Developed World ex-US 40/60 Momentum vs Merrill Lynch Edge Select Moderately Conservative Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.47% compound annual return, with a 6.79% standard deviation, in the last 10 Years.

The Merrill Lynch Edge Select Moderately Conservative Portfolio obtained a 4.92% compound annual return, with a 7.47% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Merrill Lynch Edge Select Moderately Conservative Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 37%
Fixed Income 60% 63%
Commodities 0% 0%
10 Years Stats Return +3.47% +4.92%
Std Dev 6.79% 7.47%
Max Drawdown -19.40% -18.53%
All time Stats
(Since Aug 2009)
Return +5.07% +6.18%
Std Dev 6.96% 7.05%
Max Drawdown -19.40% -18.53%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US 40/60 Momentum Portfolio +1.89 +8.24 +12.20 +3.85 +3.47 +5.07
Merrill Lynch Edge Select Moderately Conservative Portfolio +0.97 +6.31 +12.49 +5.11 +4.92 +6.18
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.41$, with a total return of 40.59% (3.47% annualized).

Merrill Lynch Edge Select Moderately Conservative Portfolio: an investment of 1$, since March 2014, now would be worth 1.62$, with a total return of 61.65% (4.92% annualized).

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.06$, with a total return of 105.72% (5.07% annualized).

Merrill Lynch Edge Select Moderately Conservative Portfolio: an investment of 1$, since August 2009, now would be worth 2.40$, with a total return of 139.87% (6.18% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 Momentum Portfolio
Merrill Lynch Edge Select Moderately Conservative Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-18.53% Jan 2022 Sep 2022 (9) In progress (26) 10.42
-7.78% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.56
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-4.75% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.52
-4.35% May 2015 Jan 2016 (9) May 2016 (13) 2.47
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-2.69% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.76
-2.24% Sep 2021 Sep 2021 (1) Dec 2021 (4) 1.10
-2.08% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.22
-1.87% Oct 2016 Nov 2016 (2) Jan 2017 (4) 1.10
-1.82% May 2019 May 2019 (1) Jun 2019 (2) 1.05
-1.64% Sep 2014 Sep 2014 (1) Nov 2014 (3) 0.83
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-0.81% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.47
-0.78% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.45

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum Portfolio
Merrill Lynch Edge Select Moderately Conservative Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-18.53% Jan 2022 Sep 2022 (9) In progress (26) 10.42
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-7.78% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.56
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.80% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.34
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.17% May 2013 Jun 2013 (2) Oct 2013 (6) 3.27
-4.75% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.52
-4.35% May 2015 Jan 2016 (9) May 2016 (13) 2.47
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-3.50% May 2010 Jun 2010 (2) Jul 2010 (3) 2.37
-3.06% May 2013 Jun 2013 (2) Sep 2013 (5) 1.63
-2.86% May 2012 May 2012 (1) Jul 2012 (3) 1.50
-2.69% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.76
-2.24% Sep 2021 Sep 2021 (1) Dec 2021 (4) 1.10
-2.08% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.22
-2.00% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.16

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
+2.78%
0.00%
+0.89%
-0.08%
2023
+10.84%
-4.47%
+13.70%
-6.23%
2022
-14.37%
-19.07%
-14.91%
-18.53%
2021
+1.27%
-2.17%
+6.44%
-2.24%
2020
+11.65%
-7.72%
+11.65%
-7.78%
2019
+14.52%
-0.27%
+16.41%
-1.82%
2018
-4.03%
-6.00%
-2.89%
-4.75%
2017
+11.62%
-0.20%
+11.44%
0.00%
2016
+2.96%
-4.27%
+6.14%
-1.87%
2015
+0.07%
-5.38%
-0.48%
-4.33%
2014
+1.57%
-1.52%
+6.29%
-1.64%
2013
+8.39%
-5.17%
+8.82%
-3.06%
2012
+12.90%
-3.09%
+9.99%
-2.86%
2011
-0.59%
-8.94%
+3.41%
-5.80%
2010
+10.77%
-4.04%
+10.48%
-3.50%