Target Allocation ETF — Balanced Income
Target AllocationTarget Allocation ETF40% Equity / 58% Fixed Income · ETF implementation · Last reviewed 2026-06-18
AI insights
Generate a briefing on positioning, performance, and risk for Target Allocation ETF — Balanced Income.
Volatility
5.1%
Annualized standard deviation
Max drawdown
-15.5%
Peak to trough
Sharpe ratio
0.25
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 | 3.7% | 3.1% |
Standard deviation Annualized volatility of monthly returns | 5.1% | 5.1% |
Sharpe ratio Assumes a 2.4% risk-free rate | 0.25 | 0.15 |
Max drawdown Largest peak-to-trough decline | -15.5% | -15.6% |
Beta vs benchmark Sensitivity to benchmark movements | 1.05 | 1.00 |
Tracking error Dispersion of excess return | 1.8% | 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.