Merrill Lynch Edge Select Aggressive vs Technology 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
Technology Portfolio
1.00$
Initial Capital
October 1994
59.15$
Final Capital
September 2024
14.57%
Yearly Return
23.97
Std Deviation
-81.08%
Max Drawdown
175 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
Technology Portfolio
1.00$
Initial Capital
January 1985
238.79$
Final Capital
September 2024
14.77%
Yearly Return
23.48
Std Deviation
-81.08%
Max Drawdown
175 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 Technology Portfolio obtained a 14.57% compound annual return, with a 23.97% 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
Technology 19.70 2.62 10.25 37.16 21.67 18.26 14.57 14.77
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).

Technology Portfolio: an investment of 1$, since October 1994, now would be worth 59.15$, with a total return of 5814.79% (14.57% 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).

Technology Portfolio: an investment of 1$, since January 1985, now would be worth 238.79$, with a total return of 23779.03% (14.77% 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 Technology
Author Merrill Lynch
ASSET ALLOCATION
Stocks 84% 100%
Fixed Income 16% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 28.75 37.16
Infl. Adjusted Return (%) 25.72 33.94
DRAWDOWN
Deepest Drawdown Depth (%) -3.19 -4.37
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.47 -1.68
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 10.44 14.29
Sharpe Ratio 2.24 2.23
Sortino Ratio 3.12 3.19
Ulcer Index 1.12 1.43
Ratio: Return / Standard Deviation 2.75 2.60
Ratio: Return / Deepest Drawdown 9.01 8.50
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Edge Select Aggressive Technology
Author Merrill Lynch
ASSET ALLOCATION
Stocks 84% 100%
Fixed Income 16% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.24 21.67
Infl. Adjusted Return (%) 6.78 16.79
DRAWDOWN
Deepest Drawdown Depth (%) -23.81 -32.58
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -23.81 -32.58
Start to Recovery (months) 26 24
Longest Negative Period (months) 32 28
RISK INDICATORS
Standard Deviation (%) 15.17 21.34
Sharpe Ratio 0.60 0.91
Sortino Ratio 0.79 1.22
Ulcer Index 8.48 12.53
Ratio: Return / Standard Deviation 0.74 1.02
Ratio: Return / Deepest Drawdown 0.47 0.67
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Edge Select Aggressive Technology
Author Merrill Lynch
ASSET ALLOCATION
Stocks 84% 100%
Fixed Income 16% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.32 18.26
Infl. Adjusted Return (%) 6.28 14.98
DRAWDOWN
Deepest Drawdown Depth (%) -23.81 -32.58
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -23.81 -32.58
Start to Recovery (months) 26 24
Longest Negative Period (months) 32 28
RISK INDICATORS
Standard Deviation (%) 12.89 18.47
Sharpe Ratio 0.61 0.91
Sortino Ratio 0.81 1.23
Ulcer Index 6.57 9.41
Ratio: Return / Standard Deviation 0.72 0.99
Ratio: Return / Deepest Drawdown 0.39 0.56
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Edge Select Aggressive Technology
Author Merrill Lynch
ASSET ALLOCATION
Stocks 84% 100%
Fixed Income 16% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.77 14.57
Infl. Adjusted Return (%) 6.10 11.76
DRAWDOWN
Deepest Drawdown Depth (%) -45.65 -81.08
Start to Recovery (months) 41 175
Longest Drawdown Depth (%) -33.96 -81.08
Start to Recovery (months) 56 175
Longest Negative Period (months) 118 174
RISK INDICATORS
Standard Deviation (%) 13.24 23.97
Sharpe Ratio 0.49 0.51
Sortino Ratio 0.64 0.70
Ulcer Index 11.10 39.57
Ratio: Return / Standard Deviation 0.66 0.61
Ratio: Return / Deepest Drawdown 0.19 0.18
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Edge Select Aggressive Technology
Author Merrill Lynch
ASSET ALLOCATION
Stocks 84% 100%
Fixed Income 16% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.63 14.77
Infl. Adjusted Return (%) 7.63 11.66
DRAWDOWN
Deepest Drawdown Depth (%) -45.65 -81.08
Start to Recovery (months) 41 175
Longest Drawdown Depth (%) -33.96 -81.08
Start to Recovery (months) 56 175
Longest Negative Period (months) 118 174
RISK INDICATORS
Standard Deviation (%) 13.32 23.48
Sharpe Ratio 0.56 0.50
Sortino Ratio 0.74 0.67
Ulcer Index 10.04 34.74
Ratio: Return / Standard Deviation 0.80 0.63
Ratio: Return / Deepest Drawdown 0.23 0.18
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 Technology
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-81.08 175 Apr 2000
Oct 2014
-45.65 41 Nov 2007
Mar 2011
-33.96 56 Apr 2000
Nov 2004
-32.58 24 Jan 2022
Dec 2023
-23.81 26 Jan 2022
Feb 2024
-17.64 7 Jan 2020
Jul 2020
-17.20 3 Aug 1998
Oct 1998
-16.96 8 Sep 2018
Apr 2019
-16.85 11 May 2011
Mar 2012
-13.97 7 May 1998
Nov 1998
-13.51 4 Feb 1997
May 1997
-12.90 3 Feb 2020
Apr 2020
-11.27 7 Oct 2018
Apr 2019
-10.51 14 Jun 2015
Jul 2016
-10.50 7 Aug 1997
Feb 1998

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Edge Select Aggressive Technology
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-81.08 175 Apr 2000
Oct 2014
-45.65 41 Nov 2007
Mar 2011
-34.57 21 Sep 1987
May 1989
-33.96 56 Apr 2000
Nov 2004
-32.58 24 Jan 2022
Dec 2023
-27.64 8 Jul 1990
Feb 1991
-23.81 26 Jan 2022
Feb 2024
-22.86 17 Sep 1987
Jan 1989
-17.64 7 Jan 2020
Jul 2020
-17.20 3 Aug 1998
Oct 1998
-16.96 8 Sep 2018
Apr 2019
-16.85 11 May 2011
Mar 2012
-15.96 7 Aug 1990
Feb 1991
-15.73 8 Jun 1986
Jan 1987
-13.97 7 May 1998
Nov 1998

Rolling Returns

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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 Technology
Year Return Drawdown Return Drawdown
2024
 16.11% -3.19% 19.70% -4.37%
2023
 21.47% -8.85% 54.86% -8.42%
2022
 -17.87% -23.81% -32.58% -32.58%
2021
 15.74% -3.70% 27.42% -5.68%
2020
 17.62% -17.64% 48.40% -12.90%
2019
 24.61% -5.32% 38.96% -8.23%
2018
 -6.88% -11.27% -0.12% -16.96%
2017
 21.70% 0.00% 32.66% -2.32%
2016
 9.21% -4.97% 7.10% -8.37%
2015
 -1.81% -9.34% 9.45% -8.88%
2014
 6.27% -3.59% 19.18% -3.04%
2013
 20.62% -2.29% 36.63% -2.39%
2012
 15.28% -7.41% 18.12% -8.13%
2011
 -2.72% -16.85% 3.47% -10.79%
2010
 14.37% -10.38% 20.14% -12.93%
2009
 30.72% -15.46% 54.68% -7.43%
2008
 -32.45% -35.23% -41.73% -43.03%
2007
 10.67% -4.82% 19.02% -6.83%
2006
 16.89% -3.81% 7.14% -11.54%
2005
 9.86% -4.16% 1.57% -12.37%
2004
 13.59% -3.69% 10.54% -9.86%
2003
 30.43% -3.69% 49.67% -2.90%
2002
 -14.01% -20.65% -37.37% -46.75%
2001
 -9.00% -19.93% -33.34% -54.93%
2000
 -8.67% -12.07% -36.11% -46.69%
1999
 23.19% -2.88% 101.95% -9.49%
1998
 18.05% -13.97% 85.30% -17.20%
1997
 17.27% -6.20% 20.63% -13.51%
1996
 15.00% -3.98% 42.54% -8.14%
1995
 23.68% -0.91% 42.54% -3.77%
1994
 0.50% -7.08% 1.50% -12.97%
1993
 21.88% -3.14% 10.58% -8.26%
1992
 3.09% -3.48% 8.86% -13.48%
1991
 34.86% -4.62% 64.99% -8.89%
1990
 -6.03% -15.96% -10.41% -27.64%
1989
 30.19% -2.36% 26.17% -4.64%
1988
 18.97% -3.56% 13.54% -10.50%
1987
 4.52% -22.86% 10.50% -34.57%
1986
 25.81% -5.82% 6.89% -15.73%
1985
 34.45% -2.58% 35.61% -6.97%