10-year Treasury vs Merrill Lynch Edge Select Conservative Portfolio Comparison

Last Update: 29 February 2024

The 10-year Treasury Portfolio obtained a 4.68% compound annual return, with a 6.82% standard deviation, in the last 30 Years.

The Merrill Lynch Edge Select Conservative Portfolio obtained a 5.18% compound annual return, with a 4.27% standard deviation, in the last 30 Years.

Summary

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10-year Treasury Portfolio Merrill Lynch Edge Select Conservative Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 21%
Fixed Income 100% 79%
Commodities 0% 0%
30 Years Stats Return +4.68% +5.18%
Std Dev 6.82% 4.27%
Max Drawdown -23.18% -12.44%
All time Stats
(Since Jan 1985)
Return +6.47% +6.64%
Std Dev 7.23% 4.54%
Max Drawdown -23.18% -12.44%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
10-year Treasury Portfolio -2.08 +0.99 +1.36 -0.24 +1.03 +4.68 +6.47
Merrill Lynch Edge Select Conservative Portfolio +0.31 +4.56 +8.31 +3.30 +3.33 +5.18 +6.64
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

10-year Treasury Portfolio: an investment of 1$, since March 1994, now would be worth 3.95$, with a total return of 294.92% (4.68% annualized).

Merrill Lynch Edge Select Conservative Portfolio: an investment of 1$, since March 1994, now would be worth 4.55$, with a total return of 354.78% (5.18% annualized).

10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 11.67$, with a total return of 1067.14% (6.47% annualized).

Merrill Lynch Edge Select Conservative Portfolio: an investment of 1$, since January 1985, now would be worth 12.38$, with a total return of 1138.31% (6.64% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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10-year Treasury Portfolio
Merrill Lynch Edge Select Conservative Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-23.18% Aug 2020 Oct 2023 (39) In progress (43) 13.50
-12.44% Jan 2022 Sep 2022 (9) In progress (26) 6.78
-10.97% May 2008 Feb 2009 (10) Aug 2009 (16) 5.84
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.18% Aug 2016 Apr 2018 (21) May 2019 (34) 4.82
-6.91% Mar 1994 Nov 1994 (9) Mar 1995 (13) 4.83
-6.90% Feb 1996 May 1996 (4) Nov 1996 (10) 4.58
-6.65% Jan 2009 Jun 2009 (6) Jun 2010 (18) 4.33
-6.60% Nov 2001 Mar 2002 (5) Jul 2002 (9) 3.77
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.57% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.25% Feb 2015 Jun 2015 (5) Jan 2016 (12) 2.34
-4.15% Apr 2008 May 2008 (2) Nov 2008 (8) 2.19
-4.13% Oct 2002 Nov 2002 (2) Feb 2003 (5) 2.02
-4.08% Jul 2005 May 2006 (11) Sep 2006 (15) 2.49
-4.04% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.15
-2.97% Apr 2001 May 2001 (2) Jul 2001 (4) 2.13

Drawdown comparison chart since January 1985.

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10-year Treasury Portfolio
Merrill Lynch Edge Select Conservative Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-23.18% Aug 2020 Oct 2023 (39) In progress (43) 13.50
-12.44% Jan 2022 Sep 2022 (9) In progress (26) 6.78
-10.97% May 2008 Feb 2009 (10) Aug 2009 (16) 5.84
-10.87% Mar 1987 Sep 1987 (7) Jan 1988 (11) 5.88
-10.14% Nov 1993 Nov 1994 (13) May 1995 (19) 6.64
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.18% Aug 2016 Apr 2018 (21) May 2019 (34) 4.82
-6.90% Feb 1996 May 1996 (4) Nov 1996 (10) 4.58
-6.65% Jan 2009 Jun 2009 (6) Jun 2010 (18) 4.33
-6.60% Nov 2001 Mar 2002 (5) Jul 2002 (9) 3.77
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-5.44% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.15
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.60% Mar 1988 May 1988 (3) Sep 1988 (7) 2.57
-4.57% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.48% Jan 1990 Apr 1990 (4) Jun 1990 (6) 2.44
-4.25% Feb 2015 Jun 2015 (5) Jan 2016 (12) 2.34
-4.15% Apr 2008 May 2008 (2) Nov 2008 (8) 2.19

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.
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Year Return Drawdown Return Drawdown
2024
-2.01%
-2.08%
+0.29%
-0.02%
2023
+3.64%
-8.81%
+9.20%
-3.89%
2022
-15.19%
-16.91%
-9.59%
-12.44%
2021
-3.33%
-5.73%
+3.46%
-1.41%
2020
+10.01%
-2.02%
+6.74%
-4.57%
2019
+8.03%
-2.59%
+11.07%
-0.76%
2018
+0.99%
-3.19%
-1.01%
-2.26%
2017
+2.55%
-1.90%
+6.67%
0.00%
2016
+1.00%
-6.50%
+4.67%
-1.32%
2015
+1.51%
-4.25%
-0.16%
-2.46%
2014
+9.07%
-1.05%
+4.82%
-1.01%
2013
-6.09%
-7.60%
+5.12%
-2.30%
2012
+3.66%
-2.67%
+6.74%
-1.52%
2011
+15.64%
-1.29%
+3.69%
-2.88%
2010
+9.37%
-4.30%
+7.47%
-1.66%
2009
-6.59%
-6.65%
+10.64%
-5.42%
2008
+17.91%
-4.15%
-5.32%
-9.24%
2007
+10.37%
-1.85%
+5.55%
-0.80%
2006
+2.52%
-2.87%
+7.57%
-0.79%
2005
+2.64%
-3.19%
+4.31%
-1.00%
2004
+4.12%
-4.85%
+6.35%
-1.82%
2003
+5.29%
-5.68%
+10.38%
-1.16%
2002
+15.45%
-4.13%
+2.13%
-1.95%
2001
+5.40%
-5.21%
+2.93%
-1.89%
2000
+17.28%
-1.12%
+5.85%
-1.16%
1999
-7.83%
-8.11%
+5.52%
-1.57%
1998
+14.64%
-1.61%
+10.67%
-2.43%
1997
+11.97%
-2.02%
+9.16%
-1.58%
1996
-0.00%
-6.90%
+7.09%
-0.68%
1995
+25.55%
-1.23%
+17.99%
0.00%
1994
-7.19%
-9.56%
-0.59%
-3.75%
1993
+12.97%
-2.55%
+11.76%
-1.05%
1992
+7.23%
-4.02%
+6.62%
-1.08%
1991
+18.91%
-0.54%
+18.00%
-1.13%
1990
+7.70%
-4.48%
+3.99%
-4.06%
1989
+17.84%
-2.30%
+14.88%
-0.43%
1988
+6.90%
-4.60%
+10.13%
-0.73%
1987
-2.64%
-10.87%
+4.09%
-5.44%
1986
+21.35%
-3.93%
+15.59%
-2.24%
1985
+29.85%
-3.33%
+22.07%
-0.64%