Dynamic Allocation — Growth
DynamicDynamic Allocation75% Equity / 18% Fixed Income · Blend ETF implementation · Last reviewed 2026-02-17
AI insights
Generate a briefing on positioning, performance, and risk for Dynamic Allocation — Growth.
Volatility
6.1%
Annualized standard deviation
Max drawdown
-18.8%
Peak to trough
Sharpe ratio
-0.06
2.4% risk-free rate
Equity exposure
75%
Strategic target
Risk statistics
Model versus benchmark, since inception
| Measure | Model | Bench |
|---|---|---|
Annualized return Since inception, net of fund fees | 2.0% | 1.7% |
Standard deviation Annualized volatility of monthly returns | 6.1% | 6.1% |
Sharpe ratio Assumes a 2.4% risk-free rate | -0.06 | -0.11 |
Max drawdown Largest peak-to-trough decline | -18.8% | -19.0% |
Beta vs benchmark Sensitivity to benchmark movements | 0.93 | 1.00 |
Tracking error Dispersion of excess return | 2.5% | 0.0% |
Historical drawdowns
How the model behaved through stress periods
COVID-19 selloff
Jan 2020 – Mar 2020
-24.0%Benchmark -25.1% · Model outperformed by 1.1 pts
2022 rate shock
Jan 2022 – Oct 2022
-17.0%Benchmark -18.3% · Model outperformed by 1.3 pts
2025 growth scare
Feb 2025 – May 2025
-8.2%Benchmark -9.0% · Model outperformed by 0.8 pts
Simulated stress results for illustration only.