Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMR LLC PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 4.53% | 6.92% | 5.23% | 5.29% | 6.37% | 6.87% | … | … |
Data as of 01/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMR LLC PROFIT SHARING PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 04/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.31 | 4.53 | 6.92 | 5.23 | 5.29 | 6.37 | 6.87 | … | … | -5.37 | 12.84 | 5.19 | 12.04 | -6.33 | 10.38 | 9.33 | -5.34 | 2.07 | 12.83 | 10.82 | 3.97 | 12.89 | 20.52 | -3.69 | 8.08 | 12.22 | -2.60 | 5.98 | 17.47 | 9.73 | 4.45 |
| Sharpe Ratio | NA | 0.03 | 0.51 | 0.44 | 0.63 | NA | NA | … | … | -0.60 | 1.42 | 0.38 | 2.19 | -0.89 | 1.79 | 1.54 | -0.82 | 0.31 | 1.97 | 2.12 | 0.48 | 1.39 | 1.95 | -0.78 | 0.83 | 1.35 | -1.23 | 0.80 | 4.29 | 1.93 | 0.48 |
| Standard Deviation(%) | NA | 7.72 | 9.88 | 8.87 | 7.63 | NA | NA | … | … | 9.04 | 9.01 | 12.96 | 4.85 | 8.57 | 5.44 | 5.94 | 6.52 | 6.55 | 6.49 | 5.08 | 8.14 | 9.22 | 10.46 | 5.88 | 6.14 | 6.65 | 3.88 | 6.32 | 3.91 | 4.48 | 4.42 |
| Draw Down(%) | NA | 7.55 | 20.29 | 20.29 | 20.29 | NA | NA | … | … | 7.55 | 5.27 | 20.29 | 2.84 | 13.84 | 3.39 | 5.20 | 9.16 | 6.88 | 6.13 | 3.59 | 5.22 | 7.67 | 4.98 | 8.94 | 4.24 | 8.12 | 5.03 | 8.67 | 3.54 | 4.58 | 3.55 |
| Yield(%) | NA | 4.80 | 4.76 | 4.00 | 3.94 | NA | NA | … | … | 0.75 | 4.48 | 4.18 | 5.22 | 5.19 | 0.59 | 4.83 | 2.10 | 2.96 | 6.79 | 3.30 | 3.37 | 4.36 | 5.96 | 3.95 | 5.82 | 6.48 | 3.30 | 3.43 | 4.61 | 4.56 | 7.05 |
Data as of 01/31/2022, 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 |
|---|---|---|---|---|
| FMR LLC PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
-1.28%
May 2017 – May 2020 |
1.14%
Mar 2015 – Mar 2020 |
3.96%
Apr 2010 – Apr 2020 |
5.47%
Jun 2005 – Jun 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMR LLC PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
14.72%
Feb 2009 – Feb 2012 |
13.59%
Feb 2009 – Feb 2014 |
8.74%
Jul 2004 – Jul 2014 |
7.74%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart