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Tax-Exempt Fund Muni California Plan Fidelity
Tax-Exempt Fund Muni California Plan Fidelity Tactical Asset Allocation Moderate
Tax-Exempt Fund Muni California Plan Fidelity Tactical Asset Allocation Moderate
live (public) 0.00% March 23
Delayed
Holdings (As of 01/31/2018)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | BCITX (CALIFORNIA INTERMEDIATE-TERM TAX-FREE BOND FUND INVESTOR CLASS) | 0.08% | BCITX | 13.52% |
| General Bond | PCIDX (CALIFORNIA INTERMEDIATE MUNICIPAL BOND FUND D) | 0.10% | PCIDX | 13.27% |
| General Bond | NCITX (NORTHERN CALIFORNIA INTERMEDIATE TAX-EXEMPT FUND NORTHERN CALIFORNIA INTERMEDIATE TAX-EXEMPT FUND) | 0.0% | NCITX | 13.20% |
| CASH | CASH (CASH) | 0.0% | CASH | 60.01% |
* Day change on 12/29/2017.
Previous
Beta
Performance (As of 03/23/2018)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Tax-Exempt Fund Muni California Plan Fidelity Tactical Asset Allocation Moderate | -0.0% | 1.3% | 0.8% | 0.8% | 1.4% | 1.7% |
| VFINX (Vanguard (S&P 500) Index) | 8.4% | 25.7% | 21.4% | 13.4% | 15.2% | 14.2% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.2% | 17.0% | 14.1% | 7.4% | 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 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.3 | 1.3 | 0.8 | 0.8 | 1.4 | 1.7 | 0.0 | 1.9 | -0.4 | 1.3 | -0.3 | 1.2 | 2.7 | -0.9 | 2.3 | 3.3 | 1.3 | 6.7 | -2.9 | 2.5 | 3.4 | 1.8 | 1.2 | 2.5 | 5.3 | 2.6 |
| Sharpe Ratio | NA | 0.07 | 0.17 | 0.66 | 0.96 | NA | NA | 0.66 | -1.01 | 1.01 | -0.52 | 1.67 | 4.24 | -1.2 | 2.7 | 3.93 | 1.16 | 2.72 | -1.08 | -0.9 | 0.25 | -0.55 | 0.19 | 0.91 | 1.52 | 0.17 |
| Draw Down(%) | NA | 0.6 | 2.0 | 2.0 | 6.5 | NA | NA | 8.3 | 0.5 | 0.5 | 2.0 | 0.9 | 0.5 | 1.8 | 0.8 | 0.8 | 1.7 | 2.8 | 8.3 | 0.2 | 0.2 | 0.5 | 1.7 | 2.2 | 4.4 | 3.3 |
| Standard Deviation(%) | NA | 0.7 | 0.7 | 0.7 | 1.5 | NA | NA | 1.5 | 0.6 | 0.6 | 0.9 | 0.7 | 0.6 | 0.8 | 0.8 | 0.8 | 1.1 | 2.4 | 3.6 | 0.5 | 0.6 | 0.7 | 1.2 | 1.9 | 2.8 | 1.8 |
| Treynor Ratio | NA | 5.57 | -0.1 | -0.43 | -1.21 | NA | NA | -0.78 | -0.91 | -0.48 | 0.22 | -0.88 | -1.39 | -2.12 | -1.35 | -2.68 | -1.32 | -4.79 | 3.53 | 0.57 | 0.43 | -21.42 | -0.23 | -0.47 | -1.49 | 11.06 |
| Alpha | NA | 0.0 | 0.0 | 0.0 | 0.01 | NA | NA | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.01 | 0.01 | 0.03 | -0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.0 |
| Beta | NA | 0.0 | -0.01 | -0.01 | -0.01 | NA | NA | -0.01 | 0.01 | -0.01 | -0.02 | -0.01 | -0.02 | 0.0 | -0.02 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | 0.0 | 0.0 | -0.01 | -0.04 | -0.03 | 0.0 |
| RSquared | NA | 0.0 | 0.05 | 0.04 | 0.03 | NA | NA | 0.03 | 0.05 | 0.02 | 0.1 | 0.09 | 0.12 | 0.0 | 0.06 | 0.12 | 0.02 | 0.02 | 0.02 | 0.06 | 0.0 | 0.0 | 0.01 | 0.11 | 0.07 | 0.0 |
| Sortino Ratio | NA | 0.1 | 0.24 | 0.91 | 1.41 | NA | NA | 0.93 | -1.17 | 1.55 | -0.66 | 2.54 | 7.44 | -1.48 | 4.07 | 6.97 | 1.54 | 4.91 | -1.39 | -1.25 | 0.37 | -0.78 | 0.27 | 1.27 | 2.12 | 0.24 |
| Yield(%) | N/A | 1.4 | 1.1 | 1.1 | 1.6 | 2.2 | 2.1 | 0.0 | 0.3 | 1.2 | 1.0 | 1.1 | 1.2 | 0.9 | 1.3 | 1.3 | 1.5 | 2.5 | 2.8 | 3.2 | 3.5 | 2.8 | 2.0 | 2.8 | 3.4 | 3.9 |
| Dividend Growth(%) | N/A | 64.1 | 4.6 | -32.6 | N/A | N/A | N/A | N/A | -72.5 | 18.0 | -9.0 | -2.6 | 34.8 | -33.1 | 6.5 | -15.8 | -34.2 | -14.9 | -9.6 | -3.8 | 25.9 | 40.0 | -26.6 | -12.5 | -10.9 | 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 1 major asset classes: Fixed Income that are covered in Tax-Exempt Fund Muni California Plan Fidelity. 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 19 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 on
05/05/2014
are obtained from historical simulation. They are hypothetical.
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