Data Source: from January 1985 to December 2023 (~39 years)
Consolidated Returns as of 31 December 2023
Live Update: Jan 03 2024, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.76%
1 Day
Jan 03 2024, 04:00PM Eastern Time
1.56%
Current Month
January 2024
The Merrill Lynch Edge Select Aggressive Portfolio is a Very High Risk portfolio and can be implemented with 12 ETFs.
It's exposed for 84% on the Stock Market.
In the last 30 Years, the Merrill Lynch Edge Select Aggressive Portfolio obtained a 8.31% compound annual return, with a 13.28% standard deviation.
Table of contents
Asset Allocation and ETFs
The Merrill Lynch Edge Select Aggressive Portfolio has the following asset allocation:
84% Stocks
16% Fixed Income
0% Commodities
The Merrill Lynch Edge Select Aggressive Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 29.00 | VUG | USD | Vanguard Growth | Equity, U.S., Large Cap, Growth |
| 21.00 | VEU | USD | Vanguard FTSE All-World ex-US | Equity, Global ex-US, Large Cap |
| 19.00 | VTV | USD | Vanguard Value | Equity, U.S., Large Cap, Value |
| 9.00 | EEM | USD | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap |
| 3.00 | IJS | USD | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value |
| 3.00 | IJT | USD | iShares S&P Small-Cap 600 Growth | Equity, U.S., Small Cap, Growth |
| 5.00 | IEI | USD | iShares 3-7 Year Treasury Bond | Bond, U.S., Intermediate-Term |
| 4.00 | LQD | USD | iShares Investment Grade Corporate Bond | Bond, U.S., All-Term |
| 3.00 | MBB | USD | iShares MBS | Bond, U.S., Long-Term |
| 2.00 | BIL | USD | SPDR Blmbg Barclays 1-3 Mth T-Bill | Bond, U.S., Ultra Short-Term |
| 1.00 | BNDX | USD | Vanguard Total International Bond | Bond, Developed Markets, All-Term |
| 1.00 | HYG | USD | iShares iBoxx $ High Yield Corporate Bond | Bond, U.S., Intermediate-Term |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Portfolio and ETF Returns as of Dec 31, 2023
The Merrill Lynch Edge Select Aggressive Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
- the actual US Inflation rates.
January 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
MERRILL LYNCH EDGE SELECT AGGRESSIVE PORTFOLIO
Consolidated returns as of 31 December 2023
Live Update: Jan 03 2024, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Dec 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Jan 2024 | 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX (~39Y) | |||
| Merrill Lynch Edge Select Aggressive Portfolio | -0.76 | -1.56 | 4.79 | 7.10 | 21.48 | 11.10 | 8.13 | 8.31 | 10.42 | |||
| US Inflation Adjusted return | 4.79 | 6.42 | 17.42 | 6.73 | 5.19 | 5.65 | 7.43 | |||||
| Components | ||||||||||||
VUG | USD | Vanguard Growth | -1.01 | 04:00PM, Jan 03 2024 | -2.70 | 4.32 | 10.23 | 46.83 | 19.15 | 13.97 | 10.99 | 12.31 |
VEU | USD | Vanguard FTSE All-World ex-US | -0.63 | 04:00PM, Jan 03 2024 | -1.75 | 4.90 | 5.35 | 15.86 | 7.47 | 4.10 | 5.09 | 7.75 |
VTV | USD | Vanguard Value | -0.62 | 04:00PM, Jan 03 2024 | -0.01 | 5.08 | 6.62 | 9.33 | 11.72 | 9.73 | 9.24 | 10.83 |
EEM | USD | iShares MSCI Emerging Markets | -0.55 | 04:00PM, Jan 03 2024 | -1.72 | 3.60 | 3.60 | 8.99 | 2.91 | 1.82 | 4.17 | 8.71 |
IJS | USD | iShares S&P Small-Cap 600 Value | -3.12 | 04:00PM, Jan 03 2024 | -3.40 | 13.35 | 9.28 | 14.69 | 11.08 | 7.99 | 10.39 | 11.93 |
IJT | USD | iShares S&P Small-Cap 600 Growth | -2.41 | 04:00PM, Jan 03 2024 | -3.11 | 12.17 | 9.53 | 17.12 | 10.22 | 8.79 | 9.47 | 10.07 |
IEI | USD | iShares 3-7 Year Treasury Bond | 0.14 | 04:00PM, Jan 03 2024 | -0.15 | 2.31 | 3.20 | 4.26 | 0.78 | 1.25 | 4.16 | 5.77 |
LQD | USD | iShares Investment Grade Corporate Bond | -0.23 | 04:00PM, Jan 03 2024 | -0.90 | 4.87 | 4.93 | 9.40 | 2.80 | 2.98 | 5.17 | 6.76 |
MBB | USD | iShares MBS | 0.13 | 04:00PM, Jan 03 2024 | -0.46 | 4.18 | 3.03 | 4.75 | 0.14 | 1.26 | 3.95 | 5.30 |
BIL | USD | SPDR Blmbg Barclays 1-3 Mth T-Bill | 0.03 | 04:00PM, Jan 03 2024 | 0.04 | 0.43 | 2.64 | 4.94 | 1.72 | 1.09 | 2.25 | 3.10 |
BNDX | USD | Vanguard Total International Bond | 0.31 | 04:00PM, Jan 03 2024 | -0.08 | 3.22 | 4.83 | 8.79 | 0.92 | 2.41 | 4.71 | 6.64 |
HYG | USD | iShares iBoxx $ High Yield Corporate Bond | -0.27 | 04:00PM, Jan 03 2024 | -0.61 | 3.19 | 6.74 | 11.00 | 4.09 | 3.37 | 5.40 | 6.90 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Nov 2023.
Pending updates, the monthly inflation is set at 0% for the subsequent periods.Current inflation (annualized) is 1Y: 3.45% , 5Y: 4.09% , 10Y: 2.80% , 30Y: 2.51%
Live update: World Markets and Indexes
In 2023, the Merrill Lynch Edge Select Aggressive Portfolio granted a 2.46% dividend yield. If you are interested in getting periodic income, please refer to the Merrill Lynch Edge Select Aggressive Portfolio: Dividend Yield page.
Capital Growth as of Dec 31, 2023
An investment of 1$, since January 1994, now would be worth 10.95$, with a total return of 995.40% (8.31% annualized).
The Inflation Adjusted Capital now would be 5.20$, with a net total return of 420.14% (5.65% annualized).
An investment of 1$, since January 1985, now would be worth 47.76$, with a total return of 4676.39% (10.42% annualized).
The Inflation Adjusted Capital now would be 16.38$, with a net total return of 1538.01% (7.43% annualized).
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Portfolio Metrics as of Dec 31, 2023
Metrics of Merrill Lynch Edge Select Aggressive Portfolio, updated as of 31 December 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
- the actual US Inflation rates.
MERRILL LYNCH EDGE SELECT AGGRESSIVE PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 31 December 2023 (~39 years)
Swipe left to see all data
| Metrics as of Dec 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX (~39Y) | |
| Investment Return (%) | 4.79 | 10.89 | 7.10 | 21.48 | 4.91 | 11.10 | 8.13 | 8.18 | 8.31 | 10.42 |
| Infl. Adjusted Return (%) details | 4.79 | 11.15 | 6.42 | 17.42 | -0.69 | 6.73 | 5.19 | 5.46 | 5.65 | 7.43 |
| US Inflation (%) | 0.00 | -0.24 | 0.64 | 3.45 | 5.64 | 4.09 | 2.80 | 2.59 | 2.51 | 2.78 |
| Pending updates, the monthly inflation after Nov 2023 is set at 0%.Returns / Inflation rates over 1 year are annualized. | ||||||||||
DRAWDOWN Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -8.85 | -23.81 | -23.81 | -23.81 | -45.65 | -45.65 | -45.65 | |||
| Start to Recovery (# months) details | 5 | 24* | 24* | 24* | 41 | 41 | 41 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 15 | 15 | 15 | 25 | 25 | 25 | |||
| End (yyyy mm) | 2023 12 | - | - | - | 2011 03 | 2011 03 | 2011 03 | |||
| Longest Drawdown Depth (%) | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | -33.96 | -33.96 | |||
| Start to Recovery (# months) details | 56 | 56 | ||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 04 | 2000 04 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 30 | 30 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 2002 09 | |||
| Bottom to End (# months) | 2 | 15 | 15 | 15 | 25 | 26 | 26 | |||
| End (yyyy mm) | 2023 12 | - | - | - | 2011 03 | 2004 11 | 2004 11 | |||
| Longest negative period (# months) details | 9 | 32 | 32 | 32 | 63 | 118 | 118 | |||
| Period Start (yyyy mm) | 2023 02 | 2021 03 | 2021 03 | 2021 03 | 2004 01 | 1999 05 | 1999 05 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2009 03 | 2009 02 | 2009 02 | |||
| Annualized Return (%) | -0.50 | -0.23 | -0.23 | -0.23 | -0.10 | -0.21 | -0.21 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -9.43 | -28.49 | -28.49 | -28.49 | -46.48 | -46.48 | -46.48 | |||
| Start to Recovery (# months) details | 5 | 28* | 28* | 28* | 63 | 63 | 63 | |||
| Start (yyyy mm) | 2023 08 | 2021 09 | 2021 09 | 2021 09 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 13 | 13 | 13 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 15 | 15 | 15 | 47 | 47 | 47 | |||
| End (yyyy mm) | 2023 12 | - | - | - | 2013 01 | 2013 01 | 2013 01 | |||
| Longest Drawdown Depth (%) | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | -37.60 | -37.60 | |||
| Start to Recovery (# months) details | 73 | 73 | ||||||||
| Start (yyyy mm) | 2023 08 | 2021 09 | 2021 09 | 2021 09 | 2007 11 | 2000 01 | 2000 01 | |||
| Start to Bottom (# months) | 3 | 13 | 13 | 13 | 16 | 33 | 33 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 2002 09 | |||
