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 Strategic Asset Allocation – Optimal Moderate | NA | -1.63% | 4.69% | 4.47% | 7.66% | 5.98% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Fidelity Core Test 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 (%) | 1.15 | -1.63 | 4.69 | 4.47 | 7.66 | 5.98 | NA | … | … | 216.33 | 14.50 | 6.27 | -1.24 | 6.51 | 10.64 | 11.85 | 1.50 | 11.44 | 19.98 | -22.82 | 7.29 | 13.07 | 6.25 | 10.50 | 21.25 | -8.28 | -4.31 |
| Sharpe Ratio | NA | 1.79 | 0.81 | 0.59 | 0.53 | NA | NA | … | … | 1.79 | 3.64 | 0.72 | -0.15 | 1.09 | 1.53 | 1.56 | 0.11 | 1.06 | 1.23 | -1.07 | 0.48 | 1.43 | 0.69 | 1.34 | 2.43 | -0.77 | -0.60 |
| Standard Deviation(%) | NA | 120.15 | 69.55 | 54.07 | 39.11 | NA | NA | … | … | 120.15 | 3.81 | 8.38 | 8.23 | 5.96 | 6.95 | 7.56 | 13.59 | 10.71 | 16.23 | 22.24 | 8.95 | 6.82 | 5.94 | 7.12 | 8.46 | 12.13 | 11.12 |
| Draw Down(%) | NA | 7.85 | 7.85 | 11.54 | 17.75 | NA | NA | … | … | 7.85 | 1.47 | 6.08 | 9.12 | 4.82 | 7.22 | 6.36 | 11.65 | 8.70 | 17.75 | 32.87 | 5.72 | 6.19 | 3.93 | 5.85 | 7.63 | 16.90 | 17.00 |
| Yield(%) | NA | 1.48 | 2.11 | 2.25 | 2.54 | NA | NA | … | … | 1.47 | 2.21 | 2.59 | 2.37 | 2.56 | 2.37 | 2.81 | 2.88 | 2.65 | 3.18 | 3.05 | 3.65 | 3.08 | 2.84 | 3.01 | 2.89 | 3.30 | 3.01 |
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 Core Test Strategic Asset Allocation – Optimal Moderate |
-7.10%
Feb 2006 – Feb 2009 |
-1.31%
Feb 2004 – Feb 2009 |
4.46%
Nov 2006 – Nov 2016 |
4.88%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fidelity Core Test Strategic Asset Allocation – Optimal Moderate |
57.66%
Nov 2015 – Nov 2018 |
33.21%
Nov 2013 – Nov 2018 |
21.95%
Nov 2008 – Nov 2018 |
14.85%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison Chart