Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMR LLC PROFIT SHARING PLAN Asset Allocation Composite Moderate | NA | 6.23% | 5.21% | 4.34% | 6.26% | 7.21% | 7.68% | … | … |
Data as of 08/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMR LLC PROFIT SHARING PLAN Asset Allocation Composite Moderate | 12/31/2000 | 11/28/2023 |
| 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 (%) | 1.69 | 6.23 | 5.21 | 4.34 | 6.26 | 7.21 | 7.68 | … | … | 5.08 | -10.72 | 10.51 | 11.91 | 17.07 | -4.20 | 15.55 | 7.66 | -2.55 | 7.51 | 15.07 | 12.05 | -0.11 | 15.96 | 17.34 | -8.06 | 6.33 | 10.36 | 10.72 | 13.39 | 19.79 | 5.38 | 4.24 |
| Sharpe Ratio | NA | 0.20 | 0.08 | 0.47 | 0.62 | NA | NA | … | … | 0.22 | -1.33 | 1.17 | 1.11 | 2.47 | -0.61 | 3.19 | 1.24 | -0.36 | 1.18 | 2.23 | 1.69 | -0.01 | 1.48 | 1.77 | -1.29 | 0.32 | 0.89 | 1.23 | 1.65 | 3.28 | 1.37 | 0.44 |
| Standard Deviation(%) | NA | 4.93 | 7.97 | 8.41 | 7.56 | NA | NA | … | … | 5.17 | 9.07 | 8.98 | 10.49 | 6.35 | 9.00 | 4.68 | 6.00 | 7.14 | 6.37 | 6.76 | 7.08 | 12.71 | 10.72 | 9.75 | 6.99 | 10.31 | 8.01 | 6.94 | 7.56 | 5.82 | 3.12 | 4.40 |
| Draw Down(%) | NA | 6.27 | 13.28 | 19.43 | 19.43 | NA | NA | … | … | 6.27 | 13.28 | 4.45 | 19.43 | 2.62 | 11.90 | 1.50 | 3.87 | 8.61 | 4.56 | 6.47 | 6.08 | 12.14 | 8.34 | 5.97 | 11.00 | 8.93 | 10.92 | 4.91 | 9.10 | 3.45 | 2.44 | 3.25 |
| Yield(%) | NA | 3.98 | 4.71 | 4.46 | 4.05 | NA | NA | … | … | 3.48 | 2.44 | 5.08 | 4.89 | 3.33 | 7.13 | 3.71 | 3.22 | 1.99 | 3.67 | 5.96 | 2.70 | 2.52 | 3.73 | 4.99 | 4.03 | 9.76 | 6.36 | 5.07 | 4.22 | 2.86 | 4.08 | 5.34 |
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 |
|---|---|---|---|---|
| FMR LLC PROFIT SHARING PLAN Asset Allocation Composite Moderate |
-0.77%
Apr 2006 – Apr 2009 |
3.59%
Mar 2015 – Mar 2020 |
5.19%
Oct 2013 – Oct 2023 |
6.27%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMR LLC PROFIT SHARING PLAN Asset Allocation Composite Moderate |
16.93%
Mar 2003 – Mar 2006 |
13.80%
Feb 2009 – Feb 2014 |
10.09%
Apr 2001 – Apr 2011 |
9.43%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart