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 Strategic Asset Allocation – Optimal Moderate | NA | -3.34% | 2.91% | 1.80% | 7.16% | 5.54% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMR LLC PROFIT SHARING PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.01 | -3.34 | 2.91 | 1.80 | 7.16 | 5.54 | NA | … | … | -6.89 | 11.72 | 1.95 | -3.07 | 1.75 | 10.86 | 13.24 | -0.79 | 17.36 | 25.27 | -24.26 | 7.58 | 6.27 | 10.10 | 12.38 | 24.37 | -3.17 | 3.26 |
| Sharpe Ratio | NA | -0.88 | 0.18 | 0.07 | 0.65 | NA | NA | … | … | -0.88 | 2.53 | 0.26 | -0.39 | 0.34 | 1.92 | 2.15 | -0.07 | 1.75 | 1.20 | -1.11 | 0.48 | 0.41 | 1.31 | 1.48 | 2.88 | -0.45 | 0.10 |
| Standard Deviation(%) | NA | 9.31 | 7.09 | 6.93 | 9.96 | NA | NA | … | … | 9.31 | 4.39 | 6.68 | 7.95 | 5.12 | 5.64 | 6.14 | 12.11 | 9.88 | 20.91 | 22.71 | 9.43 | 7.27 | 6.05 | 7.72 | 8.21 | 9.44 | 9.30 |
| Draw Down(%) | NA | 13.60 | 13.60 | 13.60 | 21.05 | NA | NA | … | … | 13.60 | 2.03 | 5.98 | 10.20 | 4.51 | 6.49 | 4.34 | 12.42 | 7.94 | 21.05 | 35.24 | 7.90 | 9.81 | 4.37 | 8.49 | 6.84 | 15.66 | 11.52 |
| Yield(%) | NA | 5.84 | 2.72 | 3.29 | 3.13 | NA | NA | … | … | 5.79 | 0.37 | 1.97 | 3.65 | 4.61 | 3.49 | 3.19 | 2.38 | 2.69 | 2.95 | 2.05 | 13.27 | 8.52 | 5.64 | 4.10 | 3.13 | 2.47 | 3.41 |
Data as of 10/31/2018, 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 Strategic Asset Allocation – Optimal Moderate |
-10.24%
Feb 2006 – Feb 2009 |
-2.37%
Feb 2004 – Feb 2009 |
3.90%
Jan 2006 – Jan 2016 |
5.45%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMR LLC PROFIT SHARING PLAN Strategic Asset Allocation – Optimal Moderate |
21.89%
Feb 2009 – Feb 2012 |
16.69%
Feb 2009 – Feb 2014 |
8.90%
Mar 2003 – Mar 2013 |
7.30%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart