Merrill Portfolio
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Schwab U.S. Broad Market ETF | Large Cap Growth Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Merrill Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Nov 3, 2009, corresponding to the inception date of SCHB
Returns By Period
As of Sep 20, 2024, the Merrill Portfolio returned 19.74% Year-To-Date and 12.64% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
Merrill Portfolio | 19.74% | 2.00% | 9.46% | 33.30% | 14.92% | 12.71% |
Portfolio components: | ||||||
Schwab U.S. Broad Market ETF | 19.74% | 2.00% | 9.46% | 33.30% | 14.92% | 12.71% |
Monthly Returns
The table below presents the monthly returns of Merrill Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.10% | 5.38% | 3.25% | -4.34% | 4.78% | 3.08% | 1.83% | 2.09% | 19.74% | ||||
2023 | 6.87% | -2.30% | 2.65% | 1.07% | 0.52% | 6.74% | 3.62% | -1.92% | -4.77% | -2.71% | 9.42% | 5.34% | 26.16% |
2022 | -6.07% | -2.44% | 3.39% | -9.18% | -0.14% | -8.36% | 9.37% | -3.85% | -9.27% | 8.12% | 5.24% | -5.78% | -19.46% |
2021 | -0.41% | 3.18% | 3.74% | 5.08% | 0.39% | 2.52% | 1.79% | 2.84% | -4.54% | 6.78% | -1.44% | 3.80% | 25.84% |
2020 | -0.09% | -8.11% | -13.88% | 13.32% | 5.36% | 2.24% | 5.73% | 7.20% | -3.77% | -1.98% | 12.20% | 4.32% | 20.76% |
2019 | 8.56% | 3.52% | 1.45% | 3.94% | -6.46% | 7.07% | 1.45% | -2.10% | 1.87% | 2.08% | 3.83% | 2.76% | 30.79% |
2018 | 5.21% | -3.71% | -2.01% | 0.38% | 2.83% | 0.66% | 3.36% | 3.40% | 0.24% | -7.44% | 1.92% | -9.15% | -5.30% |
2017 | 1.90% | 3.70% | 0.08% | 1.00% | 1.09% | 0.80% | 2.02% | 0.13% | 2.43% | 2.17% | 3.00% | 1.14% | 21.20% |
2016 | -5.71% | -0.02% | 7.66% | 0.57% | 1.76% | 0.23% | 3.96% | 0.20% | 0.18% | -2.14% | 4.45% | 1.96% | 13.23% |
2015 | -2.77% | 5.72% | -1.00% | 0.51% | 1.32% | -1.77% | 1.75% | -6.05% | -2.94% | 7.93% | 0.60% | -2.12% | 0.40% |
2014 | -3.20% | 4.75% | 0.61% | 0.11% | 2.25% | 2.46% | -1.87% | 4.10% | -2.03% | 2.67% | 2.52% | -0.03% | 12.68% |
2013 | 5.43% | 1.08% | 3.96% | 1.74% | 2.41% | -1.15% | 5.32% | -2.93% | 3.75% | 4.28% | 2.80% | 2.65% | 33.19% |
Expense Ratio
Merrill Portfolio has an expense ratio of 0.03%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Merrill Portfolio is 62, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
Schwab U.S. Broad Market ETF | 2.29 | 3.07 | 1.41 | 2.14 | 13.35 |
Dividends
Dividend yield
Merrill Portfolio granted a 0.93% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Merrill Portfolio | 0.93% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 2.31% | 2.00% | 1.72% | 1.63% |
Portfolio components: | ||||||||||||
Schwab U.S. Broad Market ETF | 0.93% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 2.31% | 2.00% | 1.72% | 1.63% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Merrill Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Merrill Portfolio was 35.27%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.27% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
-25.41% | Dec 28, 2021 | 200 | Oct 12, 2022 | 297 | Dec 18, 2023 | 497 |
-20.19% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
-20.09% | May 2, 2011 | 108 | Oct 3, 2011 | 88 | Feb 8, 2012 | 196 |
-15.91% | Apr 26, 2010 | 49 | Jul 2, 2010 | 87 | Nov 4, 2010 | 136 |
Volatility
Volatility Chart
The current Merrill Portfolio volatility is 4.32%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.