Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Fidelity Core Test Tactical Asset Allocation Moderate | NA | 7.79% | 1.54% | 0.33% | 3.10% | 3.95% | 5.23% | … | … |
Data as of 08/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Fidelity Core Test Tactical Asset Allocation Moderate | 12/31/2000 | 11/08/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.13 | 7.79 | 1.54 | 0.33 | 3.10 | 3.95 | 5.23 | … | … | 5.86 | -15.92 | 5.82 | 11.48 | 0.76 | -4.29 | 16.53 | 3.77 | -3.89 | 4.30 | 12.05 | 7.36 | 6.57 | 1.87 | 9.60 | -0.06 | 7.63 | 13.97 | 3.14 | 10.27 | 17.41 | 6.20 | 6.40 |
| Sharpe Ratio | NA | 0.52 | -0.17 | -0.10 | 0.18 | NA | NA | … | … | 0.25 | -1.21 | 0.70 | 1.35 | -0.13 | -0.80 | 3.39 | 0.60 | -0.63 | 0.73 | 1.80 | 1.41 | 0.85 | 0.19 | 1.23 | -0.17 | 0.50 | 1.62 | 0.18 | 1.25 | 3.07 | 1.10 | 0.88 |
| Standard Deviation(%) | NA | 9.76 | 10.67 | 9.34 | 7.84 | NA | NA | … | … | 8.51 | 14.31 | 8.27 | 8.33 | 5.09 | 7.01 | 4.70 | 5.96 | 6.18 | 5.90 | 6.69 | 5.19 | 7.69 | 9.28 | 7.74 | 5.63 | 9.19 | 6.61 | 5.29 | 7.45 | 5.45 | 4.62 | 4.65 |
| Draw Down(%) | NA | 8.73 | 23.37 | 23.37 | 23.37 | NA | NA | … | … | 8.73 | 22.10 | 4.57 | 8.63 | 5.67 | 10.16 | 1.93 | 5.95 | 7.72 | 6.53 | 6.67 | 4.03 | 4.72 | 9.12 | 3.53 | 5.43 | 6.66 | 6.13 | 3.69 | 5.96 | 2.95 | 2.77 | 3.44 |
| Yield(%) | NA | 2.42 | 1.69 | 1.69 | 1.90 | NA | NA | … | … | 0.92 | 1.88 | 0.91 | 2.40 | 1.95 | 0.78 | 2.21 | 2.98 | 1.32 | 2.48 | 1.81 | 3.25 | 2.68 | 3.05 | 4.42 | 4.08 | 3.09 | 3.00 | 2.84 | 2.75 | 4.20 | 5.66 | 6.22 |
Data as of 08/31/2023, 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 Core Test Tactical Asset Allocation Moderate |
-2.21%
Sep 2019 – Sep 2022 |
-1.58%
Sep 2017 – Sep 2022 |
1.97%
Oct 2013 – Oct 2023 |
2.92%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fidelity Core Test Tactical Asset Allocation Moderate |
11.58%
Apr 2003 – Apr 2006 |
11.48%
Oct 2002 – Oct 2007 |
8.12%
Apr 2001 – Apr 2011 |
7.46%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart