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 September 30, 2026
| QTR | YTD | 1 YEAR | 3 YEARS | 5 YEARS | 10 YEARS | SINCE INCEPTION | INCEPTION DATE | MAXIMUM DRAWDOWN | ANNUAL STANDARD DEVIATION | |
|---|---|---|---|---|---|---|---|---|---|---|
| Ultra Conservative | -1.2% | 2.2% | 4.1% | 8.0% | 2.9% | -- | 3.3% | 12/31/2018 | -15.0% | 5.1% |
| Conservative | -0.8% | 5.2% | 7.6% | 10.8% | 5.0% | 4.8% | 5.1% | 3/31/2016 | -16.2% | 6.2% |
| Moderate | -0.3% | 8.2% | 11.2% | 13.7% | 7.1% | 6.7% | 7.0% | 3/31/2016 | -17.7% | 8.1% |
| Moderately Aggressive | -0.2% | 10.3% | 13.8% | 16.0% | 8.7% | 8.0% | 8.3% | 3/31/2016 | -21.6% | 9.7% |
| Aggressive | 0.3% | 12.1% | 16.0% | 17.9% | 9.9% | -- | 10.5% | 12/31/2018 | -24.8% | 11.9% |
| Role-based | -0.9% | 3.2% | 6.9% | 14.7% | 7.3% | -- | 9.2% | 12/31/2018 | -17.8% | 9.6% |
| Equity | 0.6% | 14.2% | 18.9% | 20.7% | 12.0% | 11.5% | 11.6% | 3/31/2016 | -34.5% | 13.7% |
| Diversified Income | -1.0% | 10.9% | 9.9% | 12.3% | 2.6% | 3.1% | 4.1% | 3/31/2016 | -44.4% | 16.2% |
| Fixed Income | -1.8% | -0.7% | 0.5% | 4.7% | 1.1% | 1.4% | 1.7% | 3/31/2016 | -11.5% | 2.7% |
Performance is annualized for periods longer than one year.
