Low Duration — Stability
Low DurationLow Duration10% Equity / 80% Fixed Income · Blend implementation · Last reviewed 2026-04-13
AI insights
Generate a briefing on positioning, performance, and risk for Low Duration — Stability.
Volatility
3.6%
Annualized standard deviation
Max drawdown
-11.9%
Peak to trough
Sharpe ratio
-0.26
2.4% risk-free rate
Equity exposure
10%
Strategic target
Risk statistics
Model versus benchmark, since inception
| Measure | Model | Bench |
|---|---|---|
Annualized return Since inception, net of fund fees | 1.5% | 1.0% |
Standard deviation Annualized volatility of monthly returns | 3.6% | 3.6% |
Sharpe ratio Assumes a 2.4% risk-free rate | -0.26 | -0.39 |
Max drawdown Largest peak-to-trough decline | -11.9% | -11.9% |
Beta vs benchmark Sensitivity to benchmark movements | 1.05 | 1.00 |
Tracking error Dispersion of excess return | 2.8% | 0.0% |
Historical drawdowns
How the model behaved through stress periods
COVID-19 selloff
Jan 2020 – Mar 2020
-8.4%Benchmark -8.9% · Model outperformed by 0.5 pts
2022 rate shock
Jan 2022 – Oct 2022
-9.2%Benchmark -9.9% · Model outperformed by 0.7 pts
2025 growth scare
Feb 2025 – May 2025
-3.7%Benchmark -4.1% · Model outperformed by 0.4 pts
Simulated stress results for illustration only.