Target Allocation Active — Balanced Income
Target AllocationTarget Allocation Active40% Equity / 58% Fixed Income · Active implementation · Last reviewed 2026-04-13
AI insights
Generate a briefing on positioning, performance, and risk for Target Allocation Active — Balanced Income.
Volatility
5.2%
Annualized standard deviation
Max drawdown
-15.9%
Peak to trough
Sharpe ratio
0.18
2.4% risk-free rate
Equity exposure
40%
Strategic target
Risk statistics
Model versus benchmark, since inception
| Measure | Model | Bench |
|---|---|---|
Annualized return Since inception, net of fund fees | 3.3% | 3.0% |
Standard deviation Annualized volatility of monthly returns | 5.2% | 5.2% |
Sharpe ratio Assumes a 2.4% risk-free rate | 0.18 | 0.11 |
Max drawdown Largest peak-to-trough decline | -15.9% | -16.1% |
Beta vs benchmark Sensitivity to benchmark movements | 1.01 | 1.00 |
Tracking error Dispersion of excess return | 2.2% | 0.0% |
Historical drawdowns
How the model behaved through stress periods
COVID-19 selloff
Jan 2020 – Mar 2020
-15.6%Benchmark -16.4% · Model outperformed by 0.8 pts
2022 rate shock
Jan 2022 – Oct 2022
-12.8%Benchmark -13.8% · Model outperformed by 1.0 pts
2025 growth scare
Feb 2025 – May 2025
-5.8%Benchmark -6.4% · Model outperformed by 0.6 pts
Simulated stress results for illustration only.