Retirement risk metrics for evaluating target date funds: a scenario modelling framework
Last updated 12th April 2010 - In this note we present a stochastic modelling framework which can be used to evaluate the key risks in different Target Date funds.
This risk framework is applied to a range of the largest US Target Date funds, to illustrate how investors can better understand the different risks in Target Date funds and make more informed decisions as to which fund best suits their own risk profile and financial planning needs.