Dynamic Allocation — High Growth
DynamicDynamic Allocation85% Equity / 8% Fixed Income · Blend ETF implementation · Last reviewed 2026-03-18
AI insights
Generate a briefing on positioning, performance, and risk for Dynamic Allocation — High Growth.
Volatility
6.8%
Annualized standard deviation
Max drawdown
-21.9%
Peak to trough
Sharpe ratio
0.10
2.4% risk-free rate
Equity exposure
85%
Strategic target
Risk statistics
Model versus benchmark, since inception
| Measure | Model | Bench |
|---|---|---|
Annualized return Since inception, net of fund fees | 3.1% | 2.5% |
Standard deviation Annualized volatility of monthly returns | 6.8% | 6.9% |
Sharpe ratio Assumes a 2.4% risk-free rate | 0.10 | 0.02 |
Max drawdown Largest peak-to-trough decline | -21.9% | -22.1% |
Beta vs benchmark Sensitivity to benchmark movements | 0.98 | 1.00 |
Tracking error Dispersion of excess return | 2.9% | 0.0% |
Historical drawdowns
How the model behaved through stress periods
COVID-19 selloff
Jan 2020 – Mar 2020
-26.4%Benchmark -27.6% · Model outperformed by 1.2 pts
2022 rate shock
Jan 2022 – Oct 2022
-18.2%Benchmark -19.6% · Model outperformed by 1.4 pts
2025 growth scare
Feb 2025 – May 2025
-8.9%Benchmark -9.8% · Model outperformed by 0.9 pts
Simulated stress results for illustration only.