The Lazy Team Dynamic 40/60 Income vs Merrill Lynch Edge Select Moderate Portfolio Comparison

Simulation Settings
Period: January 1992 - November 2024 (~33 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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The Lazy Team Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
December 1994
8.59$
Final Capital
November 2024
7.43%
Yearly Return
8.13
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
Merrill Lynch Edge Select Moderate Portfolio
1.00$
Initial Capital
December 1994
9.31$
Final Capital
November 2024
7.72%
Yearly Return
8.95
Std Deviation
-29.58%
Max Drawdown
30months
Recovery Period
The Lazy Team Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
January 1992
10.74$
Final Capital
November 2024
7.48%
Yearly Return
7.85
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
Merrill Lynch Edge Select Moderate Portfolio
1.00$
Initial Capital
January 1992
11.33$
Final Capital
November 2024
7.65%
Yearly Return
8.75
Std Deviation
-29.58%
Max Drawdown
30months
Recovery Period

The The Lazy Team Dynamic 40/60 Income Portfolio obtained a 7.43% compound annual return, with a 8.13% standard deviation, in the last 30 Years.

The Merrill Lynch Edge Select Moderate Portfolio obtained a 7.72% compound annual return, with a 8.95% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1992 - 30 November 2024 (~33 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~33Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_lzp.webp Dynamic 40/60 Income
The Lazy Team 		11.86 2.37 7.95 15.75 4.80 4.97 7.43 7.48
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_merrill_lynch.webp Edge Select Moderate
Merrill Lynch 		12.94 3.00 8.60 17.93 7.06 6.66 7.72 7.65
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

The Lazy Team Dynamic 40/60 Income Portfolio: an investment of 1$, since December 1994, now would be worth 8.59$, with a total return of 758.91% (7.43% annualized).

Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since December 1994, now would be worth 9.31$, with a total return of 830.67% (7.72% annualized).


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The Lazy Team Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.74$, with a total return of 973.98% (7.48% annualized).

Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since January 1992, now would be worth 11.33$, with a total return of 1032.67% (7.65% annualized).


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Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1992 - 30 November 2024 (~33 years)
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Dynamic 40/60 Income Edge Select Moderate
Author The Lazy Team Merrill Lynch
ASSET ALLOCATION
Stocks 40% 53%
Fixed Income 60% 47%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 15.75 17.93
Infl. Adjusted Return (%) 12.67 14.80
DRAWDOWN
Deepest Drawdown Depth (%) -2.45 -2.94
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.45 -0.14
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 5.39 7.08
Sharpe Ratio 1.95 1.80
Sortino Ratio 2.38 2.19
Ulcer Index 0.74 1.00
Ratio: Return / Standard Deviation 2.92 2.53
Ratio: Return / Deepest Drawdown 6.44 6.11
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Dynamic 40/60 Income Edge Select Moderate
Author The Lazy Team Merrill Lynch
ASSET ALLOCATION
Stocks 40% 53%
Fixed Income 60% 47%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.80 7.06
Infl. Adjusted Return (%) 0.60 2.77
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -20.56
Start to Recovery (months) 30 27
Longest Drawdown Depth (%) -17.33 -20.56
Start to Recovery (months) 30 27
Longest Negative Period (months) 38 35
RISK INDICATORS
Standard Deviation (%) 10.17 11.55
Sharpe Ratio 0.25 0.41
Sortino Ratio 0.32 0.55
Ulcer Index 7.24 7.56
Ratio: Return / Standard Deviation 0.47 0.61
Ratio: Return / Deepest Drawdown 0.28 0.34
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Dynamic 40/60 Income Edge Select Moderate
Author The Lazy Team Merrill Lynch
ASSET ALLOCATION
Stocks 40% 53%
Fixed Income 60% 47%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.97 6.66
Infl. Adjusted Return (%) 1.97 3.62
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -20.56
Start to Recovery (months) 30 27
Longest Drawdown Depth (%) -17.33 -20.56
Start to Recovery (months) 30 27
Longest Negative Period (months) 38 35
RISK INDICATORS
Standard Deviation (%) 7.89 9.44
Sharpe Ratio 0.43 0.54
Sortino Ratio 0.57 0.73
Ulcer Index 5.24 5.62
Ratio: Return / Standard Deviation 0.63 0.71
Ratio: Return / Deepest Drawdown 0.29 0.32
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Dynamic 40/60 Income Edge Select Moderate
Author The Lazy Team Merrill Lynch
ASSET ALLOCATION
Stocks 40% 53%
Fixed Income 60% 47%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.43 7.72
Infl. Adjusted Return (%) 4.79 5.07
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -29.58
Start to Recovery (months) 26 30
Longest Drawdown Depth (%) -17.33 -15.42
Start to Recovery (months) 30 38
Longest Negative Period (months) 69 52
RISK INDICATORS
Standard Deviation (%) 8.13 8.95
Sharpe Ratio 0.63 0.61
Sortino Ratio 0.82 0.80
Ulcer Index 4.85 5.96
Ratio: Return / Standard Deviation 0.91 0.86
Ratio: Return / Deepest Drawdown 0.25 0.26
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Dynamic 40/60 Income Edge Select Moderate
Author The Lazy Team Merrill Lynch
ASSET ALLOCATION
Stocks 40% 53%
Fixed Income 60% 47%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.48 7.65
Infl. Adjusted Return (%) 4.81 4.98
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -29.58
Start to Recovery (months) 26 30
Longest Drawdown Depth (%) -17.33 -15.42
Start to Recovery (months) 30 38
Longest Negative Period (months) 69 52
RISK INDICATORS
Standard Deviation (%) 7.85 8.75
Sharpe Ratio 0.65 0.60
Sortino Ratio 0.84 0.79
Ulcer Index 4.68 5.73
Ratio: Return / Standard Deviation 0.95 0.87
Ratio: Return / Deepest Drawdown 0.25 0.26
Metrics calculated over the period 1 January 1992 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1992 - 30 November 2024 (~33 years)

