Korea Investment TDF Alaseo ETF Focus Fund Series Surpasses 1 Trillion Won in Net Assets

Korea Investment Management announced on the 23rd that the net asset value of the "Korea Investment TDF Alaseo ETF Focus Fund" series has exceeded 1 trillion won.

According to fund evaluator FnGuide, as of the previous day, the net asset value of the Korea Investment TDF Alaseo ETF Focus Fund series stood at 1.0013 trillion won, an increase of about 450 billion won from the same period last year, marking strong growth. The amount of funds raised has also increased by more than 200 billion won year-on-year, indicating continued investor interest.

The recent performance is attributed to its ability to maintain high returns over a long period based on a stable asset allocation strategy. As of the previous day, on a retirement pension online class basis, the 3-year return of the Korea Investment TDF Alaseo ETF Focus Fund series ranged from 46.09% to 72.68%, ranking first across three vintages. The 1-year return was recorded in the range of 8.99% to 16.18%.

The fund also showed strong results in the Sharpe ratio, a representative risk-adjusted performance indicator. The 3-year average Sharpe ratio of the Korea Investment TDF Alaseo ETF Focus Fund series was 1.65, placing it in the top tier among all vintages launched in the domestic market.

The Korea Investment TDF Alaseo ETF Focus Fund series is managed based on a Long-Term Capital Market Assumption (LTCMA) framework optimized for the investment environment of Korean investors. LTCMA analyzes more than 40 years of global economic cycles to derive expected returns, volatility, and correlations for each asset class, and uses this to build an optimal asset allocation portfolio. It applies a cross-matching strategy focused on U.S. growth stocks and Korean bonds, and is managed in a currency-exposed format, aiming to achieve both long-term growth and stability.

In addition, to enhance the effect of diversification, the fund has increased the allocation to gold and Korean bonds, which have low correlation with global risk assets. In particular, gold delivered strong performance last year, which is assessed to have contributed to improving the fund's returns.

Kang Sungsoo, Head of the Solutions Division at Korea Investment Management, said, "Based on our in-house developed LTCMA and glide path, as well as an asset allocation process optimized for Korean investors, we have continuously improved returns relative to risk. This has allowed us to reduce uncertainty about the timing of investment and achieve stable performance." He added, "Since TDFs are long-term investment products suitable for pension investing, it is necessary to consider not only short-term returns but also long-term performance and risk-adjusted indicators such as the Sharpe ratio."