Merrill Lynch Edge Select Aggressive Portfolio vs US Stocks Momentum Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - February 2025 (~40 years)
Consolidated Returns as of 28 February 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
Merrill Lynch Edge Select Aggressive Portfolio
1.00$
Initial Capital
March 1995
12.69$
Final Capital
February 2025
8.84%
Yearly Return
13.25%
Std Deviation
-45.65%
Max Drawdown
41months
Recovery Period
1.00$
Initial Capital
March 1995
6.00$
Final Capital
February 2025
6.15%
Yearly Return
13.25%
Std Deviation
-46.54%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1985
56.27$
Final Capital
February 2025
10.55%
Yearly Return
13.28%
Std Deviation
-45.65%
Max Drawdown
41months
Recovery Period
1.00$
Initial Capital
January 1985
18.60$
Final Capital
February 2025
7.55%
Yearly Return
13.28%
Std Deviation
-46.54%
Max Drawdown
63months
Recovery Period
US Stocks Momentum Portfolio
1.00$
Initial Capital
March 1995
40.58$
Final Capital
February 2025
13.14%
Yearly Return
15.46%
Std Deviation
-53.85%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
March 1995
19.19$
Final Capital
February 2025
10.35%
Yearly Return
15.46%
Std Deviation
-54.61%
Max Drawdown
67months
Recovery Period
1.00$
Initial Capital
January 1985
181.27$
Final Capital
February 2025
13.82%
Yearly Return
15.42%
Std Deviation
-53.85%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1985
59.92$
Final Capital
February 2025
10.73%
Yearly Return
15.42%
Std Deviation
-54.61%
Max Drawdown
67months
Recovery Period

As of February 2025, in the previous 30 Years, the Merrill Lynch Edge Select Aggressive Portfolio obtained a 8.84% compound annual return, with a 13.25% standard deviation. It suffered a maximum drawdown of -45.65% that required 41 months to be recovered.

As of February 2025, in the previous 30 Years, the US Stocks Momentum Portfolio obtained a 13.14% compound annual return, with a 15.46% standard deviation. It suffered a maximum drawdown of -53.85% that required 63 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Merrill Lynch Edge Select Aggressive Portfolio
Weight
(%)		 ETF
Ticker		 Name
29.00
VUG
Vanguard Growth
21.00
VEU
Vanguard FTSE All-World ex-US
19.00
VTV
Vanguard Value
9.00
EEM
iShares MSCI Emerging Markets
3.00
IJS
iShares S&P Small-Cap 600 Value
3.00
IJT
iShares S&P Small-Cap 600 Growth
5.00
IEI
iShares 3-7 Year Treasury Bond
4.00
LQD
iShares Investment Grade Corporate Bond
3.00
MBB
iShares MBS
2.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
1.00
BNDX
Vanguard Total International Bond
1.00
HYG
iShares iBoxx $ High Yield Corporate Bond
US Stocks Momentum Portfolio
Weight
(%)		 ETF
Ticker		 Name
100.00
MTUM
iShares Edge MSCI USA Momentum Fctr
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Portfolio Returns as of Feb 28, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1985 - 28 February 2025 (~40 years)
Swipe left to see all data
Return (%) as of Feb 28, 2025
YTD
(2M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_merrill_lynch.webp Edge Select Aggressive
Merrill Lynch 		2.31 -0.24 3.79 13.80 11.38 8.89 8.84 10.55
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Momentum
-- Market Benchmark 		5.56 -0.32 11.30 20.79 13.86 13.23 13.14 13.82
Return over 1 year are annualized.
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Capital Growth as of Feb 28, 2025

Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since March 1995, now would be worth 12.69$, with a total return of 1169.18% (8.84% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since March 1995, now would be worth 40.58$, with a total return of 3958.20% (13.14% annualized).


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Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since January 1985, now would be worth 56.27$, with a total return of 5527.22% (10.55% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 181.27$, with a total return of 18027.22% (13.82% annualized).


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Portfolio Metrics as of Feb 28, 2025

The following metrics, updated as of 28 February 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 March 2024 - 28 February 2025 (1 year)
Period: 1 March 2020 - 28 February 2025 (5 years)
Period: 1 March 2015 - 28 February 2025 (10 years)
Period: 1 March 1995 - 28 February 2025 (30 years)
Period: 1 January 1985 - 28 February 2025 (~40 years)
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Edge Select Aggressive US Stocks Momentum
Author Merrill Lynch
ASSET ALLOCATION
Stocks 84% 100%
Fixed Income 16% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 13.80
20.79
Infl. Adjusted Return (%) 10.91 17.71
DRAWDOWN
Deepest Drawdown Depth (%)
-3.19
-5.47
Start to Recovery (months)
2
3
Longest Drawdown Depth (%)
-3.19
-5.47
Start to Recovery (months)
2
3
Longest Negative Period (months) 3
2
RISK INDICATORS
Standard Deviation (%)
8.12
13.38
Sharpe Ratio 1.09
1.18
Sortino Ratio 1.35
1.54
Ulcer Index
1.25
1.98
Ratio: Return / Standard Deviation
1.70
1.55
Ratio: Return / Deepest Drawdown
4.33
3.80
Metrics calculated over the period 1 March 2024 - 28 February 2025
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Edge Select Aggressive US Stocks Momentum
Author Merrill Lynch
ASSET ALLOCATION
Stocks 84% 100%
Fixed Income 16% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.38
13.86
Infl. Adjusted Return (%) 6.84 9.22
DRAWDOWN
Deepest Drawdown Depth (%)
-23.81
-30.16
Start to Recovery (months)
26
29
Longest Drawdown Depth (%)
-23.81
-30.16
Start to Recovery (months)
26
29
Longest Negative Period (months)
32
38
RISK INDICATORS
Standard Deviation (%)
14.99
19.19
Sharpe Ratio
0.60
0.60
Sortino Ratio 0.79
0.83
Ulcer Index
8.15
14.25
Ratio: Return / Standard Deviation
0.76
0.72
Ratio: Return / Deepest Drawdown
0.48
0.46
Metrics calculated over the period 1 March 2020 - 28 February 2025
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Edge Select Aggressive US Stocks Momentum
Author Merrill Lynch
ASSET ALLOCATION
Stocks 84% 100%
Fixed Income 16% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.89
13.23
Infl. Adjusted Return (%) 5.62 9.83
DRAWDOWN
Deepest Drawdown Depth (%)
-23.81
-30.16
Start to Recovery (months)
26
29
Longest Drawdown Depth (%)
-23.81
-30.16
Start to Recovery (months)
26
29
Longest Negative Period (months)
32
38
RISK INDICATORS
Standard Deviation (%)
12.92
16.01
Sharpe Ratio 0.56
0.72
Sortino Ratio 0.75
0.99
Ulcer Index
6.57
10.58
Ratio: Return / Standard Deviation 0.69
0.83
Ratio: Return / Deepest Drawdown 0.37
0.44
Metrics calculated over the period 1 March 2015 - 28 February 2025
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Edge Select Aggressive US Stocks Momentum
Author Merrill Lynch
ASSET ALLOCATION
Stocks 84% 100%
Fixed Income 16% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.84
13.14
Infl. Adjusted Return (%) 6.15 10.35
DRAWDOWN
Deepest Drawdown Depth (%)
-45.65
-53.85
Start to Recovery (months)
41
63
Longest Drawdown Depth (%)
-33.96
-53.85
Start to Recovery (months)
56
63
Longest Negative Period (months)
118
126
RISK INDICATORS
Standard Deviation (%)
13.25
15.46
Sharpe Ratio 0.49
0.70
Sortino Ratio 0.65
0.93
Ulcer Index
11.10
16.18
Ratio: Return / Standard Deviation 0.67
0.85
Ratio: Return / Deepest Drawdown 0.19
0.24
Metrics calculated over the period 1 March 1995 - 28 February 2025
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Edge Select Aggressive US Stocks Momentum
Author Merrill Lynch
ASSET ALLOCATION
Stocks 84% 100%
Fixed Income 16% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.55
13.82
Infl. Adjusted Return (%) 7.55 10.73
DRAWDOWN
Deepest Drawdown Depth (%)
-45.65
-53.85
Start to Recovery (months)
41
63
Longest Drawdown Depth (%)
-33.96
-53.85
Start to Recovery (months)
56
63
Longest Negative Period (months)
118
126
RISK INDICATORS
Standard Deviation (%)
13.28
15.42
Sharpe Ratio 0.56
0.69
Sortino Ratio 0.73
0.91
Ulcer Index
9.98
14.65
Ratio: Return / Standard Deviation 0.79
0.90
Ratio: Return / Deepest Drawdown 0.23
0.26
Metrics calculated over the period 1 January 1985 - 28 February 2025
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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.

DRAWDOWN COMPARISON
Period: 1 March 1995 - 28 February 2025 (30 years)
Period: 1 January 1985 - 28 February 2025 (~40 years)

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Edge Select Aggressive US Stocks Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-53.85 63 Nov 2007
Jan 2013
-45.65 41 Nov 2007
Mar 2011
-43.19 59 Sep 2000
Jul 2005
-33.96 56 Apr 2000
Nov 2004
-30.16 29 Nov 2021
Mar 2024
-23.81 26 Jan 2022
Feb 2024
-17.90 5 Feb 2020
Jun 2020
-17.64 7 Jan 2020
Jul 2020
-16.85 11 May 2011
Mar 2012
-15.44 9 Oct 2018
Jun 2019
-13.97 7 May 1998
Nov 1998
-11.51 3 Aug 1998
Oct 1998
-11.27 7 Oct 2018
Apr 2019
-10.51 14 Jun 2015
Jul 2016
-7.82 3 Sep 2020
Nov 2020

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Edge Select Aggressive US Stocks Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-53.85 63 Nov 2007
Jan 2013
-45.65 41 Nov 2007
Mar 2011
-43.19 59 Sep 2000
Jul 2005
-33.96 56 Apr 2000
Nov 2004
-30.55 23 Sep 1987
Jul 1989
-30.16 29 Nov 2021
Mar 2024
-23.81 26 Jan 2022
Feb 2024
-22.86 17 Sep 1987
Jan 1989
-17.90 5 Feb 2020
Jun 2020
-17.64 7 Jan 2020
Jul 2020
-16.85 11 May 2011
Mar 2012
-15.96 7 Aug 1990
Feb 1991
-15.44 9 Oct 2018
Jun 2019
-13.97 7 May 1998
Nov 1998
-12.56 8 Jun 1990
Jan 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
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 28 February 2025 (~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 US Stocks Momentum
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 2.31 -0.24
5.56
-0.32
2024
 15.15 -3.19
32.89
-5.47
2023
21.47
-8.85 9.15 -6.59
2022
-17.87
-23.81 -18.26 -26.94
2021
15.74
-3.70 13.37 -4.41
2020
 17.62 -17.64
29.85
-17.90
2019
 24.61 -5.32
27.26
-2.20
2018
 -6.88 -11.27
-1.66
-15.44
2017
 21.70 0.00
37.50
0.00
2016
9.21
-4.97 5.00 -5.03
2015
 -1.81 -9.34
8.93
-7.78
2014
 6.27 -3.59
14.61
-4.38
2013
 20.62 -2.29
34.58
-2.81
2012
15.28
-7.41 14.94 -6.80
2011
 -2.72 -16.85
5.93
-14.50
2010
 14.37 -10.38
18.02
-12.13
2009
30.72
-15.46 17.45 -19.56
2008
-32.45
-35.23 -40.96 -41.23
2007
 10.67 -4.82
17.64
-2.82
2006
16.89
-3.81 10.56 -3.64
2005
 9.86 -4.16
19.14
-1.25
2004
 13.59 -3.69
16.70
-2.66
2003
30.43
-3.69 25.99 -4.14
2002
 -14.01 -20.65
-12.28
-22.85
2001
-9.00
-19.93 -17.35 -26.75
2000
-8.67
-12.07 -9.61 -13.35
1999
 23.19 -2.88
40.42
-1.57
1998
 18.05 -13.97
48.76
-11.51
1997
 17.27 -6.20
36.86
-4.89
1996
 15.00 -3.98
29.83
-3.81
1995
 23.68 -0.91
42.32
-0.02
1994
0.50
-7.08 -1.09 -7.23
1993
21.88
-3.14 13.22 -2.14
1992
 3.09 -3.48
4.32
-3.35
1991
 34.86 -4.62
36.90
-4.00
1990
 -6.03 -15.96
1.49
-12.56
1989
 30.19 -2.36
42.76
-1.57
1988
18.97
-3.56 7.07 -5.33
1987
4.52
-22.86 2.34 -30.55
1986
25.81
-5.82 22.70 -7.79
1985
34.45
-2.58 32.38 -3.74
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