Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Tax-Exempt Fund Muni California Plan Fidelity Tactical Asset Allocation Moderate | NA | 1.28% | 0.78% | 0.78% | 1.44% | 1.73% | NA | … | … |
Data as of 12/29/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Tax-Exempt Fund Muni California Plan Fidelity Tactical Asset Allocation Moderate | 12/31/2000 | 03/23/2018 |
| 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 (%) | 0.26 | 1.28 | 0.78 | 0.78 | 1.44 | 1.73 | NA | … | … | -0.36 | 1.28 | -0.26 | 1.19 | 2.66 | -0.90 | 2.29 | 3.27 | 1.33 | 6.73 | -2.92 | 2.53 | 3.42 | 1.81 | 1.16 | 2.46 | 5.29 | 2.61 |
| Sharpe Ratio | NA | 0.07 | 0.17 | 0.66 | 0.96 | NA | NA | … | … | -1.01 | 1.01 | -0.52 | 1.67 | 4.24 | -1.20 | 2.70 | 3.93 | 1.16 | 2.72 | -1.08 | -0.90 | 0.25 | -0.55 | 0.19 | 0.91 | 1.52 | 0.17 |
| Standard Deviation(%) | NA | 0.70 | 0.73 | 0.73 | 1.46 | NA | NA | … | … | 0.59 | 0.64 | 0.90 | 0.70 | 0.62 | 0.78 | 0.83 | 0.83 | 1.07 | 2.44 | 3.58 | 0.51 | 0.59 | 0.66 | 1.15 | 1.94 | 2.76 | 1.76 |
| Draw Down(%) | NA | 0.58 | 1.96 | 1.96 | 6.49 | NA | NA | … | … | 0.53 | 0.52 | 1.96 | 0.91 | 0.50 | 1.81 | 0.76 | 0.79 | 1.67 | 2.75 | 8.35 | 0.19 | 0.18 | 0.52 | 1.74 | 2.17 | 4.43 | 3.32 |
| Yield(%) | NA | 1.41 | 1.12 | 1.09 | 1.44 | NA | NA | … | … | 0.32 | 1.18 | 1.00 | 1.11 | 1.17 | 0.86 | 1.31 | 1.27 | 1.53 | 2.48 | 2.83 | 3.21 | 3.46 | 2.79 | 2.02 | 2.82 | 3.39 | 3.90 |
Data as of 12/29/2017, 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 |
|---|---|---|---|---|
| Tax-Exempt Fund Muni California Plan Fidelity Tactical Asset Allocation Moderate |
0.40%
Jan 2015 – Jan 2018 |
0.62%
Nov 2012 – Nov 2017 |
1.28%
Jan 2008 – Jan 2018 |
1.58%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Tax-Exempt Fund Muni California Plan Fidelity Tactical Asset Allocation Moderate |
3.89%
Nov 2008 – Nov 2011 |
2.91%
Mar 2002 – Mar 2007 |
2.51%
Mar 2002 – Mar 2012 |
2.24%
Apr 2001 – Apr 2016 |
Annualized Rolling Returns Comparison Chart