Merrill Lynch Edge Select Aggressive vs Aim Ways Aim Bold Strategy Portfolio Comparison

Period: January 1985 - September 2024 (~40 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Merrill Lynch Edge Select Aggressive Portfolio
1.00$
Initial Capital
October 1994
12.45$
Final Capital
September 2024
8.77%
Yearly Return
13.24
Std Deviation
-45.65%
Max Drawdown
41 months
Recovery Period
Aim Ways Aim Bold Strategy Portfolio
1.00$
Initial Capital
October 1994
12.59$
Final Capital
September 2024
8.81%
Yearly Return
9.91
Std Deviation
-30.09%
Max Drawdown
29 months
Recovery Period
Merrill Lynch Edge Select Aggressive Portfolio
1.00$
Initial Capital
January 1985
55.45$
Final Capital
September 2024
10.63%
Yearly Return
13.32
Std Deviation
-45.65%
Max Drawdown
41 months
Recovery Period
Aim Ways Aim Bold Strategy Portfolio
1.00$
Initial Capital
January 1985
39.62$
Final Capital
September 2024
9.70%
Yearly Return
9.61
Std Deviation
-30.09%
Max Drawdown
29 months
Recovery Period

The Merrill Lynch Edge Select Aggressive Portfolio obtained a 8.77% compound annual return, with a 13.24% standard deviation, in the last 30 Years.

The Aim Ways Aim Bold Strategy Portfolio obtained a 8.81% compound annual return, with a 9.91% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Edge Select Aggressive
Merrill Lynch 		16.11 2.28 9.25 28.75 11.24 9.32 8.77 10.63
Aim Bold Strategy
Aim Ways 		14.71 2.62 9.45 26.49 9.66 8.20 8.81 9.70
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since October 1994, now would be worth 12.45$, with a total return of 1144.80% (8.77% annualized).

Aim Ways Aim Bold Strategy Portfolio: an investment of 1$, since October 1994, now would be worth 12.59$, with a total return of 1159.05% (8.81% annualized).


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Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since January 1985, now would be worth 55.45$, with a total return of 5445.49% (10.63% annualized).

Aim Ways Aim Bold Strategy Portfolio: an investment of 1$, since January 1985, now would be worth 39.62$, with a total return of 3862.44% (9.70% annualized).


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Metrics as of Sep 30, 2024

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

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Edge Select Aggressive Aim Bold Strategy
Author Merrill Lynch Aim Ways
ASSET ALLOCATION
Stocks 84% 45%
Fixed Income 16% 40%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 28.75 26.49
Infl. Adjusted Return (%) 25.72 23.52
DRAWDOWN
Deepest Drawdown Depth (%) -3.19 -1.66
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.47 -0.45
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 1
RISK INDICATORS
Standard Deviation (%) 10.44 7.20
Sharpe Ratio 2.24 2.93
Sortino Ratio 3.12 4.24
Ulcer Index 1.12 0.48
Ratio: Return / Standard Deviation 2.75 3.68
Ratio: Return / Deepest Drawdown 9.01 15.96
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Edge Select Aggressive Aim Bold Strategy
Author Merrill Lynch Aim Ways
ASSET ALLOCATION
Stocks 84% 45%
Fixed Income 16% 40%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 11.24 9.66
Infl. Adjusted Return (%) 6.78 5.26
DRAWDOWN
Deepest Drawdown Depth (%) -23.81 -20.16
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -23.81 -20.16
Start to Recovery (months) 26 24
Longest Negative Period (months) 32 30
RISK INDICATORS
Standard Deviation (%) 15.17 11.45
Sharpe Ratio 0.60 0.65
Sortino Ratio 0.79 0.87
Ulcer Index 8.48 6.77
Ratio: Return / Standard Deviation 0.74 0.84
Ratio: Return / Deepest Drawdown 0.47 0.48
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Edge Select Aggressive Aim Bold Strategy
Author Merrill Lynch Aim Ways
ASSET ALLOCATION
Stocks 84% 45%
Fixed Income 16% 40%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 9.32 8.20
Infl. Adjusted Return (%) 6.28 5.20
DRAWDOWN
Deepest Drawdown Depth (%) -23.81 -20.16
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -23.81 -20.16
Start to Recovery (months) 26 24
Longest Negative Period (months) 32 30
RISK INDICATORS
Standard Deviation (%) 12.89 9.43
Sharpe Ratio 0.61 0.71
Sortino Ratio 0.81 0.97
Ulcer Index 6.57 5.09
Ratio: Return / Standard Deviation 0.72 0.87
Ratio: Return / Deepest Drawdown 0.39 0.41
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Edge Select Aggressive Aim Bold Strategy
Author Merrill Lynch Aim Ways
ASSET ALLOCATION
Stocks 84% 45%
Fixed Income 16% 40%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 8.77 8.81
Infl. Adjusted Return (%) 6.10 6.14
DRAWDOWN
Deepest Drawdown Depth (%) -45.65 -30.09
Start to Recovery (months) 41 29
Longest Drawdown Depth (%) -33.96 -25.79
Start to Recovery (months) 56 47
Longest Negative Period (months) 118 53
RISK INDICATORS
Standard Deviation (%) 13.24 9.91
Sharpe Ratio 0.49 0.66
Sortino Ratio 0.64 0.88
Ulcer Index 11.10 7.65
Ratio: Return / Standard Deviation 0.66 0.89
Ratio: Return / Deepest Drawdown 0.19 0.29
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Edge Select Aggressive Aim Bold Strategy
Author Merrill Lynch Aim Ways
ASSET ALLOCATION
Stocks 84% 45%
Fixed Income 16% 40%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 10.63 9.70
Infl. Adjusted Return (%) 7.63 6.72
DRAWDOWN
Deepest Drawdown Depth (%) -45.65 -30.09
Start to Recovery (months) 41 29
Longest Drawdown Depth (%) -33.96 -25.79
Start to Recovery (months) 56 47
Longest Negative Period (months) 118 53
RISK INDICATORS
Standard Deviation (%) 13.32 9.61
Sharpe Ratio 0.56 0.68
Sortino Ratio 0.74 0.90
Ulcer Index 10.04 6.88
Ratio: Return / Standard Deviation 0.80 1.01
Ratio: Return / Deepest Drawdown 0.23 0.32
Metrics calculated over the period 1 January 1985 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)

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Edge Select Aggressive Aim Bold Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.65 41 Nov 2007
Mar 2011
-33.96 56 Apr 2000
Nov 2004
-30.09 29 Nov 2007
Mar 2010
-25.79 47 Apr 2000
Feb 2004
-23.81 26 Jan 2022
Feb 2024
-20.16 24 Jan 2022
Dec 2023
-17.64 7 Jan 2020
Jul 2020
-16.85 11 May 2011
Mar 2012
-13.97 7 May 1998
Nov 1998
-11.27 7 Oct 2018
Apr 2019
-10.73 5 Feb 2020
Jun 2020
-10.51 14 Jun 2015
Jul 2016
-8.84 9 May 2011
Jan 2012
-8.31 4 Jul 1998
Oct 1998
-7.41 6 Apr 2012
Sep 2012

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Edge Select Aggressive Aim Bold Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.65 41 Nov 2007
Mar 2011
-33.96 56 Apr 2000
Nov 2004
-30.09 29 Nov 2007
Mar 2010
-25.79 47 Apr 2000
Feb 2004
-23.81 26 Jan 2022
Feb 2024
-22.86 17 Sep 1987
Jan 1989
-20.16 24 Jan 2022
Dec 2023
-17.64 7 Jan 2020
Jul 2020
-16.85 11 May 2011
Mar 2012
-15.96 7 Aug 1990
Feb 1991
-14.07 17 Sep 1987
Jan 1989
-13.97 7 May 1998
Nov 1998
-11.27 7 Oct 2018
Apr 2019
-10.73 5 Feb 2020
Jun 2020
-10.72 7 Aug 1990
Feb 1991

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 1985 - 30 September 2024 (~40 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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Edge Select Aggressive Aim Bold Strategy
Year Return Drawdown Return Drawdown
2024
 16.11% -3.19% 14.71% -1.66%
2023
 21.47% -8.85% 20.27% -5.40%
2022
 -17.87% -23.81% -15.30% -20.16%
2021
 15.74% -3.70% 9.04% -3.19%
2020
 17.62% -17.64% 17.74% -10.73%
2019
 24.61% -5.32% 20.90% -3.36%
2018
 -6.88% -11.27% -3.18% -6.43%
2017
 21.70% 0.00% 16.48% -0.61%
2016
 9.21% -4.97% 8.00% -3.18%
2015
 -1.81% -9.34% -1.61% -6.91%
2014
 6.27% -3.59% 5.99% -2.49%
2013
 20.62% -2.29% 9.77% -4.32%
2012
 15.28% -7.41% 13.75% -5.44%
2011
 -2.72% -16.85% 3.00% -8.84%
2010
 14.37% -10.38% 15.52% -5.03%
2009
 30.72% -15.46% 31.47% -7.78%
2008
 -32.45% -35.23% -22.24% -27.48%
2007
 10.67% -4.82% 12.22% -3.27%
2006
 16.89% -3.81% 14.03% -3.25%
2005
 9.86% -4.16% 7.49% -2.58%
2004
 13.59% -3.69% 9.98% -2.74%
2003
 30.43% -3.69% 24.97% -1.29%
2002
 -14.01% -20.65% -5.10% -12.15%
2001
 -9.00% -19.93% -5.85% -14.68%
2000
 -8.67% -12.07% -8.48% -12.35%
1999
 23.19% -2.88% 25.84% -2.85%
1998
 18.05% -13.97% 23.03% -8.31%
1997
 17.27% -6.20% 6.95% -3.92%
1996
 15.00% -3.98% 15.50% -2.32%
1995
 23.68% -0.91% 21.99% -0.16%
1994
 0.50% -7.08% -2.69% -7.21%
1993
 21.88% -3.14% 20.47% -0.27%
1992
 3.09% -3.48% 6.50% -2.28%
1991
 34.86% -4.62% 25.47% -2.70%
1990
 -6.03% -15.96% -3.46% -10.72%
1989
 30.19% -2.36% 13.97% -1.45%
1988
 18.97% -3.56% 9.96% -2.65%
1987
 4.52% -22.86% 8.85% -14.07%
1986
 25.81% -5.82% 18.12% -2.25%
1985
 34.45% -2.58% 28.86% -1.35%