Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| fidelity plan Tactical Asset Allocation Moderate | NA | 0.83% | 6.10% | 4.39% | 6.88% | 8.74% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| fidelity plan Tactical Asset Allocation 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 (%) | 0.62 | 0.83 | 6.10 | 4.39 | 6.88 | 8.74 | NA | … | … | -13.56 | 19.48 | 2.95 | -3.66 | 3.57 | 12.15 | 8.37 | 1.12 | -2.06 | 29.43 | -2.75 | 19.75 | 14.79 | 15.89 | 13.21 | 28.83 | 10.31 | 6.37 |
| Sharpe Ratio | NA | -1.20 | 0.16 | 0.10 | 0.47 | NA | NA | … | … | -1.21 | 3.65 | 0.42 | -0.53 | 0.63 | 1.93 | 1.52 | 0.11 | -0.10 | 2.54 | -0.60 | 1.36 | 1.20 | 1.78 | 1.32 | 4.72 | 1.65 | 0.96 |
| Standard Deviation(%) | NA | 12.36 | 8.62 | 7.79 | 10.41 | NA | NA | … | … | 12.36 | 5.16 | 6.49 | 6.97 | 5.66 | 6.26 | 5.47 | 9.60 | 22.04 | 11.55 | 6.12 | 12.34 | 9.58 | 7.71 | 9.26 | 5.96 | 5.59 | 4.23 |
| Draw Down(%) | NA | 19.89 | 19.89 | 19.89 | 19.89 | NA | NA | … | … | 19.89 | 1.83 | 7.46 | 8.86 | 5.09 | 6.73 | 4.40 | 9.00 | 16.36 | 5.85 | 7.70 | 10.63 | 12.70 | 6.92 | 12.58 | 3.80 | 6.72 | 2.38 |
| Yield(%) | NA | 3.92 | 3.96 | 3.54 | 3.98 | NA | NA | … | … | 3.89 | 3.62 | 4.21 | 2.83 | 3.17 | 4.99 | 2.64 | 3.84 | 2.84 | 7.72 | 3.53 | 6.74 | 6.26 | 7.09 | 3.52 | 6.86 | 5.48 | 6.91 |
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 |
|---|---|---|---|---|
| fidelity plan Tactical Asset Allocation Moderate |
0.89%
Nov 2013 – Nov 2016 |
1.41%
Sep 2010 – Sep 2015 |
5.71%
Oct 2007 – Oct 2017 |
8.17%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| fidelity plan Tactical Asset Allocation Moderate |
21.96%
Oct 2004 – Oct 2007 |
20.27%
Oct 2002 – Oct 2007 |
13.44%
Apr 2001 – Apr 2011 |
10.43%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart