Merrill Lynch Edge Select Aggressive vs Value Stock Geek Weird Portfolio Comparison

Period: January 1985 - October 2024 (~40 years)
Consolidated Returns as of 31 October 2024
Rebalancing: at every Jan 1st
Currency: USD
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Merrill Lynch Edge Select Aggressive Portfolio
1.00$
Initial Capital
November 1994
11.97$
Final Capital
October 2024
8.63%
Yearly Return
13.25
Std Deviation
-45.65%
Max Drawdown
41months
Recovery Period
Value Stock Geek Weird Portfolio
1.00$
Initial Capital
November 1994
12.10$
Final Capital
October 2024
8.67%
Yearly Return
10.93
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period
Merrill Lynch Edge Select Aggressive Portfolio
1.00$
Initial Capital
January 1985
54.34$
Final Capital
October 2024
10.55%
Yearly Return
13.31
Std Deviation
-45.65%
Max Drawdown
41months
Recovery Period
Value Stock Geek Weird Portfolio
1.00$
Initial Capital
January 1985
37.90$
Final Capital
October 2024
9.56%
Yearly Return
10.48
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period

The Merrill Lynch Edge Select Aggressive Portfolio obtained a 8.63% compound annual return, with a 13.25% standard deviation, in the last 30 Years.

The Value Stock Geek Weird Portfolio obtained a 8.67% compound annual return, with a 10.93% standard deviation, in the last 30 Years.

Returns as of Oct 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 31 October 2024 (~40 years)
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Return (%) as of Oct 31, 2024
YTD
(10M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Edge Select Aggressive
Merrill Lynch 		13.77 -2.00 10.58 29.35 10.27 8.88 8.63 10.55
Weird Portfolio
Value Stock Geek 		9.33 -2.27 12.91 27.64 5.00 6.01 8.67 9.56
Return over 1 year are annualized.

Capital Growth as of Oct 31, 2024

Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since November 1994, now would be worth 11.97$, with a total return of 1096.93% (8.63% annualized).

Value Stock Geek Weird Portfolio: an investment of 1$, since November 1994, now would be worth 12.10$, with a total return of 1110.01% (8.67% annualized).


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Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since January 1985, now would be worth 54.34$, with a total return of 5334.06% (10.55% annualized).

Value Stock Geek Weird Portfolio: an investment of 1$, since January 1985, now would be worth 37.90$, with a total return of 3690.40% (9.56% annualized).


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Metrics as of Oct 31, 2024

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

METRIC COMPARISON
Period: 1 November 2023 - 31 October 2024 (1 year)
Period: 1 November 2019 - 31 October 2024 (5 years)
Period: 1 November 2014 - 31 October 2024 (10 years)
Period: 1 November 1994 - 31 October 2024 (30 years)
Period: 1 January 1985 - 31 October 2024 (~40 years)
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Edge Select Aggressive Weird Portfolio
Author Merrill Lynch Value Stock Geek
ASSET ALLOCATION
Stocks 84% 60%
Fixed Income 16% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 29.35 27.64
Infl. Adjusted Return (%) 26.10 24.43
DRAWDOWN
Deepest Drawdown Depth (%) -3.19 -4.13
Start to Recovery (months) 2 4
Longest Drawdown Depth (%) -0.21 -4.13
Start to Recovery (months) 2 4
Longest Negative Period (months) 2 6
RISK INDICATORS
Standard Deviation (%) 10.24 13.93
Sharpe Ratio 2.35 1.60
Sortino Ratio 3.30 2.26
Ulcer Index 1.05 1.78
Ratio: Return / Standard Deviation 2.87 1.98
Ratio: Return / Deepest Drawdown 9.20 6.70
Metrics calculated over the period 1 November 2023 - 31 October 2024
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Edge Select Aggressive Weird Portfolio
Author Merrill Lynch Value Stock Geek
ASSET ALLOCATION
Stocks 84% 60%
Fixed Income 16% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 10.27 5.00
Infl. Adjusted Return (%) 5.86 0.80
DRAWDOWN
Deepest Drawdown Depth (%) -23.81 -24.18
Start to Recovery (months) 26 33
Longest Drawdown Depth (%) -23.81 -24.18
Start to Recovery (months) 26 33
Longest Negative Period (months) 32 47
RISK INDICATORS
Standard Deviation (%) 15.21 14.41
Sharpe Ratio 0.53 0.19
Sortino Ratio 0.70 0.27
Ulcer Index 8.49 10.30
Ratio: Return / Standard Deviation 0.68 0.35
Ratio: Return / Deepest Drawdown 0.43 0.21
Metrics calculated over the period 1 November 2019 - 31 October 2024
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Edge Select Aggressive Weird Portfolio
Author Merrill Lynch Value Stock Geek
ASSET ALLOCATION
Stocks 84% 60%
Fixed Income 16% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 8.88 6.01
Infl. Adjusted Return (%) 5.83 3.04
DRAWDOWN
Deepest Drawdown Depth (%) -23.81 -24.18
Start to Recovery (months) 26 33
Longest Drawdown Depth (%) -23.81 -24.18
Start to Recovery (months) 26 33
Longest Negative Period (months) 32 47
RISK INDICATORS
Standard Deviation (%) 12.91 11.54
Sharpe Ratio 0.57 0.39
Sortino Ratio 0.76 0.54
Ulcer Index 6.57 7.63
Ratio: Return / Standard Deviation 0.69 0.52
Ratio: Return / Deepest Drawdown 0.37 0.25
Metrics calculated over the period 1 November 2014 - 31 October 2024
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Edge Select Aggressive Weird Portfolio
Author Merrill Lynch Value Stock Geek
ASSET ALLOCATION
Stocks 84% 60%
Fixed Income 16% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 8.63 8.67
Infl. Adjusted Return (%) 5.95 5.99
DRAWDOWN
Deepest Drawdown Depth (%) -45.65 -32.97
Start to Recovery (months) 41 29
Longest Drawdown Depth (%) -33.96 -24.18
Start to Recovery (months) 56 33
Longest Negative Period (months) 118 47
RISK INDICATORS
Standard Deviation (%) 13.25 10.93
Sharpe Ratio 0.48 0.58
Sortino Ratio 0.63 0.77
Ulcer Index 11.10 6.62
Ratio: Return / Standard Deviation 0.65 0.79
Ratio: Return / Deepest Drawdown 0.19 0.26
Metrics calculated over the period 1 November 1994 - 31 October 2024
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Edge Select Aggressive Weird Portfolio
Author Merrill Lynch Value Stock Geek
ASSET ALLOCATION
Stocks 84% 60%
Fixed Income 16% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 10.55 9.56
Infl. Adjusted Return (%) 7.55 6.58
DRAWDOWN
Deepest Drawdown Depth (%) -45.65 -32.97
Start to Recovery (months) 41 29
Longest Drawdown Depth (%) -33.96 -24.18
Start to Recovery (months) 56 33
Longest Negative Period (months) 118 47
RISK INDICATORS
Standard Deviation (%) 13.31 10.48
Sharpe Ratio 0.56 0.61
Sortino Ratio 0.73 0.81
Ulcer Index 10.03 6.11
Ratio: Return / Standard Deviation 0.79 0.91
Ratio: Return / Deepest Drawdown 0.23 0.29
Metrics calculated over the period 1 January 1985 - 31 October 2024

Drawdowns

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

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Edge Select Aggressive Weird Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.65 41 Nov 2007
Mar 2011
-33.96 56 Apr 2000
Nov 2004
-32.97 29 Nov 2007
Mar 2010
-24.18 33 Jan 2022
Sep 2024
-23.81 26 Jan 2022
Feb 2024
-17.64 7 Jan 2020
Jul 2020
-16.85 11 May 2011
Mar 2012
-13.97 7 May 1998
Nov 1998
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-11.27 7 Oct 2018
Apr 2019
-10.51 14 Jun 2015
Jul 2016
-8.66 8 Sep 2018
Apr 2019
-8.65 12 Jun 2002
May 2003
-7.41 6 Apr 2012
Sep 2012

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Edge Select Aggressive Weird Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.65 41 Nov 2007
Mar 2011
-33.96 56 Apr 2000
Nov 2004
-32.97 29 Nov 2007
Mar 2010
-24.18 33 Jan 2022
Sep 2024
-23.81 26 Jan 2022
Feb 2024
-22.86 17 Sep 1987
Jan 1989
-17.64 7 Jan 2020
Jul 2020
-16.85 11 May 2011
Mar 2012
-16.24 18 Dec 1989
May 1991
-15.96 7 Aug 1990
Feb 1991
-13.97 7 May 1998
Nov 1998
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-12.71 14 Sep 1987
Oct 1988
-11.27 7 Oct 2018
Apr 2019

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 October 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 Weird Portfolio
Year Return Drawdown Return Drawdown
2024
 13.77% -3.19% 9.33% -4.13%
2023
 21.47% -8.85% 10.94% -12.66%
2022
 -17.87% -23.81% -18.17% -24.18%
2021
 15.74% -3.70% 14.49% -3.51%
2020
 17.62% -17.64% 10.52% -13.36%
2019
 24.61% -5.32% 21.93% -1.68%
2018
 -6.88% -11.27% -8.01% -8.66%
2017
 21.70% 0.00% 14.20% -0.31%
2016
 9.21% -4.97% 10.34% -6.58%
2015
 -1.81% -9.34% -1.57% -7.20%
2014
 6.27% -3.59% 11.39% -5.08%
2013
 20.62% -2.29% 5.71% -6.89%
2012
 15.28% -7.41% 13.28% -4.45%
2011
 -2.72% -16.85% 7.07% -5.96%
2010
 14.37% -10.38% 22.57% -4.90%
2009
 30.72% -15.46% 19.50% -17.34%
2008
 -32.45% -35.23% -15.22% -24.57%
2007
 10.67% -4.82% 4.32% -4.58%
2006
 16.89% -3.81% 21.26% -3.05%
2005
 9.86% -4.16% 13.51% -2.30%
2004
 13.59% -3.69% 20.31% -7.32%
2003
 30.43% -3.69% 32.68% -1.93%
2002
 -14.01% -20.65% 7.55% -8.65%
2001
 -9.00% -19.93% 4.90% -4.41%
2000
 -8.67% -12.07% 11.88% -2.51%
1999
 23.19% -2.88% 2.11% -4.11%
1998
 18.05% -13.97% -0.30% -13.23%
1997
 17.27% -6.20% 4.80% -3.83%
1996
 15.00% -3.98% 10.07% -2.17%
1995
 23.68% -0.91% 14.94% -1.53%
1994
 0.50% -7.08% -4.11% -7.57%
1993
 21.88% -3.14% 21.05% -2.35%
1992
 3.09% -3.48% 10.23% -2.71%
1991
 34.86% -4.62% 18.76% -2.61%
1990
 -6.03% -15.96% -10.86% -16.22%
1989
 30.19% -2.36% 13.23% -1.43%
1988
 18.97% -3.56% 12.98% -1.18%
1987
 4.52% -22.86% 8.44% -12.71%
1986
 25.81% -5.82% 28.08% -2.01%
1985
 34.45% -2.58% 30.14% -1.95%