Portfolio Allocator & Stress-Test

MODEL PRESETS
Core Sleeve 01

US Equities

40% Total
Core Sleeve 02

International Equities

10% Total
Core Sleeve 03

Fixed Income Duration

30% Total
Liquid Alts 04

Alternatives Sleeve

20% Total
Global Macro 10%
Equity Long/Short 5%
Managed Futures 5%
Multi-Strategy 0%
Real Assets 05

Real Estate

0% Total
Real Assets 06

Gold

0% Total

TARGET PORTFOLIO MIX

100.0% ALLOCATED
Core & Real Assets
US Equities
40%
Intl Equities
10%
Fixed Income
30%
Real Estate
0%
Gold
0%
Liquid Alternatives
Global Macro
10%
Equity L/S
5%
Managed Fut.
5%
Multi-Strat
0%
During the Full History (Jan 2002 – Jun 2026) period, this portfolio achieved +2.0% higher annualized return, +3.5% better drawdown cushion, 0.3% lower volatility, +0.23 higher Sharpe ratio compared to the baseline benchmark (60 / 40).
ANN. RETURN DELTA
+2.0%
DRAWDOWN CUSHION
+3.5%
VOLATILITY DELTA
-0.3%
SHARPE DELTA
+0.23

Historical Crisis Stress-Testing

Metric Baseline (60 / 40) Custom Portfolio Relative Difference

Growth of $10,000

Portfolio Advisory Desk

Have questions before you allocate?

Book 30 minutes with our team and leave with a tailored model blueprint, a stress-test of your current exposure, and a clear-eyed view of whether liquid alternatives belong in your portfolio.

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