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Fidelity Core
Fidelity Core Tactical Asset Allocation Moderate
Fidelity Core Tactical Asset Allocation Moderate
live (public) 0.12% May 01
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
CASH | CASH (CASH) | 0.0% | CASH | 0.01% |
General Bond | PONAX (PIMCO INCOME FUND CLASS A) | 0.19% | PIMCO Income A | 36.39% |
General Bond | LSBRX (LOOMIS SAYLES BOND FUND RETAIL CLASS) | 0.09% | Loomis Sayles Bond Retail | 3.22% |
US Equity | FZROX (FIDELITY ZERO TOTAL MARKET INDEX FUND) | 0.16% | Fidelity Spartan Real Estate Idx Premium | 17.27% |
US Equity | FSKAX (Fidelity Total Market Index Fund) | 0.14% | Fidelity Total Market Index Fund | 14.50% |
Real Estate | FSRNX (FIDELITY REAL ESTATE INDEX FUND INSTITUTIONAL CLASS) | 0.77% | Fidelity Spartan Total Market Index Inv | 28.61% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/01/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Fidelity Core Tactical Asset Allocation Moderate | -2.0% | 4.8% | 1.3% | 6.3% | 5.1% | 7.8% |
VFINX (Vanguard (S&P 500) Index) | 6.6% | 24.7% | 8.1% | 13.4% | 12.4% | 14.5% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 1.8% | 12.7% | 2.1% | 7.4% | 7.6% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
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(%) | -0.6 | -2.0 | 4.8 | 1.3 | 6.3 | 5.1 | 7.8 | 7.6 | 8.2 | 13.1 | -14.8 | 19.5 | 14.7 | 9.0 | -3.6 | 19.4 | 1.7 | -3.3 | 7.0 | 11.3 | 15.7 | 2.1 | 17.1 | 22.2 | -1.7 | 9.6 | 7.8 | 4.2 | 8.6 | 28.4 | 8.2 | 7.3 |
Sharpe Ratio | NA | -0.35 | 0.12 | -0.1 | 0.52 | 0.52 | NA | NA | 1.06 | 1.07 | -1.41 | 2.22 | 1.63 | 1.51 | -0.62 | 3.93 | 0.25 | -0.49 | 1.07 | 1.5 | 2.56 | 0.2 | 4.15 | 3.59 | -0.36 | 1.8 | 2.26 | 0.74 | 1.17 | 5.42 | 1.73 | 1.13 |
Draw Down(%) | NA | 