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

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
30 Years
All (since January 1985)
Merrill Lynch Edge Select Aggressive Portfolio
1.00$
Initial Capital
December 1994
12.93$
Final Capital
November 2024
8.91%
Yearly Return
13.23%
Std Deviation
-45.65%
Max Drawdown
41months
Recovery Period
1.00$
Initial Capital
January 1985
56.37$
Final Capital
November 2024
10.63%
Yearly Return
13.31%
Std Deviation
-45.65%
Max Drawdown
41months
Recovery Period
US Stocks Quality Portfolio
1.00$
Initial Capital
December 1994
31.77$
Final Capital
November 2024
12.22%
Yearly Return
15.09%
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1985
135.02$
Final Capital
November 2024
13.08%
Yearly Return
15.16%
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period

As of November 2024, in the previous 30 Years, the Merrill Lynch Edge Select Aggressive Portfolio obtained a 8.91% compound annual return, with a 13.23% standard deviation. It suffered a maximum drawdown of -45.65% that required 41 months to be recovered.

As of November 2024, in the previous 30 Years, the US Stocks Quality Portfolio obtained a 12.22% compound annual return, with a 15.09% standard deviation. It suffered a maximum drawdown of -46.25% that required 40 months to be recovered.

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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 Quality Portfolio
Weight
(%)		 ETF
Ticker		 Name
100.00
QUAL
iShares Edge MSCI USA Quality Factor ETF
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Portfolio Returns as of Nov 30, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M) 		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 		18.02 3.73 10.31 23.68 10.58 9.14 8.91 10.63
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Quality
-- Market Benchmark 		26.86 5.03 12.37 32.81 15.06 13.27 12.22 13.08
Return over 1 year are annualized.
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Capital Growth as of Nov 30, 2024

Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since December 1994, now would be worth 12.93$, with a total return of 1192.95% (8.91% annualized).

US Stocks Quality Portfolio: an investment of 1$, since December 1994, now would be worth 31.77$, with a total return of 3076.98% (12.22% annualized).


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Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since January 1985, now would be worth 56.37$, with a total return of 5536.82% (10.63% annualized).

US Stocks Quality Portfolio: an investment of 1$, since January 1985, now would be worth 135.02$, with a total return of 13402.38% (13.08% annualized).


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Portfolio Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)
Swipe left to see all data
Edge Select Aggressive US Stocks Quality
Author Merrill Lynch
ASSET ALLOCATION
Stocks 84% 100%
Fixed Income 16% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 23.68 32.81
Infl. Adjusted Return (%) 20.39 29.27
DRAWDOWN
Deepest Drawdown Depth (%) -3.19 -4.50
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -0.21 -4.50
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 8.11 10.47
Sharpe Ratio 2.27 2.64
Sortino Ratio 2.79 3.31
Ulcer Index 1.05 1.32
Ratio: Return / Standard Deviation 2.92 3.13
Ratio: Return / Deepest Drawdown 7.42 7.30
Metrics calculated over the period 1 December 2023 - 30 November 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 (%) 10.58 15.06
Infl. Adjusted Return (%) 6.14 10.44
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 (%) 15.25 18.70
Sharpe Ratio 0.54 0.68
Sortino Ratio 0.72 0.90
Ulcer Index 8.49 9.53
Ratio: Return / Standard Deviation 0.69 0.81
Ratio: Return / Deepest Drawdown 0.44 0.54
Metrics calculated over the period 1 December 2019 - 30 November 2024
Swipe left to see all data
Edge Select Aggressive US Stocks Quality
Author Merrill Lynch
ASSET ALLOCATION
Stocks 84% 100%
Fixed Income 16% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.14 13.27
Infl. Adjusted Return (%) 6.03 10.05
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 (%) 12.95 15.63
Sharpe Ratio 0.59 0.75
Sortino Ratio 0.78 1.00
Ulcer Index 6.57 7.17
Ratio: Return / Standard Deviation 0.71 0.85
Ratio: Return / Deepest Drawdown 0.38 0.48
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Edge Select Aggressive US Stocks Quality
Author Merrill Lynch
ASSET ALLOCATION
Stocks 84% 100%
Fixed Income 16% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.91 12.22
Infl. Adjusted Return (%) 6.22 9.46
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 (%) 13.23 15.09
Sharpe Ratio 0.50 0.66
Sortino Ratio 0.65 0.87
Ulcer Index 11.10 13.77
Ratio: Return / Standard Deviation 0.67 0.81
Ratio: Return / Deepest Drawdown 0.20 0.26
Metrics calculated over the period 1 December 1994 - 30 November 2024
Swipe left to see all data
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 13.08
Infl. Adjusted Return (%) 7.63 10.01
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 (%) 13.31 15.16
Sharpe Ratio 0.56 0.66
Sortino Ratio 0.74 0.87
Ulcer Index 10.01 12.51
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 November 2024
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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 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 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 November 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
 18.02 -3.19 26.86 -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
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book