Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| annual fidelity mutuals 40% risk Strategic Asset Allocation – Optimal Moderate | NA | -11.77% | 4.25% | 3.52% | 5.31% | 5.40% | 7.88% | … | … |
Data as of 08/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| annual fidelity mutuals 40% risk Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 11/11/2022 |
| 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 (%) | -1.85 | -11.77 | 4.25 | 3.52 | 5.31 | 5.40 | 7.88 | … | … | -12.05 | 7.52 | 14.64 | 15.84 | -5.58 | 10.21 | 3.70 | 1.81 | 3.38 | 11.49 | 11.94 | -2.04 | 20.49 | 32.65 | -24.56 | 9.06 | 17.24 | 10.31 | 14.94 | 31.56 | 4.15 | 6.50 |
| Sharpe Ratio | NA | -1.19 | 0.24 | 0.22 | 0.53 | NA | NA | … | … | -1.10 | 0.87 | 0.84 | 3.00 | -0.83 | 2.33 | 0.55 | 0.21 | 0.69 | 1.95 | 1.80 | -0.17 | 2.25 | 1.75 | -1.16 | 0.68 | 1.74 | 1.56 | 1.97 | 4.59 | 0.40 | 0.55 |
| Standard Deviation(%) | NA | 11.47 | 12.83 | 10.85 | 8.79 | NA | NA | … | … | 11.83 | 8.61 | 17.23 | 4.81 | 8.27 | 4.11 | 6.34 | 8.33 | 4.89 | 5.88 | 6.59 | 11.90 | 9.07 | 18.61 | 22.03 | 8.96 | 8.05 | 5.21 | 7.10 | 6.73 | 7.53 | 7.57 |
| Draw Down(%) | NA | 19.22 | 22.56 | 22.56 | 22.56 | NA | NA | … | … | 18.97 | 5.97 | 22.56 | 2.36 | 11.03 | 2.28 | 6.40 | 5.79 | 4.62 | 7.28 | 6.86 | 13.43 | 7.75 | 16.88 | 35.79 | 7.46 | 10.36 | 5.19 | 8.16 | 5.80 | 12.44 | 10.22 |
| Yield(%) | NA | 5.33 | 4.19 | 3.73 | 3.90 | NA | NA | … | … | 2.95 | 2.83 | 3.65 | 5.36 | 4.62 | 0.35 | 2.89 | 6.23 | 3.41 | 5.14 | 4.38 | 5.12 | 3.80 | 3.55 | 4.29 | 7.85 | 6.47 | 7.32 | 7.60 | 4.06 | 3.47 | 4.40 |
Data as of 08/31/2022, 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 |
|---|---|---|---|---|
| annual fidelity mutuals 40% risk Strategic Asset Allocation – Optimal Moderate |
-6.03%
Feb 2006 – Feb 2009 |
0.88%
Feb 2004 – Feb 2009 |
4.33%
Sep 2012 – Sep 2022 |
4.55%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| annual fidelity mutuals 40% risk Strategic Asset Allocation – Optimal Moderate |
22.83%
Feb 2009 – Feb 2012 |
17.89%
Oct 2002 – Oct 2007 |
11.72%
Mar 2003 – Mar 2013 |
9.63%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart