Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Merrill Edge Core Mutual Funds Strategic Asset Allocation - Optimal Moderate | NA | -13.87% | 0.72% | 2.19% | 5.23% | 5.59% | 7.61% | 7.17% |
Data as of 08/31/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Merrill Edge Core Mutual Funds Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 11/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.92 | -13.87 | 0.72 | 2.19 | 5.23 | 5.59 | 7.61 | 7.17 | -13.63 | 4.75 | 6.67 | 17.71 | -6.76 | 15.21 | 7.68 | 1.58 | 4.97 | 10.56 | 18.59 | -1.44 | 21.65 | 34.77 | -26.99 | 9.26 | 13.59 | 11.60 | 13.71 | 24.79 | -3.78 | 3.77 |
| Sharpe Ratio | NA | -1.31 | -0.06 | 0.06 | 0.49 | NA | NA | 0.55 | -1.22 | 0.64 | 0.37 | 3.14 | -1.09 | 3.63 | 0.95 | 0.17 | 0.76 | 1.39 | 2.57 | -0.10 | 1.85 | 1.91 | -1.21 | 0.69 | 1.36 | 1.55 | 1.68 | 3.26 | -0.50 | 0.14 |
| Standard Deviation(%) | NA | 11.48 | 12.80 | 10.72 | 9.15 | NA | NA | 10.92 | 12.01 | 7.43 | 17.57 | 5.19 | 7.43 | 4.02 | 7.88 | 8.98 | 6.55 | 7.58 | 7.23 | 15.00 | 11.66 | 18.20 | 23.01 | 9.03 | 7.58 | 6.09 | 7.61 | 7.38 | 9.85 | 10.56 |
| Draw Down(%) | NA | 20.26 | 25.82 | 25.82 | 25.82 | NA | NA | 40.43 | 19.59 | 5.71 | 25.82 | 2.44 | 12.12 | 1.78 | 6.50 | 6.43 | 5.21 | 9.01 | 5.34 | 15.87 | 7.84 | 17.72 | 38.50 | 5.68 | 8.56 | 4.25 | 7.92 | 6.93 | 15.78 | 13.81 |
| Yield(%) | NA | 5.12 | 4.23 | 4.01 | 4.75 | NA | NA | 5.71 | 3.00 | 5.11 | 3.68 | 3.55 | 3.79 | 4.20 | 2.72 | 6.17 | 6.05 | 5.31 | 8.87 | 6.03 | 11.51 | 12.93 | 4.40 | 6.37 | 5.13 | 6.82 | 3.31 | 4.20 | 3.65 | 3.10 |
Data as of 08/31/2022, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Merrill Edge Core Mutual Funds Strategic Asset Allocation - Optimal Moderate |
-8.21%
Feb 2006 - Feb 2009 |
-0.53%
Feb 2004 - Feb 2009 |
4.21%
Sep 2012 - Sep 2022 |
4.83%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Merrill Edge Core Mutual Funds Strategic Asset Allocation - Optimal Moderate |
25.17%
Feb 2009 - Feb 2012 |
19.63%
Feb 2009 - Feb 2014 |
12.15%
Feb 2009 - Feb 2019 |
10.04%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart