Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Fidelity Investment Life Insurance Co FIDELITY RETIREMENT RESERVES C SHARES Tactical Asset Allocation Moderate | NA | 8.81% | 2.91% | 4.68% | 4.86% | 8.57% | NA | … | … |
Data as of 09/29/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Fidelity Investment Life Insurance Co FIDELITY RETIREMENT RESERVES C SHARES Tactical Asset Allocation Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.09 | 8.81 | 2.91 | 4.68 | 4.86 | 8.57 | NA | … | … | 13.33 | 1.14 | -5.08 | 1.85 | 12.75 | 5.24 | -5.47 | 8.83 | 27.18 | -7.73 | 20.26 | 20.46 | 13.34 | 5.21 | 25.57 | -7.72 | 6.04 |
| Sharpe Ratio | NA | 0.03 | 0.01 | 0.02 | 0.03 | NA | NA | … | … | 0.03 | 0.16 | -0.77 | 0.31 | 2.07 | 1.15 | -0.57 | 0.78 | 3.02 | -2.23 | 1.14 | 1.66 | 1.84 | 0.48 | 4.66 | -1.60 | 1.15 |
| Standard Deviation(%) | NA | 461.61 | 265.85 | 206.18 | 145.88 | NA | NA | … | … | 462.53 | 5.73 | 6.59 | 5.94 | 6.14 | 4.51 | 9.57 | 11.15 | 8.97 | 3.89 | 15.16 | 10.32 | 6.06 | 8.91 | 5.33 | 5.52 | 3.24 |
| Draw Down(%) | NA | 96.16 | 96.16 | 96.16 | 96.16 | NA | NA | … | … | 96.16 | 6.09 | 8.34 | 5.43 | 3.66 | 4.91 | 10.77 | 8.65 | 4.56 | 8.00 | 12.72 | 14.05 | 5.79 | 12.37 | 2.41 | 12.37 | 2.15 |
| Yield(%) | NA | 7.51 | 4.99 | 3.82 | 3.45 | NA | NA | … | … | 7.30 | 4.11 | 3.39 | 2.23 | 2.01 | 1.19 | 1.37 | 2.24 | 1.66 | 9.05 | 10.35 | 5.72 | 3.02 | 1.78 | 0.73 | 1.37 | 4.82 |
Data as of 09/29/2017, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fidelity Investment Life Insurance Co FIDELITY RETIREMENT RESERVES C SHARES Tactical Asset Allocatio |
-0.75%
Dec 2013 – Dec 2016 |
0.68%
Feb 2011 – Feb 2016 |
4.24%
Oct 2007 – Oct 2017 |
7.08%
Nov 2001 – Nov 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fidelity Investment Life Insurance Co FIDELITY RETIREMENT RESERVES C SHARES Tactical Asset Allocatio |
21.85%
Oct 2004 – Oct 2007 |
17.84%
Oct 2002 – Oct 2007 |
10.83%
Apr 2001 – Apr 2011 |
8.60%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart