State Street Outcome-Based and Specialized ETF Portfolios

Five portfolios that solve for a range of investor needs and desired outcomes or targeted objectives.


State Street Income Allocation ETF Portfolio

Key Facts

  • Seeks to provide attractive income and favorable risk-adjusted returns primarily using ETFs
  • Offers a diversified mix of income investments that includes dividend-paying equities, investment grade fixed income, high yield bonds, bank loans, convertible bonds, preferred equities and REITS, including mortgage REITs
  • Employs a strategic asset allocation approach that evaluates target allocations and holdings on an annual basis

Objective

Seeks to generate a high level of income while diversifying to achieve favorable risk-adjusted returns. This diversification makes the portfolio appropriate to serve as a core income holding. The portfolio maintains its target allocation over time in efforts to provide a consistent risk profile, asset allocation and fund selection.

Evaluation Frequency

Annually


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State Street Global Allocation Target Risk ETF Portfolio

Key Facts

  • Employs active asset allocation primarily using index ETFs
  • Focuses on tactical allocation among asset classes to add value
  • Target active risk is 12% volatility across growth oriented assets, 7% target across bonds and offers downside protection with Target Volatility Triggers

Objective

Seeks to provide a more favorable risk/return profile for a given portfolio over a full market cycle. State Street Global Advisors' tactical asset allocation approach uses a disciplined blend of quantitative and qualitative methods in seeking to add alpha. Meanwhile, Target Volatility Triggers (TVT) employ a systematic approach to target portfolio volatility to minimize drawdowns, preserve accumulated capital and deliver a more uniform realized risk.

Rebalance Frequency

12-18 times per year


State Street US Equity Sector Rotation Target Risk ETF Portfolio

Key Facts

  • Active asset allocation using primarily index ETFs for implementation
  • Focus on identifying tactical allocation opportunities among sectors and TVT to add value
  • Targets active risk of 12% volatility and offers downside protection with Target Volatility Triggers

Objective

Seeks to add value over the S&P 500 Index by leveraging State Street's tactical asset allocation process to drive active positioning among the sectors. Target Volatility Triggers (TVT), on the other hand, uses a systematic approach to target portfolio volatility in an effort to minimize drawdowns, preserve accumulated capital and deliver a more uniform realized risk.

Rebalance Frequency

12-18 times per year


State Street Flexible Allocation ETF Portfolio

Key Facts

  • Employs active asset allocation primarily via index ETFs
  • Focuses on tactical allocation among asset classes to add value

Objective

A multi-asset class strategy designed to generate growth and potentially provide downside risk mitigation by using State Street Global Advisors' Market Regime Indicator (MRI) and tactical asset allocation process to drive active positioning.

Rebalance Frequency

Weekly, as needed


State Street Multi Asset Real Return ETF Portfolio

Key Facts

  • Employs active asset allocation primarily via index ETFs
  • Focuses on multi asset class tactical allocation to add value
  • Targets active risk of 100-400 bps

Objective

Seeks to provide thoughtful exposure to real assets, diversification and additional return by using State Street Global Advisors' tactical asset allocation process to drive active positioning.

Rebalance Frequency

12-18 times per year


Insight on the Model Portfolio Landscape


Model Portfolio Solutions and the Client Experience

Offering less customized investment solutions may increase investor satisfaction. This research examines the perceptions, benefits and implementation of model portfolios.


ETF Model Portfolios: The Due Diligence Factor

Research from Greenwich Associates explores the dynamics driving ETF model portfolio growth and evaluation methods to help select strategies and providers.


Best Practices: Model Portfolio Performance

Written in partnership with the CFA Institute, this report establishes best practices for calculating and presenting model portfolio performance in a consistent manner.


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Get in Touch

Contact the State Street Models Team for more information or call a State Street ETF representative at 866-787-2257.


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