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Merrill Edge No Load No Transaction Fee Mutual Funds
Merrill Edge No Load No Transaction Fee Mutual Funds Tactical Asset Allocation Moderate
Merrill Edge No Load No Transaction Fee Mutual Funds Tactical Asset Allocation Moderate
live (public) 0.57% September 18
Delayed
Holdings (As of 06/30/2015)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| CASH | CASH (CASH) | 0.0% | CASH | 0.00% |
| Real Estate | BREFX (BARON REAL ESTATE FUND BARON REAL ESTATE FUND) | 0.58% | Baron Real Estate Retail | 14.55% |
| General Bond | BTFTX (ZERO COUPON 2015 FUND INVESTOR CLASS) | 0.01% | American Century Zero Coupon 2015 Inv | 40.30% |
| International Equity | CAMIX (CAMBIAR INTERNATIONAL EQUITY FUND INVESTOR CLASS SHARES) | 0.04% | Cambiar International Equity Inv | 0.17% |
| International Equity | MAKOX (MATTHEWS KOREA FUND INVESTOR CLASS SHARES) | 1.71% | Matthews Korea Investor | 0.17% |
| US Equity | BUFEX (BUFFALO LARGE CAP FUND BUFFALO LARGE CAP FUND) | 0.44% | Buffalo Large Cap | 14.05% |
| US Equity | DTSGX (SMALL COMPANY GROWTH PORTFOLIO INVESTMENT CLASS) | 0.91% | Wilshire Small Company Growth Invmt | 16.06% |
| US Equity | TSCEX (TURNER SMALL CAP GROWTH FUND INVESTOR) | 1.66% | Turner Small Cap Growth | 14.70% |
* Day change on 06/30/2015.
Previous
Beta
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Performance (As of 09/18/2015)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Merrill Edge No Load No Transaction Fee Mutual Funds Tactical Asset Allocation Moderate | -0.9% | -0.4% | 7.4% | 6.8% | 10.5% | |
| VFINX (Vanguard (S&P 500) Index) | 8.0% | 16.0% | 19.7% | 16.1% | 13.5% | 14.4% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.9% | 11.0% | 12.2% | 8.6% | 8.4% | 9.3% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -1.6 | -0.4 | 7.4 | 6.8 | 10.5 | 0.0 | 0.0 | 10.6 | -3.4 | -1.5 | 16.8 | 18.3 | -5.6 | 14.8 | 18.6 | 6.9 | 15.5 | 14.5 | 10.8 | 16.4 | 26.4 | 8.0 | 4.9 |
| Sharpe Ratio | NA | -0.28 | 0.61 | 0.55 | 0.87 | NA | NA | 1.06 | -0.37 | -0.17 | 2.28 | 2.39 | -0.43 | 1.33 | 1.54 | 0.72 | 1.07 | 1.14 | 1.21 | 1.62 | 4.45 | 1.6 | 0.46 |
| Draw Down(%) | NA | 10.2 | 10.9 | 14.5 | 14.5 | NA | NA | 14.5 | 10.2 | 10.1 | 7.1 | 6.3 | 14.5 | 7.7 | 7.0 | 5.7 | 11.0 | 12.8 | 6.0 | 12.8 | 3.4 | 2.7 | 5.1 |
| Standard Deviation(%) | NA | 9.0 | 8.2 | 9.6 | 10.1 | NA | NA | 9.1 | 9.4 | 8.9 | 7.4 | 7.6 | 13.3 | 11.0 | 12.0 | 8.3 | 11.7 | 9.9 | 7.2 | 9.5 | 5.8 | 4.3 | 5.6 |
| Treynor Ratio | NA | -0.05 | 0.09 | 0.1 | 0.43 | NA | NA | 0.62 | -0.07 | -0.02 | 0.3 | 0.38 | -0.12 | 0.31 | 1.82 | -0.69 | 0.23 | 0.17 | 0.29 | 0.37 | 4.87 | -0.84 | 2.98 |
| Alpha | NA | -0.01 | 0.0 | 0.0 | 0.03 | NA | NA | 0.04 | -0.01 | -0.03 | 0.0 | 0.04 | -0.02 | 0.03 | 0.06 | 0.01 | 0.04 | 0.02 | 0.03 | 0.04 | 0.09 | 0.02 | 0.01 |
| Beta | NA | 0.52 | 0.53 | 0.52 | 0.2 | NA | NA | 0.16 | 0.52 | 0.64 | 0.55 | 0.48 | 0.48 | 0.47 | 0.1 | -0.09 | 0.54 | 0.65 | 0.3 | 0.41 | 0.05 | -0.08 | 0.01 |
| RSquared | NA | 0.76 | 0.66 | 0.69 | 0.18 | NA | NA | 0.12 | 0.74 | 0.67 | 0.69 | 0.65 | 0.72 | 0.6 | 0.05 | 0.18 | 0.56 | 0.43 | 0.19 | 0.23 | 0.02 | 0.25 | 0.0 |
| Sortino Ratio | NA | -0.38 | 0.83 | 0.74 | 1.23 | NA | NA | 1.49 | -0.49 | -0.22 | 3.28 | 3.54 | -0.56 | 1.95 | 2.48 | 1.02 | 1.44 | 1.61 | 1.66 | 2.3 | 7.45 | 2.33 | 0.62 |
| Yield(%) | N/A | 3.7 | 3.5 | 3.4 | 7.6 | 10.8 | 8.1 | 0.0 | 0.5 | 3.5 | 2.5 | 5.0 | 2.4 | 3.2 | 3.4 | 3.4 | 9.3 | 8.1 | 12.3 | 6.2 | 6.4 | 5.4 | 4.7 |
| Dividend Growth(%) | N/A | 129.2 | 47.2 | -22.1 | N/A | N/A | N/A | N/A | -86.8 | 58.5 | -40.6 | 97.4 | -13.7 | 12.6 | 4.8 | -57.2 | 29.2 | -25.5 | 129.6 | 22.1 | 28.8 | 20.9 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Tactical Asset Allocation
. The following is the description on how in general the strategy works for this portfolio. It is for information purpose only. The actual implementation might be
different from the description in some situations where optimization has been implemented.
The strategy first derives trend scores of the 5 major asset classes: US Equity, Emerging Market Equity, Foreign Equity, Fixed Income, REITs that are covered in Merrill Edge No Load No Transaction Fee Mutual Funds. It then selects the top 2 risk assets and 1 fixed income asset.
1. Risk allocation: the risk profile of this portfolio is 40.
The total allocation of the 1 fixed income asset should be at least 40%.
2. Asset weights: risk assets selected are equally weighted by
default.
3. Fund selection: about 2 top performing funds among 526 available funds in the plan are chosen for each asset selected. They are usually equally weighted within
the asset by default.
4. Rebalance frequency: the portfolio is reviewed by the strategy program monthly
and the above steps are repeated. Asset weights are rebalanced back to target allocation if it is necessary. During a market downturn, the asset
exposure to risk assets might be reduced and is switched to fixed income instead to avoid big loss.
5.
Simulation: Performance data before this portfolio went public on
02/06/2013
are obtained from historical simulation. They are hypothetical.
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