Target Allocation ETF — Moderate Growth
Target AllocationTarget Allocation ETF80% Equity / 18% Fixed Income · ETF implementation · Last reviewed 2026-03-12
AI insights
Generate a briefing on positioning, performance, and risk for Target Allocation ETF — Moderate Growth.
Volatility
6.5%
Annualized standard deviation
Max drawdown
-18.8%
Peak to trough
Sharpe ratio
0.32
2.4% risk-free rate
Equity exposure
80%
Strategic target
Risk statistics
Model versus benchmark, since inception
| Measure | Model | Bench |
|---|---|---|
Annualized return Since inception, net of fund fees | 4.5% | 3.8% |
Standard deviation Annualized volatility of monthly returns | 6.5% | 6.5% |
Sharpe ratio Assumes a 2.4% risk-free rate | 0.32 | 0.22 |
Max drawdown Largest peak-to-trough decline | -18.8% | -18.8% |
Beta vs benchmark Sensitivity to benchmark movements | 1.01 | 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
-25.2%Benchmark -26.4% · Model outperformed by 1.2 pts
2022 rate shock
Jan 2022 – Oct 2022
-17.6%Benchmark -19.0% · Model outperformed by 1.4 pts
2025 growth scare
Feb 2025 – May 2025
-8.6%Benchmark -9.4% · Model outperformed by 0.8 pts
Simulated stress results for illustration only.