Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Merrill Edge No Load No Transaction Fee Mutual Funds Strategic Asset Allocation – Optimal Moderate | NA | 5.18% | 2.74% | 2.48% | 5.78% | 5.89% | NA | … | … |
Data as of 06/30/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Merrill Edge No Load No Transaction Fee Mutual Funds Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 09/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.24 | 5.18 | 2.74 | 2.48 | 5.78 | 5.89 | NA | … | … | 7.99 | 11.28 | -5.86 | 6.06 | 0.87 | 0.90 | 5.33 | 9.62 | 12.44 | 1.68 | 14.27 | 30.40 | -24.01 | 9.74 | 15.19 | 10.34 | 15.63 | 28.34 | 5.64 | 9.54 |
| Sharpe Ratio | NA | 0.58 | 0.20 | 0.35 | 0.56 | NA | NA | … | … | 0.36 | 2.09 | -0.80 | 1.03 | 0.10 | 0.13 | 0.96 | 1.63 | 1.98 | 0.13 | 1.62 | 1.76 | -1.26 | 0.77 | 1.69 | 1.57 | 2.40 | 4.30 | 0.61 | 0.90 |
| Standard Deviation(%) | NA | 18.46 | 12.25 | 10.21 | 9.13 | NA | NA | … | … | 21.44 | 4.73 | 9.01 | 5.30 | 6.45 | 6.99 | 5.51 | 5.87 | 6.26 | 12.64 | 8.76 | 17.18 | 19.86 | 8.74 | 7.05 | 5.20 | 6.12 | 6.43 | 7.48 | 8.05 |
| Draw Down(%) | NA | 24.30 | 24.30 | 24.30 | 24.30 | NA | NA | … | … | 24.30 | 2.81 | 13.08 | 5.23 | 7.61 | 7.63 | 4.02 | 6.85 | 4.86 | 12.87 | 7.60 | 16.21 | 35.66 | 8.32 | 8.91 | 4.38 | 7.33 | 5.34 | 11.32 | 9.91 |
| Yield(%) | NA | 2.00 | 3.09 | 3.14 | 3.32 | NA | NA | … | … | 0.30 | 2.55 | 6.69 | 0.26 | 2.53 | 4.49 | 6.02 | 3.96 | 3.26 | 2.31 | 2.13 | 2.25 | 2.52 | 3.92 | 6.24 | 7.51 | 3.45 | 2.70 | 2.84 | 3.48 |
Data as of 06/30/2020, Common starting date 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 No Load No Transaction Fee Mutual Funds Strategic Asset Allocation – Optimal Moderate |
-6.67%
Feb 2006 – Feb 2009 |
-1.28%
Mar 2015 – Mar 2020 |
3.54%
Mar 2010 – Mar 2020 |
4.78%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Merrill Edge No Load No Transaction Fee Mutual Funds Strategic Asset Allocation – Optimal Moderate |
21.49%
Feb 2009 – Feb 2012 |
16.90%
Oct 2002 – Oct 2007 |
11.10%
Mar 2003 – Mar 2013 |
9.12%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart