Merrill Lynch Edge Select Moderately Conservative Portfolio vs Aim Ways Gold Pivot Ptf Portfolio Portfolio Comparison

Simulation Settings

Period: January 1985 - March 2026 (~41 years)
Consolidated Returns as of 31 March 2026

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

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Results

30 Years
(1996/04 - 2026/03)

All Data
(1985/01 - 2026/03)

Inflation Adjusted:

Merrill Lynch Edge Select Moderately Conservative Portfolio

1.00$
Invested Capital
April 1996
6.67$
Final Capital
March 2026
6.53%
Yearly Return
6.90%
Std Deviation
-20.48%
Max Drawdown
25months
Recovery Period

1.00$
Invested Capital
April 1996
3.17$
Final Capital
March 2026
3.92%
Yearly Return
6.90%
Std Deviation
-24.69%
Max Drawdown
53months
Recovery Period

1.00$
Invested Capital
January 1985
26.78$
Final Capital
March 2026
8.30%
Yearly Return
7.07%
Std Deviation
-20.48%
Max Drawdown
25months
Recovery Period

1.00$
Invested Capital
January 1985
8.63$
Final Capital
March 2026
5.36%
Yearly Return
7.07%
Std Deviation
-24.69%
Max Drawdown
53months
Recovery Period

Aim Ways Gold Pivot Ptf Portfolio

1.00$
Invested Capital
April 1996
11.96$
Final Capital
March 2026
8.62%
Yearly Return
8.41%
Std Deviation
-19.49%
Max Drawdown
18months
Recovery Period

1.00$
Invested Capital
April 1996
5.68$
Final Capital
March 2026
5.96%
Yearly Return
8.41%
Std Deviation
-22.26%
Max Drawdown
43months
Recovery Period

1.00$
Invested Capital
January 1985
34.91$
Final Capital
March 2026
8.99%
Yearly Return
7.85%
Std Deviation
-19.49%
Max Drawdown
18months
Recovery Period

1.00$
Invested Capital
January 1985
11.24$
Final Capital
March 2026
6.04%
Yearly Return
7.85%
Std Deviation
-22.26%
Max Drawdown
43months
Recovery Period

As of March 2026, in the previous 30 Years, the Merrill Lynch Edge Select Moderately Conservative Portfolio obtained a 6.53% compound annual return, with a 6.90% standard deviation. It suffered a maximum drawdown of -20.48% that required 25 months to be recovered.

As of March 2026, in the previous 30 Years, the Aim Ways Gold Pivot Ptf Portfolio obtained a 8.62% compound annual return, with a 8.41% standard deviation. It suffered a maximum drawdown of -19.49% that required 18 months to be recovered.

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Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.

Resources & Extras

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Merrill Lynch Edge Select Moderately Conservative Portfolio

Weight (%)	Ticker	Name
14.00	VUG	Vanguard Growth
9.00	VTV	Vanguard Value
9.00	VEU	Vanguard FTSE All-World ex-US
3.00	EEM	iShares MSCI Emerging Markets
1.00	IJS	iShares S&P Small-Cap 600 Value
1.00	IJT	iShares S&P Small-Cap 600 Growth
17.00	IEI	iShares 3-7 Year Treasury Bond
15.00	MBB	iShares MBS
15.00	LQD	iShares Investment Grade Corporate Bond
9.00	BNDX	Vanguard Total International Bond
5.00	HYG	iShares iBoxx $ High Yield Corporate Bond
2.00	BIL	SPDR Blmbg Barclays 1-3 Mth T-Bill

Aim Ways Gold Pivot Ptf Portfolio

Weight (%)	Ticker	Name
16.00	QQQ	Invesco QQQ Trust
6.00	USMV	iShares Edge MSCI Min Vol USA
31.00	BNDX	Vanguard Total International Bond
13.00	HYG	iShares iBoxx $ High Yield Corporate Bond
34.00	GLD	SPDR Gold Trust

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Portfolio Returns as of Mar 31, 2026

