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Merrill Edge Select Funds
Merrill Edge Select Funds Strategic Asset Allocation - Optimal Moderate
Merrill Edge Select Funds Strategic Asset Allocation - Optimal Moderate
live (public) 0.02% September 24
Delayed
Holdings (As of 07/31/2020)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | CFSTX (THE SHORT TERM GOVERNMENT FUND SHARES) | 0.0% | Commerce Shrt-Term Government Instl | 28.88% |
| General Bond | BAGSX (BAIRD AGGREGATE BOND FUND INVESTOR) | 0.0% | Baird Aggregate Bond Inv | 5.42% |
| US Equity | TRBCX (T. ROWE PRICE BLUE CHIP GROWTH FUND INC. T. ROWE PRICE BLUE CHIP GROWTH FUND INC.) | 1.93% | T. Rowe Price Blue Chip Growth | 15.87% |
| US Equity | PRNHX (T. ROWE PRICE NEW HORIZONS FUND INC. T. ROWE PRICE NEW HORIZONS FUND INC.) | 1.60% | T. Rowe Price New Horizons | 14.33% |
| Emerging Market Equity | QFFOX (PEAR TREE PANAGORA EMERGING MARKETS FUND ORDINARY SHARES) | 0.50% | Pear Tree PanAgora Dyn Emerg Mkts Ord | 11.60% |
| International Equity | TROSX (T. ROWE PRICE OVERSEAS STOCK FUND T. ROWE PRICE OVERSEAS STOCK FUND) | 0.20% | T. Rowe Price Overseas Stock | 9.76% |
| International Equity | WAGTX (WASATCH WORLD INNOVATORS FUND INVESTOR CLASS SHARES) | 0.98% | Wasatch World Innovators | 9.27% |
| Long Term Bond | BTTTX (ZERO COUPON 2020 FUND INVESTOR CLASS) | 0.0% | American Century Zero Coupon 2020 Inv | 4.87% |
* Day change on 06/30/2020.
Previous
Beta
Instructions On FolioInvesting.com Download Current Holdings to FolioInvesting CSV file
Performance (As of 09/24/2020)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Merrill Edge Select Funds Strategic Asset Allocation - Optimal Moderate | -2.7% | 1.5% | 4.2% | 3.6% | 8.1% | 6.5% |
| VFINX (Vanguard (S&P 500) Index) | 9.3% | 19.7% | 18.8% | 16.4% | 13.8% | 14.4% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.6% | 13.0% | 11.5% | 8.7% | 8.6% | 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 | 15 Yr | 20 Yr | Since 01/02/2001 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.5 | 1.5 | 4.2 | 3.6 | 8.1 | 6.5 | 6.4 | 0.0 | 7.0 | 3.1 | 17.6 | -4.7 | 8.0 | 3.0 | -0.8 | 5.0 | 13.7 | 11.9 | 1.4 | 30.7 | 22.3 | -27.9 | 12.2 | 10.7 | 9.9 | 14.2 | 33.2 | -6.7 | -1.2 |
| Sharpe Ratio | NA | 0.34 | 0.29 | 0.46 | 0.69 | NA | NA | NA | 0.54 | 0.14 | 2.58 | -0.64 | 1.34 | 0.35 | -0.1 | 0.78 | 2.09 | 1.7 | 0.1 | 1.76 | 1.31 | -1.34 | 1.03 | 0.79 | 1.23 | 1.76 | 3.83 | -0.82 | -0.38 |
| Draw Down(%) | NA | 23.8 | 23.8 | 23.8 | 23.8 | NA | NA | NA | 41.4 | 23.8 | 3.0 | 12.2 | 4.1 | 8.1 | 8.9 | 4.7 | 5.6 | 5.0 | 13.7 | 8.3 | 17.7 | 37.9 | 7.1 | 11.9 | 4.7 | 7.7 | 5.7 | 16.7 | 16.2 |
| Standard Deviation(%) | NA | 18.2 | 12.4 | 10.7 | 10.7 | NA | NA | NA | 11.3 | 21.1 | 6.3 | 9.4 | 5.5 | 8.1 | 8.6 | 6.4 | 6.5 | 7.0 | 13.8 | 17.4 | 17.0 | 21.5 | 9.0 | 9.4 | 6.3 | 7.5 | 8.5 | 9.5 | 9.3 |
| Treynor Ratio | NA | 0.12 | 0.07 | 0.1 | 0.14 | NA | NA | NA | 0.12 | 0.06 | 0.35 | -0.12 | 0.12 | 0.05 | -0.02 | 0.09 | 0.24 | 0.23 | 0.03 | 0.53 | 0.37 | -0.59 | 0.19 | 0.1 | 0.17 | 0.25 | 0.85 | -0.25 | -0.1 |
| Alpha | NA | 0.0 | 0.0 | 0.0 | 0.01 | NA | NA | NA | 0.01 | 0.01 | 0.01 | -0.01 | -0.01 | -0.01 | 0.0 | 0.0 | -0.01 | 0.02 | 0.0 | 0.08 | 0.03 | -0.04 | 0.03 | 0.0 | 0.03 | 0.03 | 0.08 | 0.0 | 0.0 |
| Beta | NA | 0.51 | 0.51 | 0.52 | 0.52 | NA | NA | NA | 0.49 | 0.51 | 0.46 | 0.5 | 0.63 | 0.59 | 0.52 | 0.52 | 0.56 | 0.52 | 0.53 | 0.58 | 0.61 | 0.49 | 0.49 | 0.76 | 0.46 | 0.54 | 0.38 | 0.31 | 0.36 |
| RSquared | NA | 0.92 | 0.87 | 0.87 | 0.71 | NA | NA | NA | 0.75 | 0.92 | 0.83 | 0.8 | 0.58 | 0.9 | 0.86 | 0.88 | 0.91 | 0.9 | 0.82 | 0.34 | 0.95 | 0.88 | 0.78 | 0.65 | 0.58 | 0.63 | 0.59 | 0.71 | 0.7 |
| Sortino Ratio | NA | 0.43 | 0.37 | 0.6 | 1.0 | NA | NA | NA | 0.76 | 0.17 | 3.9 | -0.83 | 1.78 | 0.47 | -0.13 | 1.07 | 3.03 | 2.59 | 0.13 | 3.97 | 1.91 | -1.74 | 1.41 | 1.12 | 1.83 | 2.52 | 6.19 | -1.13 | -0.49 |
| Yield(%) | N/A | 1.8 | 2.8 | 3.4 | 5.1 | 5.5 | 5.5 | 7.1 | 3.64 | 0.5 | 2.3 | 5.5 | 0.3 | 2.7 | 5.3 | 4.2 | 4.6 | 2.8 | 3.2 | 2.5 | 1.8 | 2.8 | 3.2 | 7.0 | 5.4 | 6.3 | 2.1 | 1.6 | 5.0 |
| Dividend Growth(%) | N/A | -66.3 | -20.4 | 18.3 | N/A | N/A | N/A | N/A | N/A | -74.1 | -60.1 | 1914.4 | -88.4 | -50.7 | 32.7 | 1.9 | 84.0 | -10.5 | 65.6 | 67.3 | -51.2 | -3.0 | -50.2 | 45.9 | -3.9 | 300.0 | 22.6 | -68.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Optimal
strategy. Asset weights of available asset classes
in Merrill Edge Select Funds are derived based on long term asset trends and their correlations.
For each major asset class, one or two funds are selected:
1. Risk allocation: the risk profile of this portfolio is 40.
The total allocation of the fixed income asset should be at least 40%.
2. Asset weights:
3. Fund selection: one or two top performing funds among 65 available funds in the plan are chosen for each asset.
They are usually equally weighted within the asset by default. Volatile funds or ETFs with small trading volume are ignored.
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.
5.
Simulation: Performance data before this portfolio went public are obtained from historical simulation. They are hypothetical.
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