Dynamic 60/40 Income vs Merrill Lynch Edge Select Moderate Portfolio Comparison

Last Update: 31 March 2024

The Dynamic 60/40 Income Portfolio obtained a 7.13% compound annual return, with a 9.33% 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

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Dynamic 60/40 Income Portfolio Merrill Lynch Edge Select Moderate Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 53%
Fixed Income 40% 47%
Commodities 0% 0%
30 Years Stats Return +7.13% +7.48%
Std Dev 9.33% 8.93%
Max Drawdown -41.44% -29.58%
All time Stats
(Since Jan 1992)		 Return +7.42% +7.53%
Std Dev 9.10% 8.77%
Max Drawdown -41.44% -29.58%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio +1.24 +12.08 +11.69 +5.17 +5.47 +7.13 +7.42
Merrill Lynch Edge Select Moderate Portfolio +2.04 +13.82 +14.06 +6.86 +6.34 +7.48 +7.53
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Dynamic 60/40 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.90$, with a total return of 690.39% (7.13% 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).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.05$, with a total return of 905.43% (7.42% annualized).

Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since January 1992, now would be worth 10.41$, with a total return of 941.04% (7.53% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Dynamic 60/40 Income 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-29.58% Nov 2007 Feb 2009 (16) Apr 2010 (30) 13.63
-20.56% Jan 2022 Sep 2022 (9) Mar 2024 (27) 10.84
-18.21% Jan 2022 Sep 2022 (9) In progress (27) 11.22
-15.42% Sep 2000 Sep 2002 (25) Oct 2003 (38) 8.32
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-10.96% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.84
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-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
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.44% May 2015 Feb 2016 (10) Jun 2016 (14) 3.46
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.89% May 2010 Jun 2010 (2) Sep 2010 (5) 3.33
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.35% Apr 2012 May 2012 (2) Aug 2012 (5) 1.94
-4.29% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.49
-4.08% Aug 1997 Aug 1997 (1) Jan 1998 (6) 2.09

Drawdown comparison chart since January 1992.

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Dynamic 60/40 Income 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-29.58% Nov 2007 Feb 2009 (16) Apr 2010 (30) 13.63
-20.56% Jan 2022 Sep 2022 (9) Mar 2024 (27) 10.84
-18.21% Jan 2022 Sep 2022 (9) In progress (27) 11.22
-15.42% Sep 2000 Sep 2002 (25) Oct 2003 (38) 8.32
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-10.96% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.84
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-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
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.44% May 2015 Feb 2016 (10) Jun 2016 (14) 3.46
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.89% May 2010 Jun 2010 (2) Sep 2010 (5) 3.33
-5.84% Feb 1994 Mar 1994 (2) Mar 1995 (14) 3.45
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.35% Apr 2012 May 2012 (2) Aug 2012 (5) 1.94

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
+2.73%
 -0.14%
+3.80%
 -0.14%
2023
+12.28%
 -6.45%
+16.31%
 -7.34%
2022
-15.89%
 -18.21%
-16.06%
 -20.56%
2021
+15.27%
 -2.58%
+9.66%
 -2.75%
2020
+6.26%
 -14.24%
+13.88%
 -10.96%
2019
+18.59%
 -1.55%
+19.44%
 -3.06%
2018
-3.28%
 -6.80%
-4.47%
 -7.17%
2017
+8.11%
 -0.39%
+15.00%
 0.00%
2016
+7.39%
 -2.92%
+7.31%
 -2.51%
2015
+0.49%
 -4.42%
-1.02%
 -6.05%
2014
+11.87%
 -2.32%
+6.15%
 -2.15%
2013
+8.15%
 -3.78%
+12.89%
 -2.80%
2012
+12.84%
 -3.09%
+11.74%
 -4.35%
2011
+3.16%
 -10.41%
+1.36%
 -9.65%
2010
+14.75%
 -5.96%
+11.88%
 -5.89%
2009
+25.31%
 -19.50%
+21.52%
 -11.06%
2008
-21.78%
 -30.14%
-18.62%
 -22.60%
2007
-3.54%
 -7.01%
+8.20%
 -2.71%
2006
+14.28%
 -1.89%
+12.10%
 -2.46%
2005
+5.27%
 -2.10%
+6.80%
 -2.45%
2004
+12.11%
 -4.29%
+10.27%
 -2.82%
2003
+22.26%
 0.00%
+21.24%
 -1.84%
2002
-0.78%
 -6.19%
-5.21%
 -10.16%
2001
+5.55%
 -3.29%
-2.83%
 -10.45%
2000
+5.79%
 -3.60%
-1.46%
 -6.21%
1999
+4.89%
 -3.30%
+14.10%
 -2.41%
1998
+5.13%
 -7.02%
+14.87%
 -7.97%
1997
+16.74%
 -0.91%
+14.53%
 -4.08%
1996
+16.21%
 -0.78%
+10.99%
 -2.45%
1995
+20.42%
 -0.12%
+22.46%
 -0.02%
1994
-3.20%
 -6.80%
-0.46%
 -5.84%
1993
+14.00%
 -1.75%
+17.25%
 -2.24%
1992
+13.92%
 -0.48%
+4.97%
 -2.63%