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

30 Years
(1996/04 - 2026/03)

All Data
(1985/01 - 2026/03)

Inflation Adjusted:

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Edge Select Moderately Conservative Merrill Lynch	1 $	6.67 $	566.87%	6.53%
Gold Pivot Ptf Aim Ways	1 $	11.96 $	1 095.54%	8.62%
	Apr 1996	Mar 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Edge Select Moderately Conservative Merrill Lynch	1 $	3.17 $	216.60%	3.92%
Gold Pivot Ptf Aim Ways	1 $	5.68 $	467.58%	5.96%
	Apr 1996	Mar 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Edge Select Moderately Conservative Merrill Lynch	1 $	26.78 $	2 578.04%	8.30%
Gold Pivot Ptf Aim Ways	1 $	34.91 $	3 391.19%	8.99%
	Jan 1985	Mar 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Edge Select Moderately Conservative Merrill Lynch	1 $	8.63 $	762.58%	5.36%
Gold Pivot Ptf Aim Ways	1 $	11.24 $	1 024.49%	6.04%
	Jan 1985	Mar 2026

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		Return (%) as of Mar 31, 2026
		YTD (3M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~41Y)
	Edge Select Moderately Conservative Merrill Lynch	-0.78	-3.34	0.95	10.79	4.38	6.15	6.53	8.30
	Gold Pivot Ptf Aim Ways	1.82	-5.96	7.22	22.81	11.21	10.02	8.62	8.99
Returns over 1 year are annualized.

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Portfolio Metrics as of Mar 31, 2026

The following metrics, updated as of 31 March 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON

Period: 1 April 2025 - 31 March 2026 (1 year)

Period: 1 April 2021 - 31 March 2026 (5 years)

Period: 1 April 2016 - 31 March 2026 (10 years)

Period: 1 April 1996 - 31 March 2026 (30 years)

Period: 1 January 1985 - 31 March 2026 (~41 years)

1 Year

5 Years

10 Years

30 Years

All (1985/01 - 2026/03)

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	Edge Select Moderately Conservative	Gold Pivot Ptf
Author	Merrill Lynch	Aim Ways
ASSET ALLOCATION
Stocks	37%	22%
Fixed Income	63%	44%
Commodities	0%	34%
PERFORMANCES
Annualized Return (%)	10.79	22.81
Infl. Adjusted (%)	8.14	19.87
DRAWDOWN
Deepest Drawdown Depth (%)	-3.34	-5.96
Start to Recovery (months)	1*	1*
Longest Drawdown Depth (%)	-3.34	-5.96
Start to Recovery (months)	1*	1*
Longest Negative Period (months)	5*	2*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	5.11	9.63
Sharpe Ratio	1.33	1.95
Sortino Ratio	1.57	2.35
Ulcer Index	0.93	1.65
Ratio: Return / Standard Deviation	2.11	2.37
Ratio: Return / Deepest Drawdown	3.23	3.83
Metrics calculated over the period 1 April 2025 - 31 March 2026

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	Edge Select Moderately Conservative	Gold Pivot Ptf
Author	Merrill Lynch	Aim Ways
ASSET ALLOCATION
Stocks	37%	22%
Fixed Income	63%	44%
Commodities	0%	34%
PERFORMANCES
Annualized Return (%)	4.38	11.21
Infl. Adjusted (%)	0.04	6.58
DRAWDOWN
Deepest Drawdown Depth (%)	-18.53	-15.46
Start to Recovery (months)	30	23
Longest Drawdown Depth (%)	-18.53	-15.46
Start to Recovery (months)	30	23
Longest Negative Period (months)	35	29
RISK INDICATORS
Standard Deviation (%)	8.80	8.94
Sharpe Ratio	0.13	0.89
Sortino Ratio	0.17	1.16
Ulcer Index	6.98	4.81
Ratio: Return / Standard Deviation	0.50	1.25
Ratio: Return / Deepest Drawdown	0.24	0.72
Metrics calculated over the period 1 April 2021 - 31 March 2026

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	Edge Select Moderately Conservative	Gold Pivot Ptf
Author	Merrill Lynch	Aim Ways
ASSET ALLOCATION
Stocks	37%	22%
Fixed Income	63%	44%
Commodities	0%	34%
PERFORMANCES
Annualized Return (%)	6.15	10.02
Infl. Adjusted (%)	2.82	6.57
DRAWDOWN
Deepest Drawdown Depth (%)	-18.53	-15.46
Start to Recovery (months)	30	23
Longest Drawdown Depth (%)	-18.53	-15.46
Start to Recovery (months)	30	23
Longest Negative Period (months)	39	33
RISK INDICATORS
Standard Deviation (%)	7.59	8.19
Sharpe Ratio	0.53	0.96
Sortino Ratio	0.70	1.33
Ulcer Index	5.09	3.66
Ratio: Return / Standard Deviation	0.81	1.22
Ratio: Return / Deepest Drawdown	0.33	0.65
Metrics calculated over the period 1 April 2016 - 31 March 2026

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	Edge Select Moderately Conservative	Gold Pivot Ptf
Author	Merrill Lynch	Aim Ways
ASSET ALLOCATION
Stocks	37%	22%
Fixed Income	63%	44%
Commodities	0%	34%
PERFORMANCES
Annualized Return (%)	6.53	8.62
Infl. Adjusted (%)	3.92	5.96
DRAWDOWN
Deepest Drawdown Depth (%)	-20.48	-19.49
Start to Recovery (months)	25	18
Longest Drawdown Depth (%)	-18.53	-12.99
Start to Recovery (months)	30	39
Longest Negative Period (months)	50	39
RISK INDICATORS
Standard Deviation (%)	6.90	8.41
Sharpe Ratio	0.62	0.76
Sortino Ratio	0.82	1.05
Ulcer Index	4.13	4.23
Ratio: Return / Standard Deviation	0.95	1.03
Ratio: Return / Deepest Drawdown	0.32	0.44
Metrics calculated over the period 1 April 1996 - 31 March 2026

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	Edge Select Moderately Conservative	Gold Pivot Ptf
Author	Merrill Lynch	Aim Ways
ASSET ALLOCATION
Stocks	37%	22%
Fixed Income	63%	44%
Commodities	0%	34%
PERFORMANCES
Annualized Return (%)	8.30	8.99
Infl. Adjusted (%)	5.36	6.04
DRAWDOWN
Deepest Drawdown Depth (%)	-20.48	-19.49
Start to Recovery (months)	25	18
Longest Drawdown Depth (%)	-18.53	-12.99
Start to Recovery (months)	30	39
Longest Negative Period (months)	50	39
RISK INDICATORS
Standard Deviation (%)	7.07	7.85
Sharpe Ratio	0.72	0.74
Sortino Ratio	0.97	1.03
Ulcer Index	3.72	3.76
Ratio: Return / Standard Deviation	1.17	1.15
Ratio: Return / Deepest Drawdown	0.41	0.46
Metrics calculated over the period 1 January 1985 - 31 March 2026

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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.

DRAWDOWN COMPARISON

Period: 1 April 1996 - 31 March 2026 (30 years)

Period: 1 January 1985 - 31 March 2026 (~41 years)

30 Years
(1996/04 - 2026/03)

Chart Table

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Edge Select Moderately Conservative			Gold Pivot Ptf
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-20.48	25	Nov 2007 Nov 2009
			-19.49	18	Mar 2008 Aug 2009
-18.53	30	Jan 2022 Jun 2024
			-15.46	23	Jan 2022 Nov 2023
			-12.99	39	Mar 2000 May 2003
			-9.18	17	Oct 2012 Feb 2014
-7.78	5	Feb 2020 Jun 2020
-6.14	27	Feb 2001 Apr 2003
			-6.06	5	May 1998 Sep 1998
			-5.96	1*	Mar 2026 In progress
-5.80	8	Jun 2011 Jan 2012
			-5.71	5	Sep 2011 Jan 2012
			-5.62	6	Oct 1997 Mar 1998
			-5.61	3	Feb 2020 Apr 2020
			-5.55	14	Feb 2015 Mar 2016

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Edge Select Moderately Conservative			Gold Pivot Ptf
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-20.48	25	Nov 2007 Nov 2009
			-19.49	18	Mar 2008 Aug 2009
-18.53	30	Jan 2022 Jun 2024
			-15.46	23	Jan 2022 Nov 2023
			-12.99	39	Mar 2000 May 2003
-10.69	13	Sep 1987 Sep 1988
			-9.18	17	Oct 2012 Feb 2014
-7.78	5	Feb 2020 Jun 2020
-7.56	6	Aug 1990 Jan 1991
			-7.14	15	Dec 1989 Feb 1991
			-6.76	21	Sep 1987 May 1989
-6.14	27	Feb 2001 Apr 2003
			-6.06	5	May 1998 Sep 1998
			-5.96	1*	Mar 2026 In progress
-5.80	8	Jun 2011 Jan 2012

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison

Annualized Rolling Returns Chart

Rolling Returns Chart - Inflation Adjusted

Time Period: 1 January 1985 - 31 March 2026 (~41 years)

Rolling Period:

Edge Select Moderately Conservative
Gold Pivot Ptf

Head To Head (Ptf 1 vs Ptf 2):

US Inflation Adjusted:

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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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	Edge Select Moderately Conservative		Gold Pivot Ptf
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2026	-0.78	-3.34	1.82	-5.96
2025	12.53	-1.54	27.44	0.00
2024	8.33	-2.70	16.24	-1.11
2023	13.70	-6.23	17.87	-4.11
2022	-14.91	-18.53	-11.42	-15.46
2021	6.44	-2.24	4.01	-4.11
2020	11.65	-7.78	18.54	-5.61
2019	16.41	-1.82	18.24	-1.03
2018	-2.89	-4.75	0.01	-2.56
2017	11.44	0.00	12.25	-1.32
2016	6.14	-1.87	7.68	-5.47
2015	-0.48	-4.33	-2.07	-5.55
2014	6.29	-1.64	6.26	-2.55
2013	8.82	-3.06	-1.77	-8.02
2012	9.99	-2.86	10.26	-3.78
2011	3.41	-5.80	8.11	-5.71
2010	10.48	-3.50	18.24	-1.29
2009	17.30	-8.37	26.47	-2.40
2008	-11.92	-16.14	-9.56	-19.49
2007	6.98	-1.47	15.46	-1.98
2006	9.60	-1.69	11.68	-3.60
2005	5.47	-1.53	8.58	-2.17
2004	8.54	-2.54	7.13	-3.73
2003	16.19	-1.02	19.35	-2.07
2002	-0.79	-4.95	4.89	-6.10
2001	0.35	-5.56	-1.82	-7.75
2000	2.03	-3.51	-4.73	-8.07
1999	9.63	-2.17	17.47	-3.69
1998	13.94	-5.01	20.77	-6.06
1997	12.19	-3.09	-2.12	-5.62
1996	9.06	-1.42	8.83	-1.21
1995	21.86	0.00	18.41	-0.12
1994	-1.15	-5.18	-2.97	-5.11
1993	15.17	-1.67	15.87	-1.82
1992	6.09	-2.25	5.39	-3.33
1991	24.65	-2.13	19.63	-1.36
1990	1.69	-7.56	-1.37	-6.49
1989	19.80	-0.51	9.05	-0.91
1988	12.42	-1.76	2.41	-2.76
1987	3.90	-10.69	11.67	-6.76
1986	19.56	-3.61	15.85	-0.90
1985	27.56	-0.71	20.28	-2.71

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Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Mar 31, 2026

Portfolio Metrics as of Mar 31, 2026

Drawdowns

Rolling Returns

Yearly Returns