Low Duration — Reserve
Low DurationLow Duration0% Equity / 85% Fixed Income · Blend implementation · Last reviewed 2026-03-12
AI insights
Generate a briefing on positioning, performance, and risk for Low Duration — Reserve.
Volatility
3.0%
Annualized standard deviation
Max drawdown
-11.2%
Peak to trough
Sharpe ratio
-0.26
2.4% risk-free rate
Equity exposure
0%
Strategic target
Risk statistics
Model versus benchmark, since inception
| Measure | Model | Bench |
|---|---|---|
Annualized return Since inception, net of fund fees | 1.6% | 1.1% |
Standard deviation Annualized volatility of monthly returns | 3.0% | 3.0% |
Sharpe ratio Assumes a 2.4% risk-free rate | -0.26 | -0.43 |
Max drawdown Largest peak-to-trough decline | -11.2% | -11.5% |
Beta vs benchmark Sensitivity to benchmark movements | 1.06 | 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
-6.0%Benchmark -6.4% · Model outperformed by 0.4 pts
2022 rate shock
Jan 2022 – Oct 2022
-8.0%Benchmark -8.6% · Model outperformed by 0.6 pts
2025 growth scare
Feb 2025 – May 2025
-3.0%Benchmark -3.4% · Model outperformed by 0.4 pts
Simulated stress results for illustration only.