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

Period: January 1985 - August 2024 (~40 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Merrill Lynch Edge Select Aggressive Portfolio
1.00$
Initial Capital
September 1994
11.90$
Final Capital
August 2024
8.60%
Yearly Return
13.25
Std Deviation
-45.65%
Max Drawdown
41 months
Recovery Period
Aim Ways Shield Strategy Portfolio
1.00$
Initial Capital
September 1994
13.74$
Final Capital
August 2024
9.13%
Yearly Return
8.84
Std Deviation
-19.36%
Max Drawdown
24 months
Recovery Period
Merrill Lynch Edge Select Aggressive Portfolio
1.00$
Initial Capital
January 1985
54.22$
Final Capital
August 2024
10.59%
Yearly Return
13.33
Std Deviation
-45.65%
Max Drawdown
41 months
Recovery Period
Aim Ways Shield Strategy Portfolio
1.00$
Initial Capital
January 1985
38.56$
Final Capital
August 2024
9.64%
Yearly Return
8.73
Std Deviation
-19.36%
Max Drawdown
24 months
Recovery Period

The Merrill Lynch Edge Select Aggressive Portfolio obtained a 8.60% compound annual return, with a 13.25% standard deviation, in the last 30 Years.

The Aim Ways Shield Strategy Portfolio obtained a 9.13% compound annual return, with a 8.84% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 31 August 2024 (~40 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Edge Select Aggressive
Merrill Lynch 		13.52 1.96 9.65 20.71 11.09 8.75 8.60 10.59
Shield Strategy
Aim Ways 		13.02 1.94 10.88 20.11 9.80 8.52 9.13 9.64
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since September 1994, now would be worth 11.90$, with a total return of 1089.53% (8.60% annualized).

Aim Ways Shield Strategy Portfolio: an investment of 1$, since September 1994, now would be worth 13.74$, with a total return of 1273.89% (9.13% annualized).


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Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since January 1985, now would be worth 54.22$, with a total return of 5321.82% (10.59% annualized).

Aim Ways Shield Strategy Portfolio: an investment of 1$, since January 1985, now would be worth 38.56$, with a total return of 3755.86% (9.64% annualized).


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Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)
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Edge Select Aggressive Shield Strategy
Author Merrill Lynch Aim Ways
ASSET ALLOCATION
Stocks 84% 42%
Fixed Income 16% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 20.71 20.11
Infl. Adjusted Return (%) 17.88 17.29
DRAWDOWN
Deepest Drawdown Depth (%) -6.47 -4.11
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -6.47 -4.11
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 1
RISK INDICATORS
Standard Deviation (%) 12.04 9.32
Sharpe Ratio 1.28 1.58
Sortino Ratio 1.76 2.11
Ulcer Index 2.30 1.69
Ratio: Return / Standard Deviation 1.72 2.16
Ratio: Return / Deepest Drawdown 3.20 4.89
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Edge Select Aggressive Shield Strategy
Author Merrill Lynch Aim Ways
ASSET ALLOCATION
Stocks 84% 42%
Fixed Income 16% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 11.09 9.80
Infl. Adjusted Return (%) 6.68 5.44
DRAWDOWN
Deepest Drawdown Depth (%) -23.81 -19.36
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -23.81 -19.36
Start to Recovery (months) 26 24
Longest Negative Period (months) 32 30
RISK INDICATORS
Standard Deviation (%) 15.16 11.04
Sharpe Ratio 0.59 0.69
Sortino Ratio 0.78 0.93
Ulcer Index 8.48 6.58
Ratio: Return / Standard Deviation 0.73 0.89
Ratio: Return / Deepest Drawdown 0.47 0.51
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Edge Select Aggressive Shield Strategy
Author Merrill Lynch Aim Ways
ASSET ALLOCATION
Stocks 84% 42%
Fixed Income 16% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 8.75 8.52
Infl. Adjusted Return (%) 5.77 5.55
DRAWDOWN
Deepest Drawdown Depth (%) -23.81 -19.36
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -23.81 -19.36
Start to Recovery (months) 26 24
Longest Negative Period (months) 32 30
RISK INDICATORS
Standard Deviation (%) 12.93 9.01
Sharpe Ratio 0.56 0.79
Sortino Ratio 0.76 1.08
Ulcer Index 6.58 4.84
Ratio: Return / Standard Deviation 0.68 0.95
Ratio: Return / Deepest Drawdown 0.37 0.44
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Edge Select Aggressive Shield Strategy
Author Merrill Lynch Aim Ways
ASSET ALLOCATION
Stocks 84% 42%
Fixed Income 16% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 8.60 9.13
Infl. Adjusted Return (%) 5.94 6.45
DRAWDOWN
Deepest Drawdown Depth (%) -45.65 -19.36
Start to Recovery (months) 41 24
Longest Drawdown Depth (%) -33.96 -18.97
Start to Recovery (months) 56 39
Longest Negative Period (months) 118 44
RISK INDICATORS
Standard Deviation (%) 13.25 8.84
Sharpe Ratio 0.48 0.77
Sortino Ratio 0.62 1.05
Ulcer Index 11.10 5.59
Ratio: Return / Standard Deviation 0.65 1.03
Ratio: Return / Deepest Drawdown 0.19 0.47
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Edge Select Aggressive Shield Strategy
Author Merrill Lynch Aim Ways
ASSET ALLOCATION
Stocks 84% 42%
Fixed Income 16% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 10.59 9.64
Infl. Adjusted Return (%) 7.60 6.67
DRAWDOWN
Deepest Drawdown Depth (%) -45.65 -19.36
Start to Recovery (months) 41 24
Longest Drawdown Depth (%) -33.96 -18.97
Start to Recovery (months) 56 39
Longest Negative Period (months) 118 44
RISK INDICATORS
Standard Deviation (%) 13.33 8.73
Sharpe Ratio 0.56 0.75
Sortino Ratio 0.73 1.01
Ulcer Index 10.05 5.12
Ratio: Return / Standard Deviation 0.79 1.10
Ratio: Return / Deepest Drawdown 0.23 0.50
Metrics calculated over the period 1 January 1985 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)