| Bottom to End (# months) | 2 | 15 | 15 | 15 | 47 | 40 | 40 | |||
| End (yyyy mm) | 2023 12 | - | - | - | 2013 01 | 2006 01 | 2006 01 | |||
| Longest negative period (# months) details | 9 | 36* | 46 | 57 | 68 | 140 | 140 | |||
| Period Start (yyyy mm) | 2023 02 | 2021 01 | 2020 01 | 2018 01 | 2006 02 | 1997 07 | 1997 07 | |||
| Period End (yyyy mm) | 2023 10 | 2023 12 | 2023 10 | 2022 09 | 2011 09 | 2009 02 | 2009 02 | |||
| Annualized Return (%) | -4.15 | -0.69 | -0.06 | -0.01 | -0.38 | -0.31 | -0.31 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
RISK INDICATORS | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 14.13 | 14.66 | 15.65 | 12.93 | 13.43 | 13.28 | 13.40 | |||
| Sharpe Ratio | 1.17 | 0.19 | 0.60 | 0.54 | 0.51 | 0.46 | 0.48 | |||
| Sortino Ratio | 1.68 | 0.27 | 0.80 | 0.73 | 0.68 | 0.60 | 0.63 | |||
| Ulcer Index | 3.26 | 10.21 | 8.50 | 6.58 | 10.27 | 11.12 | 10.13 | |||
| Ratio: Return / Standard Deviation | 1.52 | 0.34 | 0.71 | 0.63 | 0.61 | 0.63 | 0.78 | |||
| Ratio: Return / Deepest Drawdown | 2.43 | 0.21 | 0.47 | 0.34 | 0.18 | 0.18 | 0.23 | |||
| % Positive Months details | 58% | 61% | 65% | 65% | 64% | 63% | 65% | |||
| Positive Months | 7 | 22 | 39 | 79 | 154 | 229 | 305 | |||
| Negative Months | 5 | 14 | 21 | 41 | 86 | 131 | 163 | |||
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 8.13 | 12.98 | 12.98 | 16.18 | ||||||
| Worst 10 Years Return (%) - Annualized | 5.36 | 0.66 | 0.66 | |||||||
| Best 10 Years Return (%) - Annualized | 5.19 | 11.02 | 11.02 | 12.87 | ||||||
| Worst 10 Years Return (%) - Annualized | 3.51 | -1.87 | -1.87 | |||||||
ROLLING PERIOD RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 52.39 | 23.55 | 19.39 | 12.98 | 9.15 | 8.31 | ||||
| Worst Rolling Return (%) - Annualized | -38.83 | -12.16 | -2.31 | 0.66 | 5.06 | |||||
| % Positive Periods | 77% | 85% | 97% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 49.19 | 20.68 | 16.78 | 11.02 | 6.73 | 5.65 | ||||
| Worst Rolling Return (%) - Annualized | -38.97 | -14.28 | -4.83 | -1.87 | 2.92 | |||||
| % Positive Periods | 71% | 80% | 86% | 96% | 100% | 100% | ||||
| Over all the available data source (Jan 1985 - Dec 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 52.39 | 23.55 | 22.32 | 16.18 | 12.87 | 11.05 | ||||
| Worst Rolling Return (%) - Annualized | -38.83 | -12.16 | -2.31 | 0.66 | 5.06 | 7.89 | ||||
| % Positive Periods | 79% | 89% | 98% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 49.19 | 20.68 | 17.99 | 12.87 | 9.58 | 8.12 | ||||
| Worst Rolling Return (%) - Annualized | -38.97 | -14.28 | -4.83 | -1.87 | 2.92 | 5.24 | ||||
| % Positive Periods | 74% | 84% | 89% | 97% | 100% | 100% | ||||
WITHDRAWAL RATES (WR) | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 34.04 | 27.26 | 13.33 | 8.48 | 7.60 | 11.73 | ||||
| Perpetual WR (%) | 0.00 | 6.30 | 4.94 | 5.17 | 5.35 | 6.92 | ||||
Terms and Definitions
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
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Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 December 2023
Swipe left to see all data
| Asset | VUG | VEU | VTV | EEM | IJS | IJT | IEI | LQD | MBB | BIL | BNDX | HYG |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUG | - | 0.83 | 0.68 | 0.83 | 0.65 | 0.67 | 0.68 | 0.86 | 0.83 | -0.09 | 0.80 | 0.84 |
VEU | 0.83 | - | 0.90 | 0.96 | 0.82 | 0.76 | 0.74 | 0.90 | 0.85 | -0.13 | 0.76 | 0.93 |
VTV | 0.68 | 0.90 | - | 0.82 | 0.86 | 0.83 | 0.54 | 0.78 | 0.73 | 0.18 | 0.62 | 0.85 |
EEM | 0.83 | 0.96 | 0.82 | - | 0.77 | 0.72 | 0.69 | 0.84 | 0.78 | -0.14 | 0.70 | 0.88 |
IJS | 0.65 | 0.82 | 0.86 | 0.77 | - | 0.98 | 0.42 | 0.69 | 0.69 | -0.08 | 0.57 | 0.77 |
IJT | 0.67 | 0.76 | 0.83 | 0.72 | 0.98 | - | 0.39 | 0.66 | 0.68 | 0.00 | 0.59 | 0.73 |
IEI | 0.68 | 0.74 | 0.54 | 0.69 | 0.42 | 0.39 | - | 0.92 | 0.92 | 0.02 | 0.94 | 0.85 |
LQD | 0.86 | 0.90 | 0.78 | 0.84 | 0.69 | 0.66 | 0.92 | - | 0.98 | 0.05 | 0.96 | 0.98 |
MBB | 0.83 | 0.85 | 0.73 | 0.78 | 0.69 | 0.68 | 0.92 | 0.98 | - | 0.03 | 0.97 | 0.94 |
BIL | -0.09 | -0.13 | 0.18 | -0.14 | -0.08 | 0.00 | 0.02 | 0.05 | 0.03 | - | 0.10 | 0.13 |
BNDX | 0.80 | 0.76 | 0.62 | 0.70 | 0.57 | 0.59 | 0.94 | 0.96 | 0.97 | 0.10 | - | 0.90 |
HYG | 0.84 | 0.93 | 0.85 | 0.88 | 0.77 | 0.73 | 0.85 | 0.98 | 0.94 | 0.13 | 0.90 | - |
| Asset | VUG | VEU | VTV | EEM | IJS | IJT | IEI | LQD | MBB | BIL | BNDX | HYG |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUG | - | 0.79 | 0.76 | 0.68 | 0.71 | 0.82 | 0.33 | 0.73 | 0.55 | 0.00 | 0.65 | 0.81 |
VEU | 0.79 | - | 0.89 | 0.92 | 0.85 | 0.86 | 0.27 | 0.73 | 0.54 | -0.02 | 0.54 | 0.84 |
VTV | 0.76 | 0.89 | - | 0.72 | 0.90 | 0.88 | 0.05 | 0.55 | 0.33 | -0.12 | 0.40 | 0.81 |
EEM | 0.68 | 0.92 | 0.72 | - | 0.75 | 0.74 | 0.26 | 0.68 | 0.51 | -0.02 | 0.47 | 0.74 |
IJS | 0.71 | 0.85 | 0.90 | 0.75 | - | 0.95 | 0.01 | 0.52 | 0.33 | -0.14 | 0.39 | 0.78 |
IJT | 0.82 | 0.86 | 0.88 | 0.74 | 0.95 | - | 0.12 | 0.63 | 0.41 | -0.11 | 0.51 | 0.84 |
IEI | 0.33 | 0.27 | 0.05 | 0.26 | 0.01 | 0.12 | - | 0.73 | 0.88 | 0.19 | 0.76 | 0.36 |
LQD | 0.73 | 0.73 | 0.55 | 0.68 | 0.52 | 0.63 | 0.73 | - | 0.84 | 0.09 | 0.89 | 0.81 |
MBB | 0.55 | 0.54 | 0.33 | 0.51 | 0.33 | 0.41 | 0.88 | 0.84 | - | 0.14 | 0.81 | 0.58 |
BIL | 0.00 | -0.02 | -0.12 | -0.02 | -0.14 | -0.11 | 0.19 | 0.09 | 0.14 | - | 0.16 | 0.01 |
BNDX | 0.65 | 0.54 | 0.40 | 0.47 | 0.39 | 0.51 | 0.76 | 0.89 | 0.81 | 0.16 | - | 0.72 |
HYG | 0.81 | 0.84 | 0.81 | 0.74 | 0.78 | 0.84 | 0.36 | 0.81 | 0.58 | 0.01 | 0.72 | - |
| Asset | VUG | VEU | VTV | EEM | IJS | IJT | IEI | LQD | MBB | BIL | BNDX | HYG |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUG | - | 0.80 | 0.79 | 0.66 | 0.70 | 0.79 | 0.18 | 0.62 | 0.43 | 0.02 | 0.49 | 0.77 |
VEU | 0.80 | - | 0.85 | 0.91 | 0.76 | 0.76 | 0.13 | 0.62 | 0.40 | 0.00 | 0.38 | 0.80 |
VTV | 0.79 | 0.85 | - | 0.68 | 0.88 | 0.85 | -0.09 | 0.44 | 0.21 | -0.09 | 0.28 | 0.76 |
EEM | 0.66 | 0.91 | 0.68 | - | 0.64 | 0.61 | 0.15 | 0.58 | 0.37 | -0.01 | 0.33 | 0.68 |
IJS | 0.70 | 0.76 | 0.88 | 0.64 | - | 0.95 | -0.10 | 0.42 | 0.21 | -0.11 | 0.27 | 0.74 |
IJT | 0.79 | 0.76 | 0.85 | 0.61 | 0.95 | - | -0.01 | 0.48 | 0.27 | -0.08 | 0.35 | 0.76 |
IEI | 0.18 | 0.13 | -0.09 | 0.15 | -0.10 | -0.01 | - | 0.71 | 0.86 | 0.13 | 0.74 | 0.27 |
LQD | 0.62 | 0.62 | 0.44 | 0.58 | 0.42 | 0.48 | 0.71 | - | 0.82 | 0.06 | 0.86 | 0.74 |
MBB | 0.43 | 0.40 | 0.21 | 0.37 | 0.21 | 0.27 | 0.86 | 0.82 | - | 0.09 | 0.79 | 0.50 |
BIL | 0.02 | 0.00 | -0.09 | -0.01 | -0.11 | -0.08 | 0.13 | 0.06 | 0.09 | - | 0.08 | 0.01 |
BNDX | 0.49 | 0.38 | 0.28 | 0.33 | 0.27 | 0.35 | 0.74 | 0.86 | 0.79 | 0.08 | - | 0.60 |
HYG | 0.77 | 0.80 | 0.76 | 0.68 | 0.74 | 0.76 | 0.27 | 0.74 | 0.50 | 0.01 | 0.60 | - |
| Asset | VUG | VEU | VTV | EEM | IJS | IJT | IEI | LQD | MBB | BIL | BNDX | HYG |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUG | - | 0.78 | 0.82 | 0.69 | 0.73 | 0.78 | -0.07 | 0.34 | 0.18 | -0.01 | 0.17 | 0.64 |
VEU | 0.78 | - | 0.82 | 0.87 | 0.74 | 0.73 | -0.12 | 0.35 | 0.13 | -0.04 | 0.17 | 0.69 |
VTV | 0.82 | 0.82 | - | 0.72 | 0.85 | 0.76 | -0.14 | 0.29 | 0.10 | -0.01 | 0.12 | 0.66 |
EEM | 0.69 | 0.87 | 0.72 | - | 0.68 | 0.68 | -0.10 | 0.30 | 0.12 | -0.04 | 0.15 | 0.61 |
IJS | 0.73 | 0.74 | 0.85 | 0.68 | - | 0.90 | -0.17 | 0.26 | 0.08 | -0.03 | 0.12 | 0.67 |
IJT | 0.78 | 0.73 | 0.76 | 0.68 | 0.90 | - | -0.18 | 0.23 | 0.07 | -0.05 | 0.13 | 0.63 |
IEI | -0.07 | -0.12 | -0.14 | -0.10 | -0.17 | -0.18 | - | 0.64 | 0.79 | 0.18 | 0.57 | 0.06 |
LQD | 0.34 | 0.35 | 0.29 | 0.30 | 0.26 | 0.23 | 0.64 | - | 0.71 | 0.01 | 0.69 | 0.63 |
MBB | 0.18 | 0.13 | 0.10 | 0.12 | 0.08 | 0.07 | 0.79 | 0.71 | - | 0.18 | 0.56 | 0.29 |
BIL | -0.01 | -0.04 | -0.01 | -0.04 | -0.03 | -0.05 | 0.18 | 0.01 | 0.18 | - | 0.06 | -0.03 |
BNDX | 0.17 | 0.17 | 0.12 | 0.15 | 0.12 | 0.13 | 0.57 | 0.69 | 0.56 | 0.06 | - | 0.39 |
HYG | 0.64 | 0.69 | 0.66 | 0.61 | 0.67 | 0.63 | 0.06 | 0.63 | 0.29 | -0.03 | 0.39 | - |
| Asset | VUG | VEU | VTV | EEM | IJS | IJT | IEI | LQD | MBB | BIL | BNDX | HYG |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUG | - | 0.67 | 0.84 | 0.66 | 0.75 | 0.81 | 0.03 | 0.34 | 0.21 | 0.03 | 0.22 | 0.61 |
VEU | 0.67 | - | 0.71 | 0.70 | 0.65 | 0.63 | -0.01 | 0.32 | 0.15 | 0.03 | 0.21 | 0.61 |
VTV | 0.84 | 0.71 | - | 0.68 | 0.86 | 0.78 | -0.02 | 0.30 | 0.15 | 0.02 | 0.18 | 0.64 |
EEM | 0.66 | 0.70 | 0.68 | - | 0.64 | 0.64 | 0.03 | 0.28 | 0.16 | 0.03 | 0.20 | 0.55 |
IJS | 0.75 | 0.65 | 0.86 | 0.64 | - | 0.91 | -0.10 | 0.24 | 0.10 | -0.02 | 0.15 | 0.67 |
IJT | 0.81 | 0.63 | 0.78 | 0.64 | 0.91 | - | -0.10 | 0.22 | 0.08 | -0.03 | 0.15 | 0.61 |
IEI | 0.03 | -0.01 | -0.02 | 0.03 | -0.10 | -0.10 | - | 0.73 | 0.81 | 0.23 | 0.67 | 0.14 |
LQD | 0.34 | 0.32 | 0.30 | 0.28 | 0.24 | 0.22 | 0.73 | - | 0.75 | 0.09 | 0.75 | 0.59 |
MBB | 0.21 | 0.15 | 0.15 | 0.16 | 0.10 | 0.08 | 0.81 | 0.75 | - | 0.25 | 0.63 | 0.32 |
BIL | 0.03 | 0.03 | 0.02 | 0.03 | -0.02 | -0.03 | 0.23 | 0.09 | 0.25 | - | 0.15 | 0.01 |
BNDX | 0.22 | 0.21 | 0.18 | 0.20 | 0.15 | 0.15 | 0.67 | 0.75 | 0.63 | 0.15 | - | 0.40 |
HYG | 0.61 | 0.61 | 0.64 | 0.55 | 0.67 | 0.61 | 0.14 | 0.59 | 0.32 | 0.01 | 0.40 | - |
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
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.
MERRILL LYNCH EDGE SELECT AGGRESSIVE PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 January 1994 - 31 December 2023 (30 Years)
Data Source: 1 January 1985 - 31 December 2023 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -45.65% | Nov 2007 | Feb 2009 | 16 | Mar 2011 | 25 | 41 | 21.44 |
| -33.96% | Apr 2000 | Sep 2002 | 30 | Nov 2004 | 26 | 56 | 18.03 |
| -23.81% | Jan 2022 | Sep 2022 | 9 | in progress | 15 | 24 | 12.39 |
| -17.64% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 | 7.92 |
| -16.85% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 | 7.50 |
| -13.97% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 | 6.38 |
| -11.27% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 | 5.43 |
| -10.51% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 | 5.56 |
| -7.41% | Apr 2012 | May 2012 | 2 | Sep 2012 | 4 | 6 | 3.38 |
| -7.08% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 | 4.38 |
| -6.20% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 | 3.62 |
| -5.32% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 3.07 |
| -4.77% | Feb 2018 | Apr 2018 | 3 | Aug 2018 | 4 | 7 | 3.35 |
| -4.53% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 | 2.82 |
| -4.35% | Sep 1994 | Nov 1994 | 3 | Mar 1995 | 4 | 7 | 2.82 |
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Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -46.48% | Nov 2007 | Feb 2009 | 16 | Jan 2013 | 47 | 63 | 19.74 |
| -37.60% | Jan 2000 | Sep 2002 | 33 | Jan 2006 | 40 | 73 | 19.45 |
| -28.49% | Sep 2021 | Sep 2022 | 13 | in progress | 15 | 28 | 16.50 |
| -18.01% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 | 8.06 |
| -14.45% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 | 6.72 |
| -12.35% | Feb 2018 | Dec 2018 | 11 | Oct 2019 | 10 | 21 | 5.01 |
| -10.69% | Mar 2015 | Feb 2016 | 12 | Dec 2016 | 10 | 22 | 4.88 |
| -7.71% | Feb 1994 | Mar 1994 | 2 | May 1995 | 14 | 16 | 4.89 |
| -6.83% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 | 4.00 |
| -4.47% | May 2006 | Jun 2006 | 2 | Oct 2006 | 4 | 6 | 3.04 |
| -4.36% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 2.60 |
| -4.16% | Jul 1996 | Jul 1996 | 1 | Sep 1996 | 2 | 3 | 2.51 |
| -3.95% | Jan 2014 | Jan 2014 | 1 | May 2014 | 4 | 5 | 1.63 |
| -3.86% | Jul 1999 | Sep 1999 | 3 | Oct 1999 | 1 | 4 | 2.21 |
| -3.11% | Mar 1997 | Mar 1997 | 1 | May 1997 | 2 | 3 | 1.56 |
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Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -45.65% | Nov 2007 | Feb 2009 | 16 | Mar 2011 | 25 | 41 | 21.44 |
| -33.96% | Apr 2000 | Sep 2002 | 30 | Nov 2004 | 26 | 56 | 18.03 |
| -23.81% | Jan 2022 | Sep 2022 | 9 | in progress | 15 | 24 | 12.39 |
| -22.86% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 | 11.68 |
| -17.64% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 | 7.92 |
| -16.85% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 | 7.50 |
| -15.96% | Aug 1990 | Sep 1990 | 2 | Feb 1991 | 5 | 7 | 9.08 |
| -13.97% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 | 6.38 |
| -11.27% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 | 5.43 |
| -10.51% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 | 5.56 |
| -8.72% | Jan 1990 | Apr 1990 | 4 | Jun 1990 | 2 | 6 | 5.23 |
| -7.41% | Apr 2012 | May 2012 | 2 | Sep 2012 | 4 | 6 | 3.38 |
| -7.08% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 | 4.38 |
| -6.20% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 | 3.62 |
| -5.82% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 | 3.25 |
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Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -46.48% | Nov 2007 | Feb 2009 | 16 | Jan 2013 | 47 | 63 | 19.74 |
| -37.60% | Jan 2000 | Sep 2002 | 33 | Jan 2006 | 40 | 73 | 19.45 |
| -28.49% | Sep 2021 | Sep 2022 | 13 | in progress | 15 | 28 | 16.50 |
| -23.52% | Sep 1987 | Nov 1987 | 3 | May 1989 | 18 | 21 | 12.31 |
| -18.95% | Jan 1990 | Sep 1990 | 9 | Apr 1991 | 7 | 16 | 9.26 |
| -18.01% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 | 8.06 |
| -14.45% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 | 6.72 |
| -12.35% | Feb 2018 | Dec 2018 | 11 | Oct 2019 | 10 | 21 | 5.01 |
| -10.69% | Mar 2015 | Feb 2016 | 12 | Dec 2016 | 10 | 22 | 4.88 |
| -7.71% | Feb 1994 | Mar 1994 | 2 | May 1995 | 14 | 16 | 4.89 |
| -6.83% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 | 4.00 |
| -6.25% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 | 3.65 |
| -4.90% | Jun 1991 | Jun 1991 | 1 | Aug 1991 | 2 | 3 | 2.53 |
| -4.47% | May 2006 | Jun 2006 | 2 | Oct 2006 | 4 | 6 | 3.04 |
| -4.45% | Jan 1992 | Mar 1992 | 3 | Dec 1992 | 9 | 12 | 2.24 |
Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
MERRILL LYNCH EDGE SELECT AGGRESSIVE PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 January 1994 - 31 December 2023 (30 Years)
Data Source: 1 January 1985 - 31 December 2023 (~39 years)
Inflation Adjusted:
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| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -38.83 | 03/2008 02/2009 | 0.61$ | -6.68 | 0.93$ | 12.08 | 1.12$ | 21.34 | 1.21$ | 52.39 | 03/2009 02/2010 | 1.52$ | 21.48 | 22.92% |
| 2Y | -20.62 | 03/2007 02/2009 | 0.63$ | -2.24 | 0.95$ | 11.03 | 1.23$ | 17.66 | 1.38$ | 35.25 | 03/2009 02/2011 | 1.82$ | -0.11 | 19.29% |
| 3Y | -12.16 | 04/2000 03/2003 | 0.67$ | 0.26 | 1.00$ | 9.47 | 1.31$ | 15.83 | 1.55$ | 23.55 | 03/2009 02/2012 | 1.88$ | 4.91 | 14.15% |
| 5Y | -2.31 | 03/2004 02/2009 | 0.88$ | 2.18 | 1.11$ | 7.42 | 1.43$ | 13.96 | 1.92$ | 19.39 | 01/1995 12/1999 | 2.42$ | 11.10 | 2.33% |
| 7Y | 0.72 | 03/2002 02/2009 | 1.05$ | 5.33 | 1.43$ | 7.43 | 1.65$ | 9.99 | 1.94$ | 13.13 | 03/2009 02/2016 | 2.37$ | 9.75 | 0.00% |
| 10Y | 0.66 | 03/1999 02/2009 | 1.06$ | 5.75 | 1.74$ | 8.19 | 2.19$ | 9.72 | 2.52$ | 12.98 | 03/2009 02/2019 | 3.38$ | 8.13 | 0.00% |
| 15Y | 4.93 | 03/1994 02/2009 | 2.05$ | 5.96 | 2.38$ | 7.23 | 2.84$ | 8.31 | 3.31$ | 10.42 | 01/2009 12/2023 | 4.42$ | 10.42 | 0.00% |
| 20Y | 5.06 | 04/2000 03/2020 | 2.68$ | 6.48 | 3.51$ | 7.61 | 4.33$ | 8.61 | 5.21$ | 9.15 | 04/2003 03/2023 | 5.76$ | 8.18 | 0.00% |
| 30Y | 8.31 | 01/1994 12/2023 | 10.95$ | 8.31 | 10.95$ | 8.31 | 10.95$ | 8.31 | 10.95$ | 8.31 | 01/1994 12/2023 | 10.95$ | 8.31 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -38.97 | 03/2008 02/2009 | 0.61$ | -9.31 | 0.90$ | 9.03 | 1.09$ | 18.46 | 1.18$ | 49.19 | 03/2009 02/2010 | 1.49$ | 17.42 | 28.65% |
