Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FLDR (Fidelity Low Duration Bond Factor ETF) | NA | 20.00% | -7.73% | -7.33% | 11.16% | -3.93% | NA | … | … |
Data as of 05/16/2012, Common starting date is 04/17/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FLDR (Fidelity Low Duration Bond Factor ETF) | 04/17/1996 | 05/16/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.14 | 20.00 | -7.73 | -7.33 | 11.16 | -3.93 | NA | … | … | 41.64 | -2.87 | -29.60 | -4.90 | -16.40 | -43.33 | -18.59 | 26.67 | 45.90 | 273.86 | -25.42 | 14.56 | -17.60 | -38.42 | -56.11 | -2.63 | 52.00 |
| Sharpe Ratio | NA | 0.36 | -0.10 | -0.12 | 0.16 | NA | NA | … | … | 3.15 | -0.04 | -0.50 | -0.07 | -0.26 | -0.82 | -0.70 | 0.57 | 1.01 | 3.99 | -0.31 | 0.11 | -0.17 | -0.51 | -0.94 | -0.97 | 1.25 |
| Standard Deviation(%) | NA | 54.92 | 58.51 | 66.76 | 61.91 | NA | NA | … | … | 48.89 | 65.35 | 59.66 | 69.53 | 66.67 | 56.51 | 31.58 | 43.14 | 44.46 | 68.42 | 85.58 | 109.14 | 125.37 | 81.33 | 63.48 | 59.20 | 61.65 |
| Draw Down(%) | NA | 31.08 | 62.28 | 68.90 | 81.90 | NA | NA | … | … | 8.13 | 34.62 | 46.76 | 43.93 | 42.99 | 55.66 | 30.76 | 34.44 | 28.63 | 33.49 | 42.97 | 51.95 | 65.50 | 56.05 | 68.22 | 51.08 | 16.67 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/16/2012, Common starting date is 04/17/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLDR (Fidelity Low Duration Bond Factor ETF) |
-39.39%
Dec 1997 – Dec 2000 |
-29.88%
Sep 1996 – Sep 2001 |
-5.14%
Aug 1997 – Aug 2007 |
-8.17%
Feb 1997 – Feb 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLDR (Fidelity Low Duration Bond Factor ETF) |
95.69%
Sep 2002 – Sep 2005 |
43.28%
Oct 2000 – Oct 2005 |
9.85%
Apr 2002 – Apr 2012 |
-3.27%
Apr 1997 – Apr 2012 |
Annualized Rolling Returns Comparison Chart