We consider a scenario where a team of robots with heterogeneous sensors must track a set of hostile targets which induce sensory failures on the robots. In particular, the likelihood of failures depends on the proximity between the targets and the robots. We propose a control framework that implicitly addresses the competing objectives of performance maximization and sensor preservation (which impacts the future performance of the team). Our framework consists of a predictive component—which accounts for the risk of being detected by the target, and a reactive component—which maximizes the performance of the team regardless of the failures that have already occurred. Based on a measure of the abundance of sensors in the team, our framework can generate aggressive and risk-averse robot configurations to track the targets. Crucially, the heterogeneous sensing capabilities of the robots are explicitly considered in each step, allowing for a more expressive risk-performance trade-off. Simulated experiments with induced sensor failures demonstrate the efficacy of the proposed approach.