Target Allocation Active — Aggressive Growth
Target AllocationTarget Allocation Active90% Equity / 8% Fixed Income · Active implementation · Last reviewed 2026-02-17
AI insights
Generate a briefing on positioning, performance, and risk for Target Allocation Active — Aggressive Growth.
Volatility
7.1%
Annualized standard deviation
Max drawdown
-19.7%
Peak to trough
Sharpe ratio
0.39
2.4% risk-free rate
Equity exposure
90%
Strategic target
Risk statistics
Model versus benchmark, since inception
| Measure | Model | Bench |
|---|---|---|
Annualized return Since inception, net of fund fees | 5.1% | 4.5% |
Standard deviation Annualized volatility of monthly returns | 7.1% | 7.1% |
Sharpe ratio Assumes a 2.4% risk-free rate | 0.39 | 0.29 |
Max drawdown Largest peak-to-trough decline | -19.7% | -19.8% |
Beta vs benchmark Sensitivity to benchmark movements | 0.99 | 1.00 |
Tracking error Dispersion of excess return | 1.6% | 0.0% |
Historical drawdowns
How the model behaved through stress periods
COVID-19 selloff
Jan 2020 – Mar 2020
-27.6%Benchmark -28.9% · Model outperformed by 1.3 pts
2022 rate shock
Jan 2022 – Oct 2022
-18.8%Benchmark -20.3% · Model outperformed by 1.5 pts
2025 growth scare
Feb 2025 – May 2025
-9.3%Benchmark -10.1% · Model outperformed by 0.8 pts
Simulated stress results for illustration only.