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Edge Select Aggressive Shield 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
-23.81 26 Jan 2022
Feb 2024
-19.36 24 Jan 2022
Dec 2023
-18.97 39 Sep 2000
Nov 2003
-18.89 23 Nov 2007
Sep 2009
-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
-10.51 14 Jun 2015
Jul 2016
-7.66 4 Jul 1998
Oct 1998
-7.65 4 Feb 2020
May 2020
-7.41 6 Apr 2012
Sep 2012
-6.37 5 Apr 2000
Aug 2000

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Edge Select Aggressive Shield 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
-23.81 26 Jan 2022
Feb 2024
-22.86 17 Sep 1987
Jan 1989
-19.36 24 Jan 2022
Dec 2023
-18.97 39 Sep 2000
Nov 2003
-18.89 23 Nov 2007
Sep 2009
-17.64 7 Jan 2020
Jul 2020
-16.85 11 May 2011
Mar 2012
-15.96 7 Aug 1990
Feb 1991
-13.97 7 May 1998
Nov 1998
-13.14 20 Sep 1987
Apr 1989
-11.27 7 Oct 2018
Apr 2019
-10.51 14 Jun 2015
Jul 2016
-8.72 6 Jan 1990
Jun 1990

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 - 31 August 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 Shield Strategy
Year Return Drawdown Return Drawdown
2024
 13.52% -3.19% 13.02% -2.13%
2023
 21.47% -8.85% 20.08% -5.24%
2022
 -17.87% -23.81% -15.12% -19.36%
2021
 15.74% -3.70% 9.82% -3.40%
2020
 17.62% -17.64% 20.37% -7.65%
2019
 24.61% -5.32% 22.48% -2.06%
2018
 -6.88% -11.27% -1.91% -5.03%
2017
 21.70% 0.00% 15.04% -0.68%
2016
 9.21% -4.97% 7.35% -4.07%
2015
 -1.81% -9.34% -0.10% -4.62%
2014
 6.27% -3.59% 8.59% -2.13%
2013
 20.62% -2.29% 7.50% -4.38%
2012
 15.28% -7.41% 10.74% -3.62%
2011
 -2.72% -16.85% 6.97% -4.76%
2010
 14.37% -10.38% 16.03% -3.39%
2009
 30.72% -15.46% 21.59% -6.37%
2008
 -32.45% -35.23% -12.13% -18.60%
2007
 10.67% -4.82% 12.84% -1.84%
2006
 16.89% -3.81% 11.15% -3.29%
2005
 9.86% -4.16% 5.77% -2.90%
2004
 13.59% -3.69% 7.38% -3.99%
2003
 30.43% -3.69% 21.21% -1.00%
2002
 -14.01% -20.65% -1.64% -7.75%
2001
 -9.00% -19.93% -4.77% -10.54%
2000
 -8.67% -12.07% -4.17% -8.87%
1999
 23.19% -2.88% 20.24% -3.49%
1998
 18.05% -13.97% 24.17% -7.66%
1997
 17.27% -6.20% 10.96% -3.63%
1996
 15.00% -3.98% 12.28% -2.24%
1995
 23.68% -0.91% 24.80% 0.00%
1994
 0.50% -7.08% -1.72% -5.64%
1993
 21.88% -3.14% 12.49% -0.74%
1992
 3.09% -3.48% 4.94% -2.92%
1991
 34.86% -4.62% 23.27% -2.81%
1990
 -6.03% -15.96% -0.04% -6.64%
1989
 30.19% -2.36% 17.40% -1.65%
1988
 18.97% -3.56% 6.16% -3.42%
1987
 4.52% -22.86% 8.56% -13.14%
1986
 25.81% -5.82% 15.59% -2.72%
1985
 34.45% -2.58% 23.91% -2.06%