Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Merrill Edge Select Funds Strategic Asset Allocation – Optimal Moderate | NA | 1.49% | 4.20% | 3.63% | 8.12% | 6.37% | 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 Select 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 (%) | -0.54 | 1.49 | 4.20 | 3.63 | 8.12 | 6.37 | NA | … | … | 3.12 | 17.65 | -4.74 | 8.04 | 3.01 | -0.80 | 4.99 | 13.67 | 11.95 | 1.37 | 30.72 | 22.35 | -27.86 | 12.24 | 10.74 | 9.91 | 14.19 | 33.22 | -6.66 | -1.21 |
| Sharpe Ratio | NA | 0.34 | 0.29 | 0.46 | 0.69 | NA | NA | … | … | 0.14 | 2.58 | -0.64 | 1.34 | 0.35 | -0.10 | 0.78 | 2.09 | 1.70 | 0.10 | 1.76 | 1.31 | -1.34 | 1.03 | 0.79 | 1.23 | 1.76 | 3.83 | -0.82 | -0.38 |
| Standard Deviation(%) | NA | 18.18 | 12.44 | 10.69 | 10.67 | NA | NA | … | … | 21.06 | 6.29 | 9.42 | 5.53 | 8.06 | 8.60 | 6.36 | 6.51 | 7.00 | 13.79 | 17.40 | 16.99 | 21.47 | 8.97 | 9.44 | 6.30 | 7.52 | 8.49 | 9.51 | 9.33 |
| Draw Down(%) | NA | 23.80 | 23.80 | 23.80 | 23.80 | NA | NA | … | … | 23.80 | 2.99 | 12.21 | 4.13 | 8.06 | 8.93 | 4.74 | 5.62 | 5.04 | 13.69 | 8.32 | 17.74 | 37.86 | 7.11 | 11.88 | 4.71 | 7.71 | 5.67 | 16.72 | 16.16 |
| Yield(%) | NA | 1.77 | 2.65 | 3.12 | 3.25 | NA | NA | … | … | 0.51 | 2.32 | 5.50 | 0.30 | 2.67 | 5.31 | 4.23 | 4.63 | 2.84 | 3.21 | 2.52 | 1.84 | 2.77 | 3.18 | 7.00 | 5.37 | 6.32 | 2.10 | 1.61 | 5.03 |
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 Select Funds Strategic Asset Allocation – Optimal Moderate |
-8.86%
Feb 2006 – Feb 2009 |
-0.94%
Feb 2004 – Feb 2009 |
5.52%
Oct 2007 – Oct 2017 |
5.64%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Merrill Edge Select Funds Strategic Asset Allocation – Optimal Moderate |
25.24%
Feb 2009 – Feb 2012 |
18.91%
Feb 2009 – Feb 2014 |
11.25%
Mar 2003 – Mar 2013 |
9.25%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart