Target Allocation Active — Growth
Target AllocationTarget Allocation Active70% Equity / 28% Fixed Income · Active implementation · Last reviewed 2026-06-15
AI insights
Generate a briefing on positioning, performance, and risk for Target Allocation Active — Growth.
Volatility
6.3%
Annualized standard deviation
Max drawdown
-18.1%
Peak to trough
Sharpe ratio
0.04
2.4% risk-free rate
Equity exposure
70%
Strategic target
Risk statistics
Model versus benchmark, since inception
| Measure | Model | Bench |
|---|---|---|
Annualized return Since inception, net of fund fees | 2.7% | 1.8% |
Standard deviation Annualized volatility of monthly returns | 6.3% | 6.3% |
Sharpe ratio Assumes a 2.4% risk-free rate | 0.04 | -0.10 |
Max drawdown Largest peak-to-trough decline | -18.1% | -19.0% |
Beta vs benchmark Sensitivity to benchmark movements | 1.03 | 1.00 |
Tracking error Dispersion of excess return | 0.9% | 0.0% |
Historical drawdowns
How the model behaved through stress periods
COVID-19 selloff
Jan 2020 – Mar 2020
-22.8%Benchmark -23.9% · Model outperformed by 1.1 pts
2022 rate shock
Jan 2022 – Oct 2022
-16.4%Benchmark -17.7% · Model outperformed by 1.3 pts
2025 growth scare
Feb 2025 – May 2025
-7.9%Benchmark -8.6% · Model outperformed by 0.7 pts
Simulated stress results for illustration only.