Retirement Income — Diversified Income
IncomeIncome Models40% Equity / 52% Fixed Income · Hybrid implementation · Last reviewed 2026-06-12
AI insights
Generate a briefing on positioning, performance, and risk for Retirement Income — Diversified Income.
Volatility
4.8%
Annualized standard deviation
Max drawdown
-15.7%
Peak to trough
Sharpe ratio
0.08
2.4% risk-free rate
Equity exposure
40%
Strategic target
Risk statistics
Model versus benchmark, since inception
| Measure | Model | Bench |
|---|---|---|
Annualized return Since inception, net of fund fees | 2.8% | 2.3% |
Standard deviation Annualized volatility of monthly returns | 4.8% | 4.8% |
Sharpe ratio Assumes a 2.4% risk-free rate | 0.08 | -0.01 |
Max drawdown Largest peak-to-trough decline | -15.7% | -15.6% |
Beta vs benchmark Sensitivity to benchmark movements | 0.98 | 1.00 |
Tracking error Dispersion of excess return | 1.7% | 0.0% |
Historical drawdowns
How the model behaved through stress periods
COVID-19 selloff
Jan 2020 – Mar 2020
-15.6%Benchmark -16.4% · Model outperformed by 0.8 pts
2022 rate shock
Jan 2022 – Oct 2022
-12.8%Benchmark -13.8% · Model outperformed by 1.0 pts
2025 growth scare
Feb 2025 – May 2025
-5.8%Benchmark -6.4% · Model outperformed by 0.6 pts
Simulated stress results for illustration only.