European Stocks vs Merrill Lynch Edge Select Moderate Portfolio Comparison

Last Update: 29 February 2024

The European Stocks Portfolio obtained a 6.89% compound annual return, with a 17.88% standard deviation, in the last 30 Years.

The Merrill Lynch Edge Select Moderate Portfolio obtained a 7.27% compound annual return, with a 8.96% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
European Stocks Portfolio Merrill Lynch Edge Select Moderate Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 53%
Fixed Income 0% 47%
Commodities 0% 0%
30 Years Stats Return +6.89% +7.27%
Std Dev 17.88% 8.96%
Max Drawdown -59.77% -29.58%
All time Stats
(Since Jan 1985)
Return +9.84% +9.08%
Std Dev 17.89% 9.19%
Max Drawdown -59.77% -29.58%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
European Stocks Portfolio +2.40 +8.31 +12.91 +7.52 +4.24 +6.89 +9.84
Merrill Lynch Edge Select Moderate Portfolio +1.87 +7.57 +15.26 +6.76 +6.14 +7.27 +9.08
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

European Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 7.39$, with a total return of 638.80% (6.89% annualized).

Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since March 1994, now would be worth 8.21$, with a total return of 720.85% (7.27% annualized).

European Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 39.53$, with a total return of 3853.06% (9.84% annualized).

Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since January 1985, now would be worth 30.04$, with a total return of 2903.70% (9.08% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
European Stocks 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
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-29.58% Nov 2007 Feb 2009 (16) Apr 2010 (30) 13.63
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-20.56% Jan 2022 Sep 2022 (9) In progress (26) 11.04
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-15.42% Sep 2000 Sep 2002 (25) Oct 2003 (38) 8.32
-10.96% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.84
-9.65% May 2011 Sep 2011 (5) Feb 2012 (10) 3.99
-7.97% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.78
-7.18% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.76
-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
-5.68% Aug 1997 Aug 1997 (1) Sep 1997 (2) 3.28
-5.18% May 1994 Jun 1994 (2) Aug 1994 (4) 2.96
-4.95% Oct 1997 Oct 1997 (1) Jan 1998 (4) 2.75

Drawdown comparison chart since January 1985.

Swipe left to see all data
European Stocks 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
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-29.58% Nov 2007 Feb 2009 (16) Apr 2010 (30) 13.63
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-23.15% Oct 1987 Nov 1987 (2) Jul 1989 (22) 13.00
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-20.56% Jan 2022 Sep 2022 (9) In progress (26) 11.04
-20.21% Aug 1990 Sep 1990 (2) May 1992 (22) 10.46
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-15.42% Sep 2000 Sep 2002 (25) Oct 2003 (38) 8.32
-15.26% Sep 1987 Nov 1987 (3) Dec 1988 (16) 6.95
-12.85% Jun 1992 Nov 1992 (6) Aug 1993 (15) 7.00
-10.96% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.84
-10.40% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.57
-9.65% May 2011 Sep 2011 (5) Feb 2012 (10) 3.99
-8.83% May 1986 May 1986 (1) Aug 1986 (4) 5.18
-7.97% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.78
-7.18% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.76

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
+1.15%
-1.23%
+1.73%
-0.14%
2023
+20.21%
-11.19%
+16.31%
-7.34%
2022
-16.00%
-30.58%
-16.06%
-20.56%
2021
+16.88%
-5.48%
+9.66%
-2.75%
2020
+6.11%
-25.65%
+13.88%
-10.96%
2019
+24.86%
-5.67%
+19.44%
-3.06%
2018
-14.91%
-19.44%
-4.47%
-7.17%
2017
+26.99%
-0.51%
+15.00%
0.00%
2016
-0.37%
-8.60%
+7.31%
-2.51%
2015
-1.94%
-11.47%
-1.02%
-6.05%
2014
-7.10%
-11.75%
+6.15%
-2.15%
2013
+24.38%
-4.42%
+12.89%
-2.80%
2012
+21.57%
-14.17%
+11.74%
-4.35%
2011
-11.64%
-27.74%
+1.36%
-9.65%
2010
+6.05%
-17.10%
+11.88%
-5.89%
2009
+31.33%
-22.78%
+21.52%
-11.06%
2008
-44.71%
-48.36%
-18.62%
-22.60%
2007
+13.24%
-5.77%
+8.20%
-2.71%
2006
+33.06%
-2.93%
+12.10%
-2.46%
2005
+9.26%
-4.49%
+6.80%
-2.45%
2004
+20.86%
-3.93%
+10.27%
-2.82%
2003
+38.70%
-9.25%
+21.24%
-1.84%
2002
-17.95%
-25.96%
-5.21%
-10.16%
2001
-20.30%
-27.21%
-2.83%
-10.45%
2000
-8.21%
-14.23%
-1.46%
-6.21%
1999
+16.66%
-4.90%
+14.10%
-2.41%
1998
+28.86%
-16.03%
+14.87%
-7.97%
1997
+24.23%
-5.68%
+14.53%
-4.08%
1996
+21.25%
-1.20%
+10.99%
-2.45%
1995
+22.28%
-3.97%
+22.46%
-0.02%
1994
+1.88%
-7.00%
-0.46%
-5.84%
1993
+29.13%
-2.19%
+17.25%
-2.24%
1992
-3.32%
-12.85%
+4.97%
-2.63%
1991
+12.40%
-12.16%
+28.12%
-3.00%
1990
-3.87%
-20.21%
-1.02%
-10.40%
1989
+28.18%
-6.85%
+23.35%
-0.80%
1988
+13.69%
-6.81%
+14.65%
-2.43%
1987
+7.05%
-23.15%
+4.00%
-15.26%
1986
+40.96%
-8.83%
+21.58%
-4.43%
1985
+78.72%
0.00%
+29.83%
-1.40%