Equity Building Block — US Small-Mid Complete
Equity Building BlockEquity Building Blocks100% Equity · Active implementation · Last reviewed 2026-02-17
AI insights
Generate a briefing on positioning, performance, and risk for Equity Building Block — US Small-Mid Complete.
Volatility
7.8%
Annualized standard deviation
Max drawdown
-24.8%
Peak to trough
Sharpe ratio
0.33
2.4% risk-free rate
Equity exposure
100%
Strategic target
Risk statistics
Model versus benchmark, since inception
| Measure | Model | Bench |
|---|---|---|
Annualized return Since inception, net of fund fees | 5.0% | 4.5% |
Standard deviation Annualized volatility of monthly returns | 7.8% | 7.8% |
Sharpe ratio Assumes a 2.4% risk-free rate | 0.33 | 0.27 |
Max drawdown Largest peak-to-trough decline | -24.8% | -24.4% |
Beta vs benchmark Sensitivity to benchmark movements | 1.02 | 1.00 |
Tracking error Dispersion of excess return | 2.7% | 0.0% |
Historical drawdowns
How the model behaved through stress periods
COVID-19 selloff
Jan 2020 – Mar 2020
-30.0%Benchmark -31.4% · Model outperformed by 1.4 pts
2022 rate shock
Jan 2022 – Oct 2022
-20.0%Benchmark -21.6% · Model outperformed by 1.6 pts
2025 growth scare
Feb 2025 – May 2025
-10.0%Benchmark -10.9% · Model outperformed by 0.9 pts
Simulated stress results for illustration only.