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Dynamic 40/60 Income Edge Select Moderate
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-29.58 30 Nov 2007
Apr 2010
-20.56 27 Jan 2022
Mar 2024
-17.33 30 Jan 2022
Jun 2024
-15.42 38 Sep 2000
Oct 2003
-12.42 6 Feb 2020
Jul 2020
-10.96 6 Feb 2020
Jul 2020
-9.65 10 May 2011
Feb 2012
-9.38 8 May 1998
Dec 1998
-7.97 5 Jul 1998
Nov 1998
-7.19 8 Jun 2011
Jan 2012
-7.17 7 Sep 2018
Mar 2019
-6.73 9 May 2002
Jan 2003
-6.44 14 May 2015
Jun 2016
-5.89 5 May 2010
Sep 2010

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Dynamic 40/60 Income Edge Select Moderate
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-29.58 30 Nov 2007
Apr 2010
-20.56 27 Jan 2022
Mar 2024
-17.33 30 Jan 2022
Jun 2024
-15.42 38 Sep 2000
Oct 2003
-12.42 6 Feb 2020
Jul 2020
-10.96 6 Feb 2020
Jul 2020
-9.65 10 May 2011
Feb 2012
-9.38 8 May 1998
Dec 1998
-7.97 5 Jul 1998
Nov 1998
-7.19 8 Jun 2011
Jan 2012
-7.17 7 Sep 2018
Mar 2019
-6.73 9 May 2002
Jan 2003
-6.44 14 May 2015
Jun 2016
-5.89 5 May 2010
Sep 2010

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
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1992 - 30 November 2024 (~33 years)


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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Dynamic 40/60 Income Edge Select Moderate
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 11.86 -2.45 12.94 -2.94
2023
 11.97 -5.00 16.31 -7.35
2022
 -14.37 -17.33 -16.06 -20.56
2021
 6.72 -1.83 9.66 -2.75
2020
 8.28 -12.42 13.88 -10.96
2019
 15.91 -1.51 19.44 -3.06
2018
 -3.18 -5.09 -4.47 -7.17
2017
 9.18 0.00 15.00 0.00
2016
 7.53 -1.95 7.31 -2.51
2015
 0.21 -4.06 -1.02 -6.05
2014
 7.01 -1.44 6.15 -2.15
2013
 6.13 -3.06 12.89 -2.80
2012
 12.70 -2.72 11.74 -4.35
2011
 2.96 -7.19 1.36 -9.65
2010
 11.25 -3.72 11.88 -5.89
2009
 22.37 -15.04 21.52 -11.06
2008
 -14.80 -23.51 -18.62 -22.60
2007
 0.88 -3.23 8.20 -2.71
2006
 9.18 -1.29 12.10 -2.46
2005
 5.23 -1.76 6.80 -2.45
2004
 8.41 -3.31 10.27 -2.82
2003
 21.64 -1.30 21.24 -1.84
2002
 1.03 -6.73 -5.21 -10.16
2001
 8.71 -3.24 -2.83 -10.45
2000
 3.43 -4.13 -1.46 -6.21
1999
 11.02 -2.15 14.10 -2.41
1998
 6.04 -9.38 14.87 -7.97
1997
 16.36 -2.49 14.53 -4.08
1996
 16.81 -1.12 10.99 -2.45
1995
 23.17 0.00 22.46 -0.02
1994
 -3.19 -5.36 -0.46 -5.84
1993
 14.73 -0.57 17.25 -2.24
1992
 12.95 -0.70 4.97 -2.63