Dynamic Allocation — Defensive
DynamicDynamic Allocation25% Equity / 67% Fixed Income · Blend ETF implementation · Last reviewed 2026-04-13
AI insights
Generate a briefing on positioning, performance, and risk for Dynamic Allocation — Defensive.
Volatility
4.3%
Annualized standard deviation
Max drawdown
-14.3%
Peak to trough
Sharpe ratio
-0.12
2.4% risk-free rate
Equity exposure
25%
Strategic target
Risk statistics
Model versus benchmark, since inception
| Measure | Model | Bench |
|---|---|---|
Annualized return Since inception, net of fund fees | 1.9% | 1.5% |
Standard deviation Annualized volatility of monthly returns | 4.3% | 4.3% |
Sharpe ratio Assumes a 2.4% risk-free rate | -0.12 | -0.21 |
Max drawdown Largest peak-to-trough decline | -14.3% | -14.3% |
Beta vs benchmark Sensitivity to benchmark movements | 0.95 | 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
-12.0%Benchmark -12.6% · Model outperformed by 0.6 pts
2022 rate shock
Jan 2022 – Oct 2022
-11.0%Benchmark -11.8% · Model outperformed by 0.8 pts
2025 growth scare
Feb 2025 – May 2025
-4.7%Benchmark -5.3% · Model outperformed by 0.6 pts
Simulated stress results for illustration only.