
-0.08
0.00
-0.02
-0.12
-0.08
0.11
0.06
0.04
0.05
0.01
-
Asset
VUG
VTV
VEU
EEM
IJS
IJT
IEI
MBB
LQD
BNDX
HYG
BIL
VUG
-
0.82
0.78
0.69
0.72
0.78
-0.07
0.17
0.33
0.16
0.64
0.00
VTV
0.82
-
0.82
0.72
0.85
0.76
-0.15
0.09
0.29
0.12
0.66
-0.01
VEU
0.78
0.82
-
0.87
0.75
0.74
-0.13
0.13
0.35
0.18
0.69
-0.04
EEM
0.69
0.72
0.87
-
0.68
0.69
-0.12
0.11
0.29
0.14
0.61
-0.04
IJS
0.72
0.85
0.75
0.68
-
0.90
-0.18
0.08
0.26
0.12
0.67
-0.03
IJT
0.78
0.76
0.74
0.69
0.90
-
-0.19
0.06
0.23
0.13
0.63
-0.05
IEI
-0.07
-0.15
-0.13
-0.12
-0.18
-0.19
-
0.79
0.64
0.56
0.06
0.17
MBB
0.17
0.09
0.13
0.11
0.08
0.06
0.79
-
0.71
0.56
0.28
0.16
LQD
0.33
0.29
0.35
0.29
0.26
0.23
0.64
0.71
-
0.69
0.63
0.00
BNDX
0.16
0.12
0.18
0.14
0.12
0.13
0.56
0.56
0.69
-
0.39
0.06
HYG
0.64
0.66
0.69
0.61
0.67
0.63
0.06
0.28
0.63
0.39
-
-0.03
BIL
0.00
-0.01
-0.04
-0.04
-0.03
-0.05
0.17
0.16
0.00
0.06
-0.03
-
Asset
VUG
VTV
VEU
EEM
IJS
IJT
IEI
MBB
LQD
BNDX
HYG
BIL
VUG
-
0.84
0.67
0.66
0.75
0.81
0.03
0.20
0.33
0.21
0.61
0.03
VTV
0.84
-
0.71
0.68
0.85
0.78
-0.02
0.15
0.30
0.18
0.64
0.02
VEU
0.67
0.71
-
0.70
0.65
0.63
-0.01
0.15
0.32
0.21
0.61
0.03
EEM
0.66
0.68
0.70
-
0.64
0.64
0.02
0.16
0.28
0.20
0.54
0.03
IJS
0.75
0.85
0.65
0.64
-
0.91
-0.10
0.10
0.24
0.15
0.67
-0.02
IJT
0.81
0.78
0.63
0.64
0.91
-
-0.10
0.08
0.22
0.15
0.61
-0.03
IEI
0.03
-0.02
-0.01
0.02
-0.10
-0.10
-
0.81
0.73
0.67
0.14
0.23
MBB
0.20
0.15
0.15
0.16
0.10
0.08
0.81
-
0.75
0.64
0.32
0.25
LQD
0.33
0.30
0.32
0.28
0.24
0.22
0.73
0.75
-
0.75
0.59
0.08
BNDX
0.21
0.18
0.21
0.20
0.15
0.15
0.67
0.64
0.75
-
0.40
0.15
HYG
0.61
0.64
0.61
0.54
0.67
0.61
0.14
0.32
0.59
0.40
-
0.01
BIL
0.03
0.02
0.03
0.03
-0.02
-0.03
0.23
0.25
0.08
0.15
0.01
-

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

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 CONSERVATIVE PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-20.48% Nov 2007 Feb 2009 16 Nov 2009 9 25 9.59
-18.53% Jan 2022 Sep 2022 9 in progress 17 26 10.42
-7.78% Feb 2020 Mar 2020 2 Jun 2020 3 5 3.56
-6.14% Feb 2001 Sep 2002 20 Apr 2003 7 27 3.29
-5.80% Jun 2011 Sep 2011 4 Jan 2012 4 8 2.34
-5.01% Jul 1998 Aug 1998 2 Oct 1998 2 4 2.36
-4.75% Sep 2018 Dec 2018 4 Feb 2019 2 6 2.52
-4.35% May 2015 Jan 2016 9 May 2016 4 13 2.47
-3.51% Sep 2000 Nov 2000 3 Jan 2001 2 5 1.84
-3.50% May 2010 Jun 2010 2 Jul 2010 1 3 2.37
-3.18% Mar 1994 Mar 1994 1 Aug 1994 5 6 2.29
-3.09% Aug 1997 Aug 1997 1 Dec 1997 4 5 1.42
-3.06% May 2013 Jun 2013 2 Sep 2013 3 5 1.63
-2.86% May 2012 May 2012 1 Jul 2012 2 3 1.50
-2.74% Apr 2000 May 2000 2 Aug 2000 3 5 1.34
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 167 2.2 Months 46.26%
 
DD = 0% 46.26%
 
0% < DD <= -5% 155 2.3 Months 42.94%
 
DD <= -5% 89.20%
 
-5% < DD <= -10% 15 24.1 Months 4.16%
 
DD <= -10% 93.35%
 
-10% < DD <= -15% 17 21.2 Months 4.71%
 
DD <= -15% 98.06%
 
-15% < DD <= -20% 6 60.2 Months 1.66%
 
DD <= -20% 99.72%
 
-20% < DD <= -25% 1 361.0 Months 0.28%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-24.69% Sep 2021 Sep 2022 13 in progress 17 30 16.46
-21.79% Nov 2007 Feb 2009 16 Mar 2010 13 29 10.49
-9.62% Sep 2000 Sep 2002 25 Sep 2003 12 37 5.28
-7.51% Feb 2020 Mar 2020 2 May 2020 2 4 3.63
-6.80% May 2011 Sep 2011 5 Jan 2012 4 9 2.90
-5.88% Feb 2018 Dec 2018 11 Mar 2019 3 14 2.81
-5.36% Jul 1998 Aug 1998 2 Oct 1998 2 4 2.57
-5.04% Mar 2015 Jan 2016 11 Jul 2016 6 17 2.72
-4.25% Mar 1994 Nov 1994 9 Apr 1995 5 14 2.76
-3.41% May 2010 Jun 2010 2 Jul 2010 1 3 2.32
-3.33% Aug 1997 Aug 1997 1 Jan 1998 5 6 1.61
-3.33% May 2013 Jun 2013 2 Oct 2013 4 6 1.79
-3.19% Apr 2004 Jul 2004 4 Nov 2004 4 8 2.00
-2.85% Apr 2000 May 2000 2 Aug 2000 3 5 1.52
-2.67% Sep 2005 Oct 2005 2 Dec 2005 2 4 1.29
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 127 2.8 Months 35.18%
 
DD = 0% 35.18%
 
0% < DD <= -5% 172 2.1 Months 47.65%
 
DD <= -5% 82.83%
 
-5% < DD <= -10% 28 12.9 Months 7.76%
 
DD <= -10% 90.58%
 
-10% < DD <= -15% 9 40.1 Months 2.49%
 
DD <= -15% 93.07%
 
-15% < DD <= -20% 17 21.2 Months 4.71%
 
DD <= -20% 97.78%
 
-20% < DD <= -25% 8 45.1 Months 2.22%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-20.48% Nov 2007 Feb 2009 16 Nov 2009 9 25 9.59
-18.53% Jan 2022 Sep 2022 9 in progress 17 26 10.42
-10.69% Sep 1987 Nov 1987 3 Sep 1988 10 13 4.76
-7.78% Feb 2020 Mar 2020 2 Jun 2020 3 5 3.56
-7.56% Aug 1990 Sep 1990 2 Jan 1991 4 6 4.14
-6.14% Feb 2001 Sep 2002 20 Apr 2003 7 27 3.29
-5.80% Jun 2011 Sep 2011 4 Jan 2012 4 8 2.34
-5.18% Feb 1994 Mar 1994 2 Mar 1995 12 14 3.41
-5.15% Jan 1990 Apr 1990 4 May 1990 1 5 3.28
-5.01% Jul 1998 Aug 1998 2 Oct 1998 2 4 2.36
-4.75% Sep 2018 Dec 2018 4 Feb 2019 2 6 2.52
-4.35% May 2015 Jan 2016 9 May 2016 4 13 2.47
-3.61% Sep 1986 Sep 1986 1 Jan 1987 4 5 1.74
-3.51% Sep 2000 Nov 2000 3 Jan 2001 2 5 1.84
-3.50% May 2010 Jun 2010 2 Jul 2010 1 3 2.37
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 228 2.1 Months 48.41%
 
DD = 0% 48.41%
 
0% < DD <= -5% 196 2.4 Months 41.61%
 
DD <= -5% 90.02%
 
-5% < DD <= -10% 22 21.4 Months 4.67%
 
DD <= -10% 94.69%
 
-10% < DD <= -15% 18 26.2 Months 3.82%
 
DD <= -15% 98.51%
 
-15% < DD <= -20% 6 78.5 Months 1.27%
 
DD <= -20% 99.79%
 
-20% < DD <= -25% 1 471.0 Months 0.21%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-24.69% Sep 2021 Sep 2022 13 in progress 17 30 16.46
-21.79% Nov 2007 Feb 2009 16 Mar 2010 13 29 10.49
-11.54% Sep 1987 Nov 1987 3 Jan 1989 14 17 5.39
-9.64% Jan 1990 Sep 1990 9 Feb 1991 5 14 5.10
-9.62% Sep 2000 Sep 2002 25 Sep 2003 12 37 5.28
-7.51% Feb 2020 Mar 2020 2 May 2020 2 4 3.63
-6.80% May 2011 Sep 2011 5 Jan 2012 4 9 2.90
-6.49% Feb 1994 Nov 1994 10 May 1995 6 16 4.53
-5.88% Feb 2018 Dec 2018 11 Mar 2019 3 14 2.81
-5.36% Jul 1998 Aug 1998 2 Oct 1998 2 4 2.57
-5.04% Mar 2015 Jan 2016 11 Jul 2016 6 17 2.72
-3.96% Sep 1986 Sep 1986 1 Jan 1987 4 5 2.10
-3.41% May 2010 Jun 2010 2 Jul 2010 1 3 2.32
-3.33% Aug 1997 Aug 1997 1 Jan 1998 5 6 1.61
-3.33% May 2013 Jun 2013 2 Oct 2013 4 6 1.79
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 178 2.6 Months 37.79%
 
DD = 0% 37.79%
 
0% < DD <= -5% 211 2.2 Months 44.80%
 
DD <= -5% 82.59%
 
-5% < DD <= -10% 47 10.0 Months 9.98%
 
DD <= -10% 92.57%
 
-10% < DD <= -15% 10 47.1 Months 2.12%
 
DD <= -15% 94.69%
 
-15% < DD <= -20% 17 27.7 Months 3.61%
 
DD <= -20% 98.30%
 
-20% < DD <= -25% 8 58.9 Months 1.70%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

