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Merrill Edge Total Return Bond
live (public) 0.39% April 26
This portfolio is for fixed income investments in Merrill Edge. It invests in a no load no transaction fee total return bond fund and rebalances every month. It obeys the 3 month minimum holding period requirement for every fund. Please see the following newsletters for more detailed description:
- September 22, 2014: Why Total Return Bond Funds?
- June 3, 2013: Total Return Bond Fund Portfolios For Major Brokerages
For its smart usage in other asset allocation portfolios, see the following:
FIXED INCOME | ||
---|---|---|
Intermediate-Term Bond | TGMNX | TCW Total Return Bond N |
Intermediate-Term Bond | DLTNX | DoubleLine Total Return Bond N |
Intermediate-Term Bond | PBDDX | PIMCO Investment Grade Corp Bd D |
Multisector Bond | PONDX | PIMCO Income D |
Intermediate-Term Bond | MWTRX | Metropolitan West Total Return Bond M |
Intermediate-Term Bond | PTTDX | PIMCO Total Return D |
Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
CASH | CASH (CASH) | 0.0% | CASH | 0.01% |
General Bond | PONAX (PIMCO INCOME FUND CLASS A) | 0.10% | PIMCO Income A | 99.99% |
* Day change on 02/29/2024.
Instructions On FolioInvesting.com Download Current Holdings to FolioInvesting CSV file
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Merrill Edge Total Return Bond | -1.2% | 0.3% | -0.5% | 3.9% | 3.7% | 7.1% |
VFINX (Vanguard (S&P 500) Index) | 7.3% | 27.5% | 8.3% | 13.5% | 12.6% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.7% | 15.1% | 2.4% | 7.6% | 7.7% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.1 | -1.2 | 0.3 | -0.5 | 3.9 | 3.7 | 7.1 | 6.1 | 6.5 | 0.6 | -1.2 | 3.3 | 10.2 | 10.5 | -0.8 | 8.6 | 3.8 | -0.0 | 7.5 | 2.3 | 19.2 | 10.0 | 18.7 | 22.2 | -1.7 | 6.4 | 3.0 | 0.8 | 4.2 | 12.0 | 10.9 | 7.4 |
Sharpe Ratio | NA | -0.5 | -0.68 | -0.69 | 0.53 | 0.72 | NA | NA | 1.39 | -0.66 | -1.05 | 1.02 | 1.91 | 2.39 | -1.22 | 3.2 | 1.06 | -0.01 | 3.35 | 0.73 | 6.86 | 3.75 | 4.11 | 3.59 | -0.36 | 0.88 | -0.09 | -0.54 | 0.84 | 2.87 | 3.44 | 1.16 |
Draw Down(%) | NA | 2.5 | 4.0 | 6.4 | 7.8 | 7.8 | NA | NA | 7.8 | 4.4 | 4.0 | 2.0 | 7.8 | 2.4 | 1.8 | 0.9 | 4.1 | 3.4 | 1.2 | 5.1 | 1.4 | 1.6 | 3.3 | 2.2 | 7.3 | 2.4 | 1.7 | 2.2 | 4.4 | 3.4 | 1.1 | 4.1 |
Standard Deviation(%) | NA | 4.8 | 5.1 | 4.0 | 4.3 | 3.6 | NA | NA | 3.9 | 5.5 | 2.4 | 3.2 | 5.2 | 3.8 | 1.7 | 2.5 | 3.4 | 3.5 | 2.2 | 3.1 | 2.8 | 2.7 | 4.5 | 6.2 | 7.1 | 3.9 | 2.8 | 2.6 | 3.9 | 4.0 | 2.8 | 4.4 |
Treynor Ratio | NA | -0.22 | -0.3 | -1.33 | 2.42 | 7.28 | NA | NA | -2.95 | -0.54 | -8.87 | 1.33 | 14.43 | -1.13 | 2.13 | -5.4 | -1.47 | -0.48 | -10.93 | 0.29 | -42.33 | -2.59 | -3.01 | -5.2 | 1.31 | -0.46 | 1.13 | -0.74 | 139.56 | -2.83 | -1.99 | -1.46 |
Alpha | NA | -0.04 | -0.02 | -0.01 | 0.01 | 0.01 | NA | NA | 0.02 | -0.02 | -0.01 | 0.01 | 0.04 | 0.04 | -0.01 | 0.03 | 0.02 | 0.0 | 0.03 | 0.0 | 0.07 | 0.04 | 0.07 | 0.08 | -0.01 | 0.01 | 0.0 | -0.01 | 0.01 | 0.05 | 0.03 | 0.02 |
Beta | NA | 0.11 | 0.12 | 0.02 | 0.01 | 0.0 | NA | NA | -0.02 | 0.07 | 0.0 | 0.02 | 0.01 | -0.08 | -0.01 | -0.01 | -0.02 | 0.0 | -0.01 | 0.08 | 0.0 | -0.04 | -0.06 | -0.04 | -0.02 | -0.07 | 0.0 | 0.02 | 0.0 | -0.04 | -0.05 | -0.03 |
RSquared | NA | 0.07 | 0.07 | 0.01 | 0.0 | 0.0 | NA | NA | 0.01 | 0.03 | 0.0 | 0.01 | 0.0 | 0.07 | 0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.08 | 0.0 | 0.11 | 0.06 | 0.04 | 0.01 | 0.09 | 0.0 | 0.01 | 0.0 | 0.03 | 0.2 | 0.03 |
Sortino Ratio | NA | -0.61 | -0.95 | -0.93 | 0.74 | 1.02 | NA | NA | 2.08 | -0.92 | -1.29 | 1.85 | 2.5 | 3.66 | -1.77 | 6.14 | 1.47 | -0.02 | 6.4 | 1.03 | 15.53 | 6.77 | 6.57 | 6.32 | -0.5 | 1.34 | -0.14 | -0.76 | 1.36 | 4.5 | 5.41 | 1.62 |
Yield(%) | N/A | 0.98 | 4.65 | 3.23 | 3.76 | 3.77 | N/A | N/A | 5.31 | 4.15 | 1.64 | 6.2 | 2.73 | 3.8 | 3.05 | 4.65 | 3.34 | 3.8 | 4.58 | 4.42 | 7.02 | 7.15 | 6.46 | 10.48 | 4.96 | 5.55 | 4.27 | 3.98 | 7.56 | 5.6 | 7.56 | 8.24 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
The strategy first derives trend scores of the 1 major asset classes: Fixed Income that are covered in Merrill Edge Total Return Bond Plan. It then selects the top 1 risk assets and 1 fixed income asset.