Merrill Lynch Edge Select Moderately Conservative vs Simplified Permanent Portfolio Comparison

Last Update: 29 February 2024

The Merrill Lynch Edge Select Moderately Conservative Portfolio obtained a 6.56% compound annual return, with a 6.85% standard deviation, in the last 30 Years.

The Simplified Permanent Portfolio obtained a 6.85% compound annual return, with a 6.88% standard deviation, in the last 30 Years.

Summary

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Merrill Lynch Edge Select Moderately Conservative Portfolio Simplified Permanent Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 37% 25%
Fixed Income 63% 50%
Commodities 0% 25%
30 Years Stats Return +6.56% +6.85%
Std Dev 6.85% 6.88%
Max Drawdown -20.48% -16.43%
All time Stats
(Since Jan 1985)
Return +8.25% +7.77%
Std Dev 7.13% 6.79%
Max Drawdown -20.48% -16.43%
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
Merrill Lynch Edge Select Moderately Conservative Portfolio +0.97 +6.31 +12.49 +5.11 +4.92 +6.56 +8.25
Simplified Permanent Portfolio +0.41 +5.26 +10.59 +5.74 +4.68 +6.85 +7.77
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Merrill Lynch Edge Select Moderately Conservative Portfolio: an investment of 1$, since March 1994, now would be worth 6.73$, with a total return of 572.74% (6.56% annualized).

Simplified Permanent Portfolio: an investment of 1$, since March 1994, now would be worth 7.30$, with a total return of 630.07% (6.85% annualized).

Merrill Lynch Edge Select Moderately Conservative Portfolio: an investment of 1$, since January 1985, now would be worth 22.34$, with a total return of 2133.83% (8.25% annualized).

Simplified Permanent Portfolio: an investment of 1$, since January 1985, now would be worth 18.75$, with a total return of 1775.00% (7.77% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Merrill Lynch Edge Select Moderately Conservative Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-20.48% Nov 2007 Feb 2009 (16) Nov 2009 (25) 9.59
-18.53% Jan 2022 Sep 2022 (9) In progress (26) 10.42
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-7.78% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.56
-6.69% Apr 2013 Jun 2013 (3) Feb 2014 (11) 3.22
-6.23% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.09
-6.14% Feb 2001 Sep 2002 (20) Apr 2003 (27) 3.29
-5.80% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.34
-5.27% Feb 2015 Dec 2015 (11) Mar 2016 (14) 3.18
-5.09% Feb 1999 Aug 1999 (7) Oct 1999 (9) 3.00
-5.01% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.36
-4.79% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.04
-4.75% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.52
-4.63% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.40
-4.35% May 2015 Jan 2016 (9) May 2016 (13) 2.47
-3.97% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.72
-3.81% Jan 2021 Mar 2021 (3) May 2021 (5) 2.20
-3.73% Dec 1996 Mar 1997 (4) May 1997 (6) 1.90
-3.69% Sep 2011 Sep 2011 (1) Nov 2011 (3) 1.87

Drawdown comparison chart since January 1985.

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Merrill Lynch Edge Select Moderately Conservative Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-20.48% Nov 2007 Feb 2009 (16) Nov 2009 (25) 9.59
-18.53% Jan 2022 Sep 2022 (9) In progress (26) 10.42
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-10.69% Sep 1987 Nov 1987 (3) Sep 1988 (13) 4.76
-7.78% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.56
-7.56% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.14
-6.69% Apr 2013 Jun 2013 (3) Feb 2014 (11) 3.22
-6.23% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.09
-6.14% Feb 2001 Sep 2002 (20) Apr 2003 (27) 3.29
-5.83% Aug 1987 Nov 1987 (4) Oct 1988 (15) 2.68
-5.80% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.34
-5.67% Feb 1994 Jun 1994 (5) Mar 1995 (14) 4.01
-5.66% Jan 1990 Apr 1990 (4) Dec 1990 (12) 2.70
-5.27% Feb 2015 Dec 2015 (11) Mar 2016 (14) 3.18
-5.18% Feb 1994 Mar 1994 (2) Mar 1995 (14) 3.41
-5.15% Jan 1990 Apr 1990 (4) May 1990 (5) 3.28
-5.09% Feb 1999 Aug 1999 (7) Oct 1999 (9) 3.00
-5.01% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.36
-4.79% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.04

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
+0.89%
-0.08%
+0.37%
-0.04%
2023
+13.70%
-6.23%
+11.51%
-5.16%
2022
-14.91%
-18.53%
-12.67%
-16.43%
2021
+6.44%
-2.24%
+3.72%
-3.81%
2020
+11.65%
-7.78%
+16.46%
-3.11%
2019
+16.41%
-1.82%
+16.15%
-0.99%
2018
-2.89%
-4.75%
-1.29%
-3.68%
2017
+11.44%
0.00%
+9.78%
-0.96%
2016
+6.14%
-1.87%
+5.72%
-6.23%
2015
-0.48%
-4.33%
-1.82%
-5.27%
2014
+6.29%
-1.64%
+7.12%
-2.59%
2013
+8.82%
-3.06%
-1.76%
-6.69%
2012
+9.99%
-2.86%
+7.59%
-1.89%
2011
+3.41%
-5.80%
+10.45%
-3.69%
2010
+10.48%
-3.50%
+16.36%
-0.02%
2009
+17.30%
-8.37%
+9.94%
-4.96%
2008
-11.92%
-16.14%
+0.94%
-13.28%
2007
+6.98%
-1.47%
+14.14%
-1.50%
2006
+9.60%
-1.69%
+10.82%
-2.47%
2005
+5.47%
-1.53%
+7.34%
-1.60%
2004
+8.54%
-2.54%
+6.42%
-4.79%
2003
+16.19%
-1.02%
+15.31%
-2.22%
2002
-0.79%
-4.95%
+9.00%
-2.60%
2001
+0.35%
-5.56%
+0.15%
-3.21%
2000
+2.03%
-3.51%
+4.63%
-2.98%
1999
+9.63%
-2.17%
+2.25%
-5.09%
1998
+13.94%
-5.01%
+12.93%
-4.63%
1997
+12.19%
-3.09%
+8.38%
-2.87%
1996
+9.06%
-1.42%
+4.09%
-3.64%
1995
+21.86%
0.00%
+21.97%
0.00%
1994
-1.15%
-5.18%
-4.18%
-5.67%
1993
+15.17%
-1.67%
+13.56%
-1.61%
1992
+6.09%
-2.25%
+4.46%
-3.11%
1991
+24.65%
-2.13%
+15.41%
-1.06%
1990
+1.69%
-7.56%
+1.55%
-5.66%
1989
+19.80%
-0.51%
+15.24%
-1.52%
1988
+12.42%
-1.76%
+3.97%
-2.03%
1987
+3.90%
-10.69%
+5.46%
-5.83%
1986
+19.56%
-3.61%
+19.06%
-1.00%
1985
+27.56%
-0.71%
+24.24%
-2.66%