Dynamic Allocation — Balanced
DynamicDynamic Allocation55% Equity / 37% Fixed Income · Blend ETF implementation · Last reviewed 2026-06-15
AI insights
Generate a briefing on positioning, performance, and risk for Dynamic Allocation — Balanced.
Volatility
5.4%
Annualized standard deviation
Max drawdown
-17.1%
Peak to trough
Sharpe ratio
-0.17
2.4% risk-free rate
Equity exposure
55%
Strategic target
Risk statistics
Model versus benchmark, since inception
| Measure | Model | Bench |
|---|---|---|
Annualized return Since inception, net of fund fees | 1.5% | 0.9% |
Standard deviation Annualized volatility of monthly returns | 5.4% | 5.4% |
Sharpe ratio Assumes a 2.4% risk-free rate | -0.17 | -0.28 |
Max drawdown Largest peak-to-trough decline | -17.1% | -16.9% |
Beta vs benchmark Sensitivity to benchmark movements | 1.04 | 1.00 |
Tracking error Dispersion of excess return | 2.0% | 0.0% |
Historical drawdowns
How the model behaved through stress periods
COVID-19 selloff
Jan 2020 – Mar 2020
-19.2%Benchmark -20.2% · Model outperformed by 1.0 pts
2022 rate shock
Jan 2022 – Oct 2022
-14.6%Benchmark -15.7% · Model outperformed by 1.1 pts
2025 growth scare
Feb 2025 – May 2025
-6.8%Benchmark -7.5% · Model outperformed by 0.7 pts
Simulated stress results for illustration only.