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Fidelity Personal Retirement Annuity C Shares
Fidelity Personal Retirement Annuity C Shares Tactical Asset Allocation Moderate
Fidelity Personal Retirement Annuity C Shares Tactical Asset Allocation Moderate
live (public) 0.04% December 29
Delayed
Holdings (As of 10/31/2017)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| CASH | CASH (CASH) | 0.0% | Fidelity V5 Money Market Inv | 0.00% |
| General Bond | FBNDX (FIDELITY INVESTMENT GRADE BOND FUND FIDELITY INVESTMENT GRADE BOND FUND) | 0.0% | Fidelity V5 Investment Grade Bond Inv | 19.80% |
| General Bond | FSICX (FIDELITY STRATEGIC INCOME FUND FIDELITY STRATEGIC INCOME FUND) | 0.09% | Fidelity V5 Strategic Income Inv | 19.89% |
| Emerging Market Equity | UEMEX (EMERGING MARKETS EQUITY PORTFOLIO CLASS I) | UIF Emerging Market Equity I | 14.78% | |
| Emerging Market Equity | LZEMX (LAZARD EMERGING MARKETS EQUITY PORTFOLIO INSTITUTIONAL SHARES) | 0.84% | Lazard Return Emerging Markets Equity Svc | 14.97% |
| International Equity | FCPIX (FIDELITY ADVISOR INTERNATIONAL CAPITAL APPRECIATION FUND CLASS I) | 0.50% | Fidelity V4 International Capital App Inv R | 30.56% |
* Day change on 09/29/2017.
Previous
Beta
Performance (As of 12/29/2017)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Fidelity Personal Retirement Annuity C Shares Tactical Asset Allocation Moderate | -4.1% | -6.6% | -0.4% | 2.8% | 5.9% | 9.4% |
| VFINX (Vanguard (S&P 500) Index) | 8.7% | 24.8% | 21.6% | 13.5% | 15.3% | 14.3% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.4% | 16.7% | 14.3% | 7.5% | 9.5% | 9.2% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.3 | -6.6 | -0.4 | 2.8 | 5.9 | 9.4 | 0.0 | 9.1 | -1.6 | 4.0 | -4.1 | 3.8 | 12.4 | 11.5 | 1.8 | 14.1 | 30.1 | -5.8 | 14.5 | 16.6 | 14.6 | 9.8 | 29.0 | 3.8 | 7.2 |
| Sharpe Ratio | NA | 0.0 | 0.0 | 0.01 | 0.04 | NA | NA | 0.07 | 0.0 | 0.63 | -0.58 | 0.64 | 1.91 | 2.28 | 0.18 | 1.04 | 3.11 | -1.75 | 1.0 | 1.46 | 1.84 | 1.02 | 5.57 | 0.63 | 1.16 |
| Draw Down(%) | NA | 95.9 | 95.9 | 95.9 | 95.9 | NA | NA | 95.9 | 95.9 | 6.4 | 9.3 | 5.4 | 6.2 | 3.9 | 9.2 | 9.0 | 4.9 | 7.2 | 9.0 | 11.8 | 5.6 | 12.2 | 1.8 | 4.9 | 3.3 |
| Standard Deviation(%) | NA | 453.0 | 260.9 | 202.3 | 143.2 | NA | NA | 110.0 | 453.9 | 6.0 | 7.0 | 5.9 | 6.5 | 5.0 | 9.7 | 13.4 | 9.6 | 3.8 | 11.5 | 9.1 | 6.8 | 8.7 | 5.1 | 4.2 | 4.2 |
| Treynor Ratio | NA | 0.0 | 0.02 | -0.09 | 0.59 | NA | NA | 0.61 | 0.0 | 4.23 | -0.92 | 2.54 | 0.23 | 0.37 | 0.06 | 0.21 | 1.87 | -3.24 | 0.2 | 0.2 | 0.31 | 0.18 | 3.57 | 0.76 | 0.9 |
| Alpha | NA | 9.4 | 2.98 | 1.81 | 0.91 | NA | NA | 0.55 | 9.46 | 0.01 | -0.02 | 0.01 | -0.01 | 0.03 | 0.01 | 0.02 | 0.09 | -0.02 | 0.04 | 0.02 | 0.04 | 0.02 | 0.09 | 0.01 | 0.02 |
| Beta | NA | -7.35 | -0.52 | -0.3 | 0.1 | NA | NA | 0.13 | -7.5 | 0.01 | 0.04 | 0.01 | 0.54 | 0.31 | 0.29 | 0.68 | 0.16 | 0.02 | 0.58 | 0.67 | 0.4 | 0.5 | 0.08 | 0.04 | 0.05 |
| RSquared | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.85 | 0.62 | 0.49 | 0.83 | 0.21 | 0.05 | 0.67 | 0.54 | 0.38 | 0.41 | 0.07 | 0.05 | 0.08 |
| Sortino Ratio | NA | -0.01 | -0.01 | 0.02 | 0.06 | NA | NA | 0.11 | -0.01 | 0.86 | -0.75 | 0.88 | 2.74 | 3.41 | 0.25 | 1.52 | 5.16 | -2.05 | 1.39 | 2.16 | 2.67 | 1.43 | 9.46 | 0.92 | 1.8 |
| Yield(%) | N/A | 6.2 | 4.9 | 4.6 | 5.6 | 11.4 | 10.0 | 4.78 | 5.9 | 6.0 | 3.1 | 2.6 | 2.7 | 3.5 | 2.1 | 2.3 | 1.9 | 7.6 | 12.1 | 7.2 | 7.5 | 1.7 | 1.1 | 2.0 | 7.2 |
| Dividend Growth(%) | N/A | 11.9 | 92.8 | 81.1 | N/A | N/A | N/A | N/A | 3.5 | 84.0 | 22.9 | 7.3 | -13.3 | 67.2 | 6.8 | 53.5 | -75.8 | -29.1 | 93.8 | 11.9 | 380.9 | 101.6 | -42.3 | -70.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Tactical Asset Allocation
. The following is the description on how in general the strategy works for this portfolio. It is for information purpose only. The actual implementation might be
different from the description in some situations where optimization has been implemented.
The strategy first derives trend scores of the 5 major asset classes: US Equity, Fixed Income, Foreign Equity, REITs, Emerging Market Equity that are covered in Fidelity Personal Retirement Annuity C Shares. It then selects the top 2 risk assets and 1 fixed income asset.
1. Risk allocation: the risk profile of this portfolio is 40.
The total allocation of the 1 fixed income asset should be at least 40%.
2. Asset weights: risk assets selected are equally weighted by
default.
3. Fund selection: about 2 top performing funds among 45 available funds in the plan are chosen for each asset selected. They are usually equally weighted within
the asset by default.
4. Rebalance frequency: the portfolio is reviewed by the strategy program monthly
and the above steps are repeated. Asset weights are rebalanced back to target allocation if it is necessary. During a market downturn, the asset
exposure to risk assets might be reduced and is switched to fixed income instead to avoid big loss.
5.
Simulation: Performance data before this portfolio went public are obtained from historical simulation. They are hypothetical.
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