Merrill Lynch Edge Select Aggressive vs US Stocks Quality 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
US Stocks Quality Portfolio
1.00$
Initial Capital
October 1994
30.64$
Final Capital
September 2024
12.08%
Yearly Return
15.09
Std Deviation
-46.25%
Max Drawdown
40 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
US Stocks Quality Portfolio
1.00$
Initial Capital
January 1985
130.66$
Final Capital
September 2024
13.04%
Yearly Return
15.17
Std Deviation
-46.25%
Max Drawdown
40 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 US Stocks Quality Portfolio obtained a 12.08% compound annual return, with a 15.09% 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
US Stocks Quality 22.76 1.16 9.65 37.56 15.81 13.46 12.08 13.04
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).

US Stocks Quality Portfolio: an investment of 1$, since October 1994, now would be worth 30.64$, with a total return of 2963.60% (12.08% 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).

US Stocks Quality Portfolio: an investment of 1$, since January 1985, now would be worth 130.66$, with a total return of 12965.88% (13.04% 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 US Stocks Quality
Author Merrill Lynch
ASSET ALLOCATION
Stocks 84% 100%
Fixed Income 16% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 28.75 37.56
Infl. Adjusted Return (%) 25.72 34.33
DRAWDOWN
Deepest Drawdown Depth (%) -3.19 -4.50
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.47 -1.48
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 10.44 11.80
Sharpe Ratio 2.24 2.73
Sortino Ratio 3.12 3.65
Ulcer Index 1.12 1.31
Ratio: Return / Standard Deviation 2.75 3.18
Ratio: Return / Deepest Drawdown 9.01 8.35
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Edge Select Aggressive US Stocks Quality
Author Merrill Lynch
ASSET ALLOCATION
Stocks 84% 100%
Fixed Income 16% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.24 15.81
Infl. Adjusted Return (%) 6.78 11.17
DRAWDOWN
Deepest Drawdown Depth (%) -23.81 -27.78
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -23.81 -27.78
Start to Recovery (months) 26 24
Longest Negative Period (months) 32 27
RISK INDICATORS
Standard Deviation (%) 15.17 18.64
Sharpe Ratio 0.60 0.73
Sortino Ratio 0.79 0.96
Ulcer Index 8.48 9.53
Ratio: Return / Standard Deviation 0.74 0.85
Ratio: Return / Deepest Drawdown 0.47 0.57
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Edge Select Aggressive US Stocks Quality
Author Merrill Lynch
ASSET ALLOCATION
Stocks 84% 100%
Fixed Income 16% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.32 13.46
Infl. Adjusted Return (%) 6.28 10.31
DRAWDOWN
Deepest Drawdown Depth (%) -23.81 -27.78
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -23.81 -27.78
Start to Recovery (months) 26 24
Longest Negative Period (months) 32 27
RISK INDICATORS
Standard Deviation (%) 12.89 15.57
Sharpe Ratio 0.61 0.77
Sortino Ratio 0.81 1.03
Ulcer Index 6.57 7.16
Ratio: Return / Standard Deviation 0.72 0.86
Ratio: Return / Deepest Drawdown 0.39 0.48
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Edge Select Aggressive US Stocks Quality
Author Merrill Lynch
ASSET ALLOCATION
Stocks 84% 100%
Fixed Income 16% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.77 12.08
Infl. Adjusted Return (%) 6.10 9.33
DRAWDOWN
Deepest Drawdown Depth (%) -45.65 -46.25
Start to Recovery (months) 41 40
Longest Drawdown Depth (%) -33.96 -43.01
Start to Recovery (months) 56 77
Longest Negative Period (months) 118 130
RISK INDICATORS
Standard Deviation (%) 13.24 15.09
Sharpe Ratio 0.49 0.65
Sortino Ratio 0.64 0.86
Ulcer Index 11.10 13.77
Ratio: Return / Standard Deviation 0.66 0.80
Ratio: Return / Deepest Drawdown 0.19 0.26
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Edge Select Aggressive US Stocks Quality
Author Merrill Lynch
ASSET ALLOCATION
Stocks 84% 100%
Fixed Income 16% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.63 13.04
Infl. Adjusted Return (%) 7.63 9.98
DRAWDOWN
Deepest Drawdown Depth (%) -45.65 -46.25
Start to Recovery (months) 41 40
Longest Drawdown Depth (%) -33.96 -43.01
Start to Recovery (months) 56 77
Longest Negative Period (months) 118 130
RISK INDICATORS
Standard Deviation (%) 13.32 15.17
Sharpe Ratio 0.56 0.65
Sortino Ratio 0.74 0.86
Ulcer Index 10.04 12.53
Ratio: Return / Standard Deviation 0.80 0.86
Ratio: Return / Deepest Drawdown 0.23 0.28
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 US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-46.25 40 Nov 2007
Feb 2011
-45.65 41 Nov 2007
Mar 2011
-43.01 77 Sep 2000
Jan 2007
-33.96 56 Apr 2000
Nov 2004
-27.78 24 Jan 2022
Dec 2023
-23.81 26 Jan 2022
Feb 2024
-19.34 7 Jan 2020
Jul 2020
-17.64 7 Jan 2020
Jul 2020
-16.85 11 May 2011
Mar 2012
-14.61 7 Oct 2018
Apr 2019
-13.97 7 May 1998
Nov 1998
-13.90 9 May 2011
Jan 2012
-12.07 4 Jul 1998
Oct 1998
-11.27 7 Oct 2018
Apr 2019
-10.51 14 Jun 2015
Jul 2016

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Edge Select Aggressive US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-46.25 40 Nov 2007
Feb 2011
-45.65 41 Nov 2007
Mar 2011
-43.01 77 Sep 2000
Jan 2007
-33.96 56 Apr 2000
Nov 2004
-29.94 21 Sep 1987
May 1989
-27.78 24 Jan 2022
Dec 2023
-23.81 26 Jan 2022
Feb 2024
-22.86 17 Sep 1987
Jan 1989
-19.34 7 Jan 2020
Jul 2020
-17.64 7 Jan 2020
Jul 2020
-16.85 11 May 2011
Mar 2012
-15.96 7 Aug 1990
Feb 1991
-14.61 7 Oct 2018
Apr 2019
-13.97 7 May 1998
Nov 1998
-13.90 9 May 2011
Jan 2012

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 US Stocks Quality
Year Return Drawdown Return Drawdown
2024
 16.11% -3.19% 22.76% -4.50%
2023
 21.47% -8.85% 30.88% -6.88%
2022
 -17.87% -23.81% -20.49% -27.78%
2021
 15.74% -3.70% 26.93% -6.45%
2020
 17.62% -17.64% 17.03% -19.34%
2019
 24.61% -5.32% 33.89% -6.58%
2018
 -6.88% -11.27% -5.68% -14.61%
2017
 21.70% 0.00% 22.27% -0.04%
2016
 9.21% -4.97% 9.21% -4.62%
2015
 -1.81% -9.34% 5.46% -6.64%
2014
 6.27% -3.59% 11.62% -4.19%
2013
 20.62% -2.29% 34.11% -2.85%
2012
 15.28% -7.41% 12.59% -7.19%
2011
 -2.72% -16.85% 7.32% -13.90%
2010
 14.37% -10.38% 14.04% -12.90%
2009
 30.72% -15.46% 24.74% -18.35%
2008
 -32.45% -35.23% -31.36% -32.42%
2007
 10.67% -4.82% 9.91% -4.10%
2006
 16.89% -3.81% 12.62% -3.30%
2005
 9.86% -4.16% 5.28% -3.71%
2004
 13.59% -3.69% 8.51% -3.83%
2003
 30.43% -3.69% 23.58% -4.72%
2002
 -14.01% -20.65% -21.34% -27.87%
2001
 -9.00% -19.93% -10.47% -22.22%
2000
 -8.67% -12.07% -6.78% -12.22%
1999
 23.19% -2.88% 26.24% -4.34%
1998
 18.05% -13.97% 45.30% -12.07%
1997
 17.27% -6.20% 32.95% -5.23%
1996
 15.00% -3.98% 30.34% -3.76%
1995
 23.68% -0.91% 39.91% -0.17%
1994
 0.50% -7.08% 5.81% -6.09%
1993
 21.88% -3.14% -1.84% -3.85%
1992
 3.09% -3.48% 2.36% -3.83%
1991
 34.86% -4.62% 42.31% -3.57%
1990
 -6.03% -15.96% 3.83% -11.84%
1989
 30.19% -2.36% 36.63% -2.05%
1988
 18.97% -3.56% 15.66% -3.85%
1987
 4.52% -22.86% 4.18% -29.94%
1986
 25.81% -5.82% 24.86% -7.56%
1985
 34.45% -2.58% 33.09% -3.58%