Retirement Income — Income & Growth
IncomeIncome Models50% Equity / 43% Fixed Income · Hybrid implementation · Last reviewed 2026-01-13
AI insights
Generate a briefing on positioning, performance, and risk for Retirement Income — Income & Growth.
Volatility
5.6%
Annualized standard deviation
Max drawdown
-17.5%
Peak to trough
Sharpe ratio
-0.20
2.4% risk-free rate
Equity exposure
50%
Strategic target
Risk statistics
Model versus benchmark, since inception
| Measure | Model | Bench |
|---|---|---|
Annualized return Since inception, net of fund fees | 1.3% | 0.9% |
Standard deviation Annualized volatility of monthly returns | 5.6% | 5.5% |
Sharpe ratio Assumes a 2.4% risk-free rate | -0.20 | -0.28 |
Max drawdown Largest peak-to-trough decline | -17.5% | -17.5% |
Beta vs benchmark Sensitivity to benchmark movements | 0.99 | 1.00 |
Tracking error Dispersion of excess return | 2.3% | 0.0% |
Historical drawdowns
How the model behaved through stress periods
COVID-19 selloff
Jan 2020 – Mar 2020
-18.0%Benchmark -18.9% · Model outperformed by 0.9 pts
2022 rate shock
Jan 2022 – Oct 2022
-14.0%Benchmark -15.1% · Model outperformed by 1.1 pts
2025 growth scare
Feb 2025 – May 2025
-6.5%Benchmark -7.1% · Model outperformed by 0.6 pts
Simulated stress results for illustration only.