Target Allocation ETF — Moderately Conservative
Target AllocationTarget Allocation ETF30% Equity / 68% Fixed Income · ETF implementation · Last reviewed 2026-05-17
AI insights
Generate a briefing on positioning, performance, and risk for Target Allocation ETF — Moderately Conservative.
Volatility
4.4%
Annualized standard deviation
Max drawdown
-15.3%
Peak to trough
Sharpe ratio
-0.20
2.4% risk-free rate
Equity exposure
30%
Strategic target
Risk statistics
Model versus benchmark, since inception
| Measure | Model | Bench |
|---|---|---|
Annualized return Since inception, net of fund fees | 1.5% | 1.2% |
Standard deviation Annualized volatility of monthly returns | 4.4% | 4.5% |
Sharpe ratio Assumes a 2.4% risk-free rate | -0.20 | -0.28 |
Max drawdown Largest peak-to-trough decline | -15.3% | -15.7% |
Beta vs benchmark Sensitivity to benchmark movements | 1.03 | 1.00 |
Tracking error Dispersion of excess return | 2.1% | 0.0% |
Historical drawdowns
How the model behaved through stress periods
COVID-19 selloff
Jan 2020 – Mar 2020
-13.2%Benchmark -13.9% · Model outperformed by 0.7 pts
2022 rate shock
Jan 2022 – Oct 2022
-11.6%Benchmark -12.5% · Model outperformed by 0.9 pts
2025 growth scare
Feb 2025 – May 2025
-5.1%Benchmark -5.6% · Model outperformed by 0.5 pts
Simulated stress results for illustration only.