Craig Israelsen 7Twelve vs Merrill Lynch Edge Select Moderate Portfolio Comparison

Last Update: 31 March 2024

The Craig Israelsen 7Twelve Portfolio obtained a 6.85% compound annual return, with a 9.75% standard deviation, in the last 30 Years.

The Merrill Lynch Edge Select Moderate Portfolio obtained a 7.48% compound annual return, with a 8.93% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Craig Israelsen 7Twelve Portfolio Merrill Lynch Edge Select Moderate Portfolio
Portfolio Risk High High
Asset Allocation Stocks 50% 53%
Fixed Income 33.34% 47%
Commodities 16.66% 0%
30 Years Stats Return +6.85% +7.48%
Std Dev 9.75% 8.93%
Max Drawdown -37.96% -29.58%
All time Stats
(Since Jan 1985)		 Return +8.58% +9.11%
Std Dev 9.52% 9.18%
Max Drawdown -37.96% -29.58%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Craig Israelsen 7Twelve Portfolio +2.36 +9.67 +10.39 +6.05 +4.15 +6.85 +8.58
Merrill Lynch Edge Select Moderate Portfolio +2.04 +13.82 +14.06 +6.86 +6.34 +7.48 +9.11
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Craig Israelsen 7Twelve Portfolio: an investment of 1$, since April 1994, now would be worth 7.30$, with a total return of 630.07% (6.85% annualized).

Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since April 1994, now would be worth 8.70$, with a total return of 769.82% (7.48% annualized).

Craig Israelsen 7Twelve Portfolio: an investment of 1$, since January 1985, now would be worth 25.28$, with a total return of 2427.71% (8.58% annualized).

Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since January 1985, now would be worth 30.65$, with a total return of 2964.95% (9.11% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

Swipe left to see all data
Craig Israelsen 7Twelve Portfolio
Merrill Lynch Edge Select Moderate Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-37.96% Jun 2008 Feb 2009 (9) Feb 2011 (33) 18.93
-29.58% Nov 2007 Feb 2009 (16) Apr 2010 (30) 13.63
-20.56% Jan 2022 Sep 2022 (9) Mar 2024 (27) 10.84
-17.90% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-15.42% Sep 2000 Sep 2002 (25) Oct 2003 (38) 8.32
-14.54% Jul 2014 Feb 2016 (20) Jul 2017 (37) 6.60
-13.54% Apr 1998 Aug 1998 (5) Apr 1999 (13) 6.14
-13.50% May 2011 Sep 2011 (5) Dec 2012 (20) 4.88
-13.28% Apr 2022 Sep 2022 (6) Feb 2024 (23) 6.26
-10.96% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.84
-10.05% Feb 2001 Sep 2001 (8) Apr 2003 (27) 4.49
-9.83% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.66
-9.65% May 2011 Sep 2011 (5) Feb 2012 (10) 3.99
-7.97% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.78
-7.17% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.46
-6.44% May 2015 Feb 2016 (10) Jun 2016 (14) 3.46
-5.89% May 2010 Jun 2010 (2) Sep 2010 (5) 3.33
-5.06% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.00
-4.51% Sep 1994 Nov 1994 (3) Apr 1995 (8) 2.66
-4.35% Nov 2007 Jan 2008 (3) Apr 2008 (6) 2.51

Drawdown comparison chart since January 1985.

Swipe left to see all data
Craig Israelsen 7Twelve Portfolio
Merrill Lynch Edge Select Moderate Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-37.96% Jun 2008 Feb 2009 (9) Feb 2011 (33) 18.93
-29.58% Nov 2007 Feb 2009 (16) Apr 2010 (30) 13.63
-20.56% Jan 2022 Sep 2022 (9) Mar 2024 (27) 10.84
-17.90% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-15.42% Sep 2000 Sep 2002 (25) Oct 2003 (38) 8.32
-15.26% Sep 1987 Nov 1987 (3) Dec 1988 (16) 6.95
-14.54% Jul 2014 Feb 2016 (20) Jul 2017 (37) 6.60
-13.54% Apr 1998 Aug 1998 (5) Apr 1999 (13) 6.14
-13.50% May 2011 Sep 2011 (5) Dec 2012 (20) 4.88
-13.43% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.31
-13.28% Apr 2022 Sep 2022 (6) Feb 2024 (23) 6.26
-10.96% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.84
-10.40% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.57
-10.05% Feb 2001 Sep 2001 (8) Apr 2003 (27) 4.49
-9.83% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.66
-9.65% May 2011 Sep 2011 (5) Feb 2012 (10) 3.99
-7.97% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.78
-7.17% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.46
-6.66% Feb 1994 Nov 1994 (10) May 1995 (16) 4.30
-6.44% May 2015 Feb 2016 (10) Jun 2016 (14) 3.46

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+3.79%
 -0.30%
+3.80%
 -0.14%
2023
+8.77%
 -6.61%
+16.31%
 -7.34%
2022
-7.91%
 -13.28%
-16.06%
 -20.56%
2021
+16.41%
 -3.52%
+9.66%
 -2.75%
2020
+3.64%
 -17.90%
+13.88%
 -10.96%
2019
+17.04%
 -3.93%
+19.44%
 -3.06%
2018
-6.60%
 -9.83%
-4.47%
 -7.17%
2017
+11.15%
 -0.23%
+15.00%
 0.00%
2016
+7.88%
 -3.46%
+7.31%
 -2.51%
2015
-6.71%
 -8.96%
-1.02%
 -6.05%
2014
-0.27%
 -5.11%
+6.15%
 -2.15%
2013
+9.98%
 -2.34%
+12.89%
 -2.80%
2012
+9.05%
 -5.96%
+11.74%
 -4.35%
2011
-0.33%
 -13.50%
+1.36%
 -9.65%
2010
+12.87%
 -7.69%
+11.88%
 -5.89%
2009
+19.77%
 -13.75%
+21.52%
 -11.06%
2008
-24.01%
 -29.50%
-18.62%
 -22.60%
2007
+11.31%
 -2.37%
+8.20%
 -2.71%
2006
+12.08%
 -2.41%
+12.10%
 -2.46%
2005
+11.36%
 -3.44%
+6.80%
 -2.45%
2004
+14.33%
 -5.06%
+10.27%
 -2.82%
2003
+25.20%
 -1.95%
+21.24%
 -1.84%
2002
+4.93%
 -5.27%
-5.21%
 -10.16%
2001
-4.66%
 -10.05%
-2.83%
 -10.45%
2000
+11.53%
 -2.79%
-1.46%
 -6.21%
1999
+19.24%
 -3.02%
+14.10%
 -2.41%
1998
-1.40%
 -13.54%
+14.87%
 -7.97%
1997
+7.34%
 -3.49%
+14.53%
 -4.08%
1996
+16.09%
 -3.26%
+10.99%
 -2.45%
1995
+18.64%
 -1.07%
+22.46%
 -0.02%
1994
-1.53%
 -6.66%
-0.46%
 -5.84%
1993
+17.28%
 -3.19%
+17.25%
 -2.24%
1992
+5.45%
 -2.13%
+4.97%
 -2.63%
1991
+26.17%
 -3.31%
+28.12%
 -3.00%
1990
+1.68%
 -5.15%
-1.02%
 -10.40%
1989
+27.09%
 -1.51%
+23.35%
 -0.80%
1988
+17.78%
 -2.03%
+14.65%
 -2.43%
1987
+3.08%
 -13.43%
+4.00%
 -15.26%
1986
+16.22%
 -3.66%
+21.58%
 -4.43%
1985
+24.57%
 -0.68%
+29.83%
 -1.40%