Dynamic Allocation — Growth Tilt
DynamicDynamic Allocation65% Equity / 27% Fixed Income · Blend ETF implementation · Last reviewed 2026-01-16
AI insights
Generate a briefing on positioning, performance, and risk for Dynamic Allocation — Growth Tilt.
Volatility
6.3%
Annualized standard deviation
Max drawdown
-18.5%
Peak to trough
Sharpe ratio
0.19
2.4% risk-free rate
Equity exposure
65%
Strategic target
Risk statistics
Model versus benchmark, since inception
| Measure | Model | Bench |
|---|---|---|
Annualized return Since inception, net of fund fees | 3.6% | 3.0% |
Standard deviation Annualized volatility of monthly returns | 6.3% | 6.2% |
Sharpe ratio Assumes a 2.4% risk-free rate | 0.19 | 0.10 |
Max drawdown Largest peak-to-trough decline | -18.5% | -18.4% |
Beta vs benchmark Sensitivity to benchmark movements | 0.98 | 1.00 |
Tracking error Dispersion of excess return | 0.9% | 0.0% |
Historical drawdowns
How the model behaved through stress periods
COVID-19 selloff
Jan 2020 – Mar 2020
-21.6%Benchmark -22.6% · Model outperformed by 1.0 pts
2022 rate shock
Jan 2022 – Oct 2022
-15.8%Benchmark -17.0% · Model outperformed by 1.2 pts
2025 growth scare
Feb 2025 – May 2025
-7.5%Benchmark -8.3% · Model outperformed by 0.8 pts
Simulated stress results for illustration only.