| 2Y | -22.26 | 03/2007 02/2009 | 0.60$ | -5.68 | 0.88$ | 8.26 | 1.17$ | 14.90 | 1.32$ | 32.44 | 03/2009 02/2011 | 1.75$ | -4.82 | 21.96% |
| 3Y | -14.28 | 04/2000 03/2003 | 0.62$ | -1.85 | 0.94$ | 7.04 | 1.22$ | 12.88 | 1.43$ | 20.68 | 03/2009 02/2012 | 1.75$ | -0.69 | 19.69% |
| 5Y | -4.83 | 03/2004 02/2009 | 0.78$ | 0.09 | 1.00$ | 5.33 | 1.29$ | 11.41 | 1.71$ | 16.78 | 03/2009 02/2014 | 2.17$ | 6.73 | 13.95% |
| 7Y | -1.79 | 03/2002 02/2009 | 0.88$ | 2.79 | 1.21$ | 4.80 | 1.38$ | 8.02 | 1.71$ | 11.35 | 03/2009 02/2016 | 2.12$ | 6.04 | 1.44% |
| 10Y | -1.87 | 03/1999 02/2009 | 0.82$ | 3.51 | 1.41$ | 5.73 | 1.74$ | 7.51 | 2.06$ | 11.02 | 03/2009 02/2019 | 2.84$ | 5.19 | 3.32% |
| 15Y | 2.38 | 03/1994 02/2009 | 1.42$ | 3.57 | 1.69$ | 4.79 | 2.01$ | 6.25 | 2.48$ | 7.92 | 02/2003 01/2018 | 3.13$ | 7.66 | 0.00% |
| 20Y | 2.92 | 04/2000 03/2020 | 1.77$ | 4.26 | 2.30$ | 5.30 | 2.81$ | 6.13 | 3.28$ | 6.73 | 11/2001 10/2021 | 3.67$ | 5.46 | 0.00% |
| 30Y | 5.65 | 01/1994 12/2023 | 5.20$ | 5.65 | 5.20$ | 5.65 | 5.20$ | 5.65 | 5.20$ | 5.65 | 01/1994 12/2023 | 5.20$ | 5.65 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -38.83 | 03/2008 02/2009 | 0.61$ | -4.40 | 0.95$ | 12.91 | 1.12$ | 23.54 | 1.23$ | 52.39 | 03/2009 02/2010 | 1.52$ | 21.48 | 20.79% |
| 2Y | -20.62 | 03/2007 02/2009 | 0.63$ | 0.04 | 1.00$ | 11.71 | 1.24$ | 17.92 | 1.39$ | 36.24 | 10/1985 09/1987 | 1.85$ | -0.11 | 14.61% |
| 3Y | -12.16 | 04/2000 03/2003 | 0.67$ | 3.05 | 1.09$ | 11.21 | 1.37$ | 16.27 | 1.57$ | 23.55 | 03/2009 02/2012 | 1.88$ | 4.91 | 10.62% |
| 5Y | -2.31 | 03/2004 02/2009 | 0.88$ | 3.27 | 1.17$ | 10.33 | 1.63$ | 15.25 | 2.03$ | 22.32 | 01/1985 12/1989 | 2.73$ | 11.10 | 1.71% |
| 7Y | 0.72 | 03/2002 02/2009 | 1.05$ | 5.56 | 1.46$ | 9.03 | 1.83$ | 14.23 | 2.53$ | 19.45 | 01/1985 12/1991 | 3.47$ | 9.75 | 0.00% |
| 10Y | 0.66 | 03/1999 02/2009 | 1.06$ | 6.18 | 1.82$ | 8.71 | 2.30$ | 13.93 | 3.68$ | 16.18 | 10/1985 09/1995 | 4.48$ | 8.13 | 0.00% |
| 15Y | 4.93 | 03/1994 02/2009 | 2.05$ | 6.24 | 2.47$ | 8.09 | 3.21$ | 10.62 | 4.54$ | 17.07 | 01/1985 12/1999 | 10.63$ | 10.42 | 0.00% |
| 20Y | 5.06 | 04/2000 03/2020 | 2.68$ | 7.01 | 3.88$ | 8.44 | 5.05$ | 10.72 | 7.66$ | 12.87 | 01/1985 12/2004 | 11.25$ | 8.18 | 0.00% |
| 30Y | 7.89 | 11/1993 10/2023 | 9.76$ | 8.47 | 11.47$ | 9.23 | 14.14$ | 9.83 | 16.64$ | 11.05 | 01/1985 12/2014 | 23.22$ | 8.31 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -38.97 | 03/2008 02/2009 | 0.61$ | -6.73 | 0.93$ | 9.79 | 1.09$ | 19.94 | 1.19$ | 49.19 | 03/2009 02/2010 | 1.49$ | 17.42 | 25.38% |
| 2Y | -22.26 | 03/2007 02/2009 | 0.60$ | -3.03 | 0.94$ | 8.54 | 1.17$ | 14.96 | 1.32$ | 32.44 | 03/2009 02/2011 | 1.75$ | -4.82 | 16.63% |
| 3Y | -14.28 | 04/2000 03/2003 | 0.62$ | -0.20 | 0.99$ | 8.29 | 1.26$ | 12.97 | 1.44$ | 20.68 | 03/2009 02/2012 | 1.75$ | -0.69 | 15.24% |
| 5Y | -4.83 | 03/2004 02/2009 | 0.78$ | 0.86 | 1.04$ | 7.59 | 1.44$ | 11.98 | 1.76$ | 17.99 | 01/1985 12/1989 | 2.28$ | 6.73 | 10.27% |
| 7Y | -1.79 | 03/2002 02/2009 | 0.88$ | 3.18 | 1.24$ | 6.87 | 1.59$ | 10.55 | 2.01$ | 14.94 | 01/1985 12/1991 | 2.64$ | 6.04 | 1.04% |
| 10Y | -1.87 | 03/1999 02/2009 | 0.82$ | 3.99 | 1.47$ | 6.06 | 1.80$ | 10.41 | 2.69$ | 12.87 | 10/1990 09/2000 | 3.35$ | 5.19 | 2.29% |
| 15Y | 2.38 | 03/1994 02/2009 | 1.42$ | 3.74 | 1.73$ | 5.80 | 2.32$ | 7.67 | 3.02$ | 13.46 | 01/1985 12/1999 | 6.65$ | 7.66 | 0.00% |
| 20Y | 2.92 | 04/2000 03/2020 | 1.77$ | 4.76 | 2.53$ | 5.79 | 3.08$ | 7.40 | 4.17$ | 9.58 | 01/1985 12/2004 | 6.22$ | 5.46 | 0.00% |
| 30Y | 5.24 | 11/1993 10/2023 | 4.62$ | 5.82 | 5.46$ | 6.54 | 6.69$ | 7.18 | 7.99$ | 8.12 | 01/1985 12/2014 | 10.41$ | 5.65 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
If you need a deeper detail about rolling returns, please refer to the Merrill Lynch Edge Select Aggressive Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Merrill Lynch Edge Select Aggressive Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the
page.
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 1.96 | -1.50 | -0.81 | 1.88 | 0.07 | 1.76 | 3.01 | -0.07 | -3.50 | 1.52 | 5.26 | 2.23 |
| Best | 7.4 2019 | 2.1 2019 | 3.2 2023 | 9.3 2020 | 4.3 2020 | 5.8 2019 | 6.1 2022 | 5.3 2020 | 1.6 2019 | 4.8 2022 | 10.0 2020 | 4.8 2023 |
| Worst | -4.2 2022 | -5.8 2020 | -11.8 2020 | -7.5 2022 | -5.3 2019 | -6.8 2022 | 0.3 2021 | -3.7 2022 | -8.6 2022 | -2.5 2023 | -1.7 2021 | -4.1 2022 |
Monthly Seasonality over the period Feb 1985 - Dec 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 0.79 | -0.03 | 0.17 | 1.45 | 0.60 | 0.96 | 2.33 | -0.09 | -2.06 | 0.92 | 3.17 | 0.46 |
| Best | 7.4 2019 | 4.7 2015 | 6.9 2016 | 9.3 2020 | 4.3 2020 | 5.8 2019 | 6.1 2022 | 5.3 2020 | 1.6 2017 | 6.4 2015 | 10.0 2020 | 4.8 2023 |
| Worst | -4.5 2016 | -5.8 2020 | -11.8 2020 | -7.5 2022 | -5.3 2019 | -6.8 2022 | -1.3 2014 | -5.7 2015 | -8.6 2022 | -6.9 2018 | -1.7 2021 | -6.2 2018 |
Monthly Seasonality over the period Feb 1985 - Dec 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 1.14 | 0.64 | 0.92 | 1.74 | 0.98 | 0.40 | 1.37 | -0.21 | -0.67 | 0.84 | 1.69 | 2.03 |
| Best | 11.1 1987 | 7.9 1991 | 7.9 2009 | 10.3 2009 | 8.8 1990 | 5.8 2019 | 7.9 2009 | 6.1 1986 | 8.4 2010 | 9.9 2011 | 10.0 2020 | 11.7 1991 |
| Worst | -8.0 2009 | -8.2 2009 | -11.8 2020 | -7.5 2022 | -7.4 2010 | -6.8 2008 | -6.9 2002 | -12.8 1998 | -9.1 2008 | -17.7 1987 | -6.1 2000 | -6.2 2018 |
Monthly Seasonality over the period Feb 1985 - Dec 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Merrill Lynch Edge Select Aggressive Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
MERRILL LYNCH EDGE SELECT AGGRESSIVE PORTFOLIO
Monthly Returns Distribution
Data Source: 1 January 1994 - 31 December 2023 (30 Years)
Data Source: 1 January 1985 - 31 December 2023 (~39 years)
229 Positive Months (64%) - 131 Negative Months (36%)
305 Positive Months (65%) - 163 Negative Months (35%)
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(Scroll down to see all data)
Investment Returns, up to December 2013, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.
In particular, the series derived from equivalent datasets are:
- VUG - Vanguard Growth (VUG), up to December 2004
- VEU - Vanguard FTSE All-World ex-US (VEU), up to December 2007
- VTV - Vanguard Value (VTV), up to December 2004
- EEM - iShares MSCI Emerging Markets (EEM), up to December 2003
- IJS - iShares S&P Small-Cap 600 Value (IJS), up to December 2000
- IJT - iShares S&P Small-Cap 600 Growth (IJT), up to December 2000
- IEI - iShares 3-7 Year Treasury Bond (IEI), up to December 2007
- LQD - iShares Investment Grade Corporate Bond (LQD), up to December 2002
- MBB - iShares MBS (MBB), up to December 2007
- BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL), up to December 2007
- BNDX - Vanguard Total International Bond (BNDX), up to December 2013
- HYG - iShares iBoxx $ High Yield Corporate Bond (HYG), up to December 2007
Portfolio efficiency
The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
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30 Years Stats (%) | % Allocation | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Portfolio | Author | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Stocks/Bonds 80/20 Momentum | +10.88 | 12.36 | -43.61 | 80 | 20 | 0 | |||
| Warren Buffett Portfolio | Warren Buffett | +9.64 | 13.66 | -45.52 | 90 | 10 | 0 | ||
| US Stocks Minimum Volatility | +9.63 | 13.73 | -43.27 | 100 | 0 | 0 | |||
| Stocks/Bonds 60/40 Momentum | +9.45 | 9.58 | -32.52 | 60 | 40 | 0 | |||
| Stocks/Bonds 80/20 | +9.14 | 12.51 | -41.09 | 80 | 20 | 0 | |||
| Simple Path to Wealth | JL Collins | +8.90 | 11.77 | -38.53 | 75 | 25 | 0 | ||
| Robust | Alpha Architect | +8.78 | 11.11 | -44.20 | 70 | 20 | 10 | ||
| Shield Strategy | Aim Ways | +8.67 | 8.85 | -19.36 | 42 | 38 | 20 | ||
| Dedalo Four | Dedalo Invest | +8.35 | 12.42 | -43.94 | 80 | 20 | 0 | ||
| Edge Select Aggressive | Merrill Lynch | +8.31 | 13.28 | -45.65 | 84 | 16 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.
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30 Years Stats (%) | % Allocation | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Portfolio | Author | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +13.84 | 24.02 | -81.08 | 100 | 0 | 0 | |||
| US Stocks Momentum | +12.13 | 15.30 | -53.85 | 100 | 0 | 0 | |||
| Stocks/Bonds 80/20 Momentum | +10.88 | 12.36 | -43.61 | 80 | 20 | 0 | |||
| US Stocks | +10.02 | 15.54 | -50.84 | 100 | 0 | 0 | |||
| US Stocks Value | +9.87 | 15.39 | -55.41 | 100 | 0 | 0 | |||
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