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 CONSERVATIVE PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -17.95 03/2008
02/2009
0.82$ -0.01 0.99$ 7.77 1.07$ 12.52 1.12$ 28.52 03/2009
02/2010
1.28$ 12.49 14.90%
2Y -7.53 03/2007
02/2009
0.85$ 1.49 1.03$ 7.18 1.14$ 11.16 1.23$ 20.13 03/2009
02/2011
1.44$ 1.25 10.68%
3Y -2.41 03/2006
02/2009
0.92$ 2.98 1.09$ 6.89 1.22$ 10.36 1.34$ 15.38 03/2009
02/2012
1.53$ 1.35 1.85%
5Y 1.09 03/2004
02/2009
1.05$ 4.73 1.25$ 6.01 1.33$ 8.92 1.53$ 13.24 01/1995
12/1999
1.86$ 5.11 0.00%
7Y 3.22 03/2002
02/2009
1.24$ 5.62 1.46$ 6.30 1.53$ 7.18 1.62$ 9.78 05/1994
04/2001
1.92$ 5.16 0.00%
10Y 3.51 03/1999
02/2009
1.41$ 5.18 1.65$ 6.53 1.88$ 7.57 2.07$ 9.08 01/1995
12/2004
2.38$ 4.92 0.00%
15Y 4.52 10/2007
09/2022
1.94$ 5.88 2.35$ 6.34 2.51$ 7.01 2.76$ 7.73 12/1994
11/2009
3.05$ 7.29 0.00%
20Y 5.44 04/2000
03/2020
2.88$ 5.91 3.15$ 6.39 3.45$ 6.96 3.83$ 7.79 12/1994
11/2014
4.47$ 5.70 0.00%
30Y 6.56 03/1994
02/2024
6.72$ 6.56 6.72$ 6.56 6.72$ 6.56 6.72$ 6.56 03/1994
02/2024
6.72$ 6.56 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -22.66 10/2021
09/2022
0.77$ -1.87 0.98$ 5.55 1.05$ 10.22 1.10$ 25.81 03/2009
02/2010
1.25$ 9.52 22.35%
2Y -11.14 11/2021
10/2023
0.78$ -0.49 0.99$ 4.62 1.09$ 8.84 1.18$ 17.61 03/2009
02/2011
1.38$ -2.95 17.21%
3Y -5.54 11/2020
10/2023
0.84$ 0.58 1.01$ 4.54 1.14$ 7.63 1.24$ 12.68 03/2009
02/2012
1.43$ -3.95 13.23%
5Y -1.51 03/2004
02/2009
0.92$ 2.23 1.11$ 3.97 1.21$ 6.28 1.35$ 10.62 01/1995
12/1999
1.65$ 0.97 4.65%
7Y 0.43 11/2016
10/2023
1.03$ 2.96 1.22$ 4.13 1.32$ 5.08 1.41$ 7.36 11/2008
10/2015
1.64$ 1.63 0.00%
10Y 0.89 03/1999
02/2009
1.09$ 2.59 1.29$ 4.31 1.52$ 5.11 1.64$ 6.51 03/2009
02/2019
1.87$ 2.09 0.00%
15Y 2.09 11/2007
10/2022
1.36$ 3.59 1.69$ 4.08 1.82$ 4.63 1.97$ 5.09 12/1994
11/2009
2.10$ 4.63 0.00%
20Y 2.80 11/2003
10/2023
1.73$ 3.42 1.96$ 4.15 2.25$ 4.66 2.48$ 5.34 12/1994
11/2014
2.83$ 3.06 0.00%
30Y 3.94 03/1994
02/2024
3.18$ 3.94 3.18$ 3.94 3.18$ 3.94 3.18$ 3.94 03/1994
02/2024
3.18$ 3.94 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -17.95 03/2008
02/2009
0.82$ 1.02 1.01$ 8.73 1.08$ 14.84 1.14$ 34.66 04/1985
03/1986
1.34$ 12.49 12.20%
2Y -7.53 03/2007
02/2009
0.85$ 2.80 1.05$ 8.09 1.16$ 12.79 1.27$ 25.72 03/1985
02/1987
1.58$ 1.25 8.05%
3Y -2.41 03/2006
02/2009
0.92$ 3.80 1.11$ 7.85 1.25$ 11.89 1.40$ 17.62 03/1985
02/1988
1.62$ 1.35 1.38%
5Y 1.09 03/2004
02/2009
1.05$ 5.00 1.27$ 7.32 1.42$ 11.35 1.71$ 16.37 01/1985
12/1989
2.13$ 5.11 0.00%
7Y 3.22 03/2002
02/2009
1.24$ 5.81 1.48$ 6.69 1.57$ 11.32 2.11$ 15.28 01/1985
12/1991
2.70$ 5.16 0.00%
10Y 3.51 03/1999
02/2009
1.41$ 5.54 1.71$ 7.15 1.99$ 10.99 2.83$ 12.76 10/1985
09/1995
3.32$ 4.92 0.00%
15Y 4.52 10/2007
09/2022
1.94$ 6.08 2.42$ 6.87 2.70$ 9.34 3.81$ 12.79 01/1985
12/1999
6.08$ 7.29 0.00%
20Y 5.44 04/2000
03/2020
2.88$ 6.05 3.23$ 7.43 4.18$ 9.00 5.60$ 10.81 01/1985
12/2004
7.79$ 5.70 0.00%
30Y 6.20 11/1993
10/2023
6.08$ 6.71 7.00$ 7.80 9.52$ 8.15 10.49$ 9.32 01/1985
12/2014
14.47$ 6.56 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -22.66 10/2021
09/2022
0.77$ -1.62 0.98$ 5.92 1.05$ 11.79 1.11$ 32.33 05/1985
04/1986
1.32$ 9.52 21.79%
2Y -11.14 11/2021
10/2023
0.78$ 0.92 1.01$ 5.18 1.10$ 9.75 1.20$ 22.58 03/1985
02/1987
1.50$ -2.95 12.98%
3Y -5.54 11/2020
10/2023
0.84$ 1.40 1.04$ 5.31 1.16$ 8.62 1.28$ 14.18 03/1985
02/1988
1.48$ -3.95 9.89%
5Y -1.51 03/2004
02/2009
0.92$ 2.46 1.12$ 4.94 1.27$ 8.21 1.48$ 12.26 01/1985
12/1989
1.78$ 0.97 3.41%
7Y 0.43 11/2016
10/2023
1.03$ 3.26 1.25$ 4.63 1.37$ 7.86 1.69$ 10.92 01/1985
12/1991
2.06$ 1.63 0.00%
10Y 0.89 03/1999
02/2009
1.09$ 3.37 1.39$ 4.89 1.61$ 7.56 2.07$ 8.90 10/1990
09/2000
2.34$ 2.09 0.00%
15Y 2.09 11/2007
10/2022
1.36$ 3.76 1.73$ 4.50 1.93$ 6.31 2.50$ 9.31 01/1985
12/1999
3.80$ 4.63 0.00%
20Y 2.80 11/2003
10/2023
1.73$ 3.71 2.07$ 4.83 2.56$ 5.79 3.08$ 7.55 01/1985
12/2004
4.28$ 3.06 0.00%
30Y 3.59 11/1993
10/2023
2.87$ 4.09 3.33$ 5.20 4.57$ 5.56 5.07$ 6.42 01/1985
12/2014
6.46$ 3.94 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

