Low Duration — Short Horizon
Low DurationLow Duration20% Equity / 72% Fixed Income · Blend implementation · Last reviewed 2026-05-14
AI insights
Generate a briefing on positioning, performance, and risk for Low Duration — Short Horizon.
Track record
Cumulative return · simulated
Jul 2026 Model +5.7% · Benchmark +2.7%
Past performance is not indicative of future results. Figures are simulated for prototype purposes.
Returns vs benchmark
Total return · 1–3 Year Government/Credit Index
| Period | Model | Bench | Excess |
|---|---|---|---|
| 1M | +0.8% | +0.7% | +0.1% |
| 3M | +1.9% | +1.5% | +0.4% |
| YTD | +3.1% | +2.4% | +0.7% |
| 1Y | +3.9% | +3.0% | +0.9% |
| 3Y | +3.5% | +2.9% | +0.6% |
| 5Y | +1.1% | +0.5% | +0.6% |
| Since inception | +3.2% | +2.6% | +0.6% |
Periods longer than one year are annualized.
About this model
Mandate, construction rules, and review policy
- Objective
- Seeks capital preservation and liquidity for goals within a one- to three-year horizon.
- Purpose
- Short-horizon reserves
- Characteristics
- Blend implementationTaxable fixed income coreShort Horizon risk postureQuarterly rebalance review
- Inception
- 2018-05-01
- Net expense
- 0.29%
- Estimated yield
- 3.18%
- Turnover
- 42.4%
Asset class allocation
Across all sleeves · 9 holdings
- Equity20.0%
- Fixed income72.0%
- Cash8.0%
Computed from the latest published sleeve weights.
Recent materials
Model Viewpoints, Trade Updates, and Factsheets
Factsheet — Low Duration — Short Horizon
Factsheet · 2026-06-12
Trade Update — Low Duration — Short Horizon
Trade Update · 2026-05-11
Model Viewpoint — Low Duration — Short Horizon
Model Viewpoint · 2026-04-10