Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
401k Investor
Fidelity Personal Retirement Annuity
Fidelity Personal Retirement Annuity Strategic Asset Allocation - Optimal Moderate
Fidelity Personal Retirement Annuity Strategic Asset Allocation - Optimal Moderate
live (public) 0.38% December 31
Delayed
Holdings (As of 11/30/2018)
sign up and login first and then customize a new portfolio for the latest current holdings
| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| Commodities | PCRPX (PIMCO COMMODITYREALRETURN STRATEGY FUND CLASS P) | 0.63% | PIMCO Commodity Real Return Strategy | 4.09% |
| General Bond | FFRAX (FIDELITY ADVISOR FLOATING RATE HIGH INCOME FUND CLASS A) | 0.0% | Fidelity Advisor Floating Rate Hi Income | 22.28% |
| US Equity | FAGCX (FIDELITY ADVISOR GROWTH OPPORTUNITIES FUND CLASS I) | 0.28% | Fidelity Advisor Growth Opportunities | 11.57% |
| US Equity | FSEVX (FIDELITY EXTENDED MARKET INDEX FUND PREMIUM CLASS) | 0.23% | FIDELITY EXTENDED MARKET INDEX FUND PREMIUM CLASS | 11.97% |
| Real Estate | FHEIX (FIDELITY ADVISOR REAL ESTATE FUND CLASS I) | 1.56% | Fidelity Advisor Real Estate | 6.54% |
| Emerging Market Equity | FIMKX (FIDELITY ADVISOR EMERGING MARKETS FUND CLASS I) | 0.47% | Fidelity Advisor Emerging Markets | 10.05% |
| International Equity | FAOIX (FIDELITY ADVISOR OVERSEAS FUND CLASS I) | 0.75% | Fidelity Advisor Overseas | 0.46% |
| International Equity | FCPIX (FIDELITY ADVISOR INTERNATIONAL CAPITAL APPRECIATION FUND CLASS I) | 0.47% | Fidelity Advisor International Cap Apprec | 7.69% |
| International Equity | AWSAX (INVESCO GLOBAL CORE EQUITY FUND CLASS A) | 0.56% | Invesco Global Core Equity | 8.60% |
| International Bond | TGBAX (TEMPLETON GLOBAL BOND FUND ADVISOR CLASS) | 0.0% | Franklin Templeton Global Bond Securities Fund | 2.58% |
| Inflation Protected Bond | PRRIX (REAL RETURN FUND INSTITUTIONAL) | 0.09% | PIMCO Real Return | 14.17% |
* Day change on 09/28/2018.
Previous
Beta
Performance (As of 12/31/2018)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Fidelity Personal Retirement Annuity Strategic Asset Allocation - Optimal Moderate | 3.3% | 8.2% | 8.9% | 5.4% | 7.2% | 6.1% |
| VFINX (Vanguard (S&P 500) Index) | -0.9% | 10.7% | 15.8% | 16.0% | 12.4% | 13.9% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | -1.8% | 2.7% | 6.6% | 6.3% | 6.5% | 8.2% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.1 | 8.2 | 8.9 | 5.4 | 7.2 | 6.1 | 7.4 | 0.0 | 6.2 | -4.6 | 12.5 | 6.6 | -1.6 | 2.7 | 9.1 | 12.5 | -2.9 | 16.5 | 31.0 | -27.9 | 10.3 | 13.8 | 12.2 | 13.9 | 26.5 | -5.2 | 0.9 |
| Sharpe Ratio | NA | -0.66 | 0.53 | 0.34 | 0.7 | NA | NA | NA | 0.47 | -0.66 | 2.9 | 0.79 | -0.2 | 0.44 | 1.34 | 1.64 | -0.21 | 1.28 | 1.57 | -1.24 | 0.7 | 1.42 | 1.62 | 1.58 | 3.62 | -0.62 | -0.13 |
| Draw Down(%) | NA | 11.0 | 11.0 | 12.0 | 18.2 | NA | NA | NA | 41.6 | 11.0 | 1.6 | 7.1 | 8.8 | 5.7 | 7.8 | 7.2 | 15.6 | 9.9 | 18.2 | 39.6 | 7.6 | 8.6 | 4.6 | 9.6 | 5.9 | 15.3 | 15.2 |
| Standard Deviation(%) | NA | 8.9 | 7.4 | 7.3 | 10.6 | NA | NA | NA | 11.1 | 8.9 | 4.1 | 8.1 | 8.2 | 6.2 | 6.8 | 7.6 | 14.2 | 12.8 | 19.6 | 23.4 | 10.4 | 7.4 | 6.2 | 8.2 | 7.1 | 10.1 | 10.4 |
| Treynor Ratio | NA | -0.12 | 0.07 | 0.05 | 0.13 | NA | NA | NA | 0.1 | -0.12 | 0.24 | 0.11 | -0.03 | 0.06 | 0.17 | 0.23 | -0.05 | 0.24 | 0.44 | -0.53 | 0.12 | 0.17 | 0.21 | 0.23 | 0.77 | -0.18 | -0.03 |
| Alpha | NA | -0.01 | 0.0 | 0.0 | 0.0 | NA | NA | NA | 0.01 | -0.01 | 0.01 | 0.0 | -0.01 | -0.01 | -0.02 | 0.02 | -0.01 | 0.03 | 0.05 | -0.03 | 0.03 | 0.01 | 0.04 | 0.03 | 0.06 | 0.01 | 0.02 |
| Beta | NA | 0.49 | 0.52 | 0.5 | 0.59 | NA | NA | NA | 0.53 | 0.49 | 0.5 | 0.57 | 0.48 | 0.49 | 0.54 | 0.55 | 0.58 | 0.67 | 0.7 | 0.54 | 0.6 | 0.62 | 0.49 | 0.56 | 0.34 | 0.34 | 0.42 |
| RSquared | NA | 0.87 | 0.83 | 0.83 | 0.87 | NA | NA | NA | 0.82 | 0.87 | 0.65 | 0.86 | 0.84 | 0.8 | 0.78 | 0.85 | 0.9 | 0.9 | 0.93 | 0.9 | 0.84 | 0.71 | 0.66 | 0.58 | 0.65 | 0.77 | 0.75 |
| Sortino Ratio | NA | -0.84 | 0.71 | 0.46 | 0.99 | NA | NA | NA | 0.66 | -0.84 | 4.65 | 1.09 | -0.27 | 0.61 | 1.86 | 2.49 | -0.27 | 1.85 | 2.33 | -1.61 | 0.95 | 2.13 | 2.41 | 2.2 | 5.67 | -0.86 | -0.18 |
| Yield(%) | N/A | 4.8 | 4.5 | 4.3 | 6.3 | 7.2 | 7.2 | 7.0 | 4.1 | 4.8 | 4.5 | 2.9 | 3.9 | 3.9 | 2.6 | 3.9 | 4.3 | 2.8 | 3.4 | 3.3 | 8.2 | 6.3 | 5.6 | 3.9 | 3.2 | 3.1 | 3.3 |
| Dividend Growth(%) | N/A | 18.9 | 32.8 | 63.8 | N/A | N/A | N/A | N/A | N/A | 18.9 | 69.6 | -27.8 | 4.7 | 60.0 | -25.8 | -12.1 | 79.5 | 8.1 | -25.2 | -55.3 | 46.6 | 28.7 | 60.6 | 56.0 | -1.8 | -6.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Optimal
strategy. Asset weights of available asset classes Emerging Market Equity, Real Estate, International Equity, Commodities, Inflation Protected Bond, US Equity, General Bond, International Bond
in Fidelity Personal Retirement Annuity are derived based on long term asset trends and their correlations.
For each major asset class, one or two funds are selected:
1. Risk allocation: the risk profile of this portfolio is 40.
The total allocation of the fixed income asset should be at least 40%.
2. Asset weights:
3. Fund selection: one or two top performing funds among 58 available funds in the plan are chosen for each asset.
They are usually equally weighted within the asset by default. Volatile funds or ETFs with small trading volume are ignored.
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.
5.
Simulation: Performance data before this portfolio went public are obtained from historical simulation. They are hypothetical.
- Emerging Market Equity
- Real Estate
- International Equity
- Commodities
- Inflation Protected Bond
- US Equity
- General Bond
- International Bond
- 10.0%
- 7.0%
- 16.0%
- 5.0%
- 15.0%
- 22.0%
- 22.0%
- 3.0%
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>