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

Seasonality

In which months is it better to invest in Merrill Lynch Edge Select Moderately Conservative 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
0.43
40%
-1.12
40%
-0.28
60%
0.75
80%
0.27
60%
0.87
80%
2.05
100%
-0.30
60%
-2.44
20%
0.49
60%
3.41
80%
1.32
80%
Best 5.0
2023
1.0
2024
3.1
2023
4.9
2020
2.4
2020
3.6
2019
4.5
2022
2.0
2020
0.5
2019
2.0
2021
6.5
2023
4.1
2023
Worst -3.0
2022
-2.9
2023
-5.9
2020
-5.4
2022
-1.8
2019
-4.2
2022
0.4
2019
-3.6
2022
-6.0
2022
-1.8
2023
-0.7
2021
-2.5
2022
Monthly Seasonality over the period Feb 1985 - Feb 2024
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
0.82
60%
-0.31
60%
0.19
60%
0.66
80%
0.51
70%
0.51
70%
1.50
90%
-0.05
70%
-1.38
30%
0.30
60%
1.88
70%
0.46
60%
Best 5.0
2023
1.7
2015
3.6
2016
4.9
2020
2.4
2020
3.6
2019
4.5
2022
2.1
2014
0.6
2017
3.0
2015
6.5
2023
4.1
2023
Worst -3.0
2022
-2.9
2023
-5.9
2020
-5.4
2022
-1.8
2019
-4.2
2022
-0.8
2014
-3.6
2022
-6.0
2022
-3.5
2018
-0.7
2021
-2.5
2022
Monthly Seasonality over the period Feb 1985 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.88
65%
0.42
68%
0.49
69%
0.93
79%
0.73
64%
0.53
67%
1.06
67%
0.23
67%
-0.14
54%
0.60
69%
1.12
67%
1.36
82%
Best 5.7
1987
5.6
1986
4.9
1986
5.1
2009
5.6
1985
3.6
2019
4.9
2009
4.3
1986
3.7
2010
4.7
2011
6.5
2023
7.1
1991
Worst -3.8
2009
-4.7
2009
-5.9
2020
-5.4
2022
-3.2
2010
-4.2
2022
-2.2
2002
-5.0
1998
-6.0
2022
-7.3
2008
-1.8
1994
-2.5
2022
Monthly Seasonality over the period Feb 1985 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Merrill Lynch Edge Select Moderately Conservative Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

MERRILL LYNCH EDGE SELECT MODERATELY CONSERVATIVE PORTFOLIO
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
243 Positive Months (68%) - 117 Negative Months (33%)
320 Positive Months (68%) - 150 Negative Months (32%)
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(Scroll down to see all data)
Investment Returns, up to December 2013, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

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

Portfolio efficiency

The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Shield Strategy Aim Ways +8.74 8.84 -19.36 42 38 20
Gold Pivot Ptf Aim Ways +7.76 8.20 -19.49 22 44 34
In Saecula Saeculorum Fulvio Marchese +7.72 7.83 -20.39 45 45 10
Golden Butterfly Tyler +7.56 7.73 -17.79 40 40 20
Aim comfortable trip Aim Ways +7.42 7.59 -20.15 40 45 15
Stocks/Bonds 40/60 +7.00 6.99 -19.17 40 60 0
PISI Portfolio Davide Pisicchio +7.00 6.48 -18.36 30 60 10
Simplified Permanent Portfolio +6.85 6.88 -16.43 25 50 25
Ulcer Free Strategy Aim Ways +6.61 5.50 -17.05 7 82 11
Desert Portfolio Gyroscopic Investing +6.60 5.50 -14.72 30 60 10
Edge Select Moderately Conservative Merrill Lynch +6.56 6.85 -20.48 37 63 0

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

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 40/60 Momentum +8.06 7.02 -21.11 40 60 0
Couch Potato Scott Burns +8.04 8.75 -27.04 50 50 0
All Weather Portfolio Ray Dalio +7.34 7.40 -20.58 30 55 15
Robo Advisor 50 Betterment +7.19 9.28 -30.72 49.9 50.1 0
Stocks/Bonds 40/60 +7.00 6.99 -19.17 40 60 0
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