Model Portfolios Performance and Risk
This page contains the historical returns and risk for the adaptive and static model portfolio examples. The adaptive models have been less volatile with lower maximum drawdowns than the static models, due to the adaptive models’ greater diversification, higher cash flows, lower interest rate sensitivity, and value orientation.
Performance for periods ending Suptember 30, 2025
Performance is annualized for periods longer than one year.
| 3 Months | YTD | 1 Year | 3 Years | 5 Years | Since Inception | Inception Date | Maximum Drawdown | Annual Standard Deviation | |
|---|---|---|---|---|---|---|---|---|---|
| Ultra Conservative Model Portfolio | 3.0% | 8.2% | 6.2% | 8.3% | 3.2% | 3.2% | 12/31/2018 | -15.0% | 4.9% |
| Conservative Model Portfolio | 4.1% | 10.6% | 8.3% | 11.3% | 5.6% | 4.8% | 3/31/2016 | -16.2% | 6.2% |
| Moderate Model Portfolio | 5.1% | 12.9% | 10.8% | 14.1% | 8.1% | 6.6% | 3/31/2016 | -17.7% | 8.4% |
| Moderately Aggressive Model Portfolio | 6.1% | 15.0% | 12.4% | 16.4% | 9.8% | 7.8% | 3/31/2016 | -21.6% | 10.1% |
| Aggressive Model Portfolio | 6.7% | 16.5% | 13.8% | 18.2% | 11.0% | 9.7% | 12/31/2018 | -24.8% | 12.7% |
| Role-based Model Portfolio | 7.0% | 15.8% | 13.7% | 15.3% | 8.2% | 9.5% | 12/31/2018 | -17.8% | 9.4% |
| Equity Portfolio | 7.8% | 19.0% | 16.5% | 21.8% | 13.8% | 10.9% | 3/31/2016 | -34.5% | 14.9% |
| Income Portfolio | 4.4% | 9.0% | -0.5% | 9.6% | 5.4% | 3.5% | 3/31/2016 | -44.4% | 18.4% |
| Fixed Income Portfolio | 1.6% | 5.1% | 4.4% | 5.3% | 1.3% | 1.9% | 3/31/2016 | -11.5% | 2.6% |
