Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FITOX (Fidelity Advisor 130/30 Large Cap I) | NA | 33.07% | 13.51% | -1.93% | NA | NA | NA | … | … |
Data as of 06/24/2013, Common starting date is 04/08/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FITOX (Fidelity Advisor 130/30 Large Cap I) | 04/08/2008 | 06/24/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.88 | 33.07 | 13.51 | -1.93 | NA | NA | NA | … | … | 15.78 | 13.95 | -3.43 | 10.33 | 4.79 | -37.63 |
| Sharpe Ratio | NA | 2.22 | 0.65 | -0.08 | NA | NA | NA | … | … | 2.46 | 1.00 | -0.12 | 0.46 | 0.20 | -1.12 |
| Standard Deviation(%) | NA | 14.03 | 20.64 | 26.65 | NA | NA | NA | … | … | 14.64 | 14.07 | 27.76 | 22.30 | 24.06 | 42.83 |
| Draw Down(%) | NA | 6.16 | 25.37 | 53.28 | NA | NA | NA | … | … | 4.52 | 12.68 | 25.37 | 17.72 | 26.57 | 50.78 |
| Yield(%) | 0.00 | 0.86 | 0.43 | 0.47 | 0.24 | 0.16 | 0.12 | … | … | 0.00 | 0.84 | 0.30 | 0.58 | 1.36 | 0.35 |
Data as of 06/24/2013, Common starting date is 04/08/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FITOX (Fidelity Advisor 130/30 Large Cap I) |
-9.61%
Sep 2008 – Sep 2011 |
-2.21%
May 2008 – May 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FITOX (Fidelity Advisor 130/30 Large Cap I) |
13.90%
May 2010 – May 2013 |
-2.21%
May 2008 – May 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart