Tax-Aware Blend — Growth
Target AllocationTax-Aware BlendTax-aware70% Equity / 28% Fixed Income · Tax-Aware Blend implementation · Last reviewed 2026-01-10
AI insights
Generate a briefing on positioning, performance, and risk for Tax-Aware Blend — Growth.
Volatility
6.9%
Annualized standard deviation
Max drawdown
-21.1%
Peak to trough
Sharpe ratio
0.12
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 | 3.2% | 2.6% |
Standard deviation Annualized volatility of monthly returns | 6.9% | 6.8% |
Sharpe ratio Assumes a 2.4% risk-free rate | 0.12 | 0.03 |
Max drawdown Largest peak-to-trough decline | -21.1% | -21.3% |
Beta vs benchmark Sensitivity to benchmark movements | 0.96 | 1.00 |
Tracking error Dispersion of excess return | 2.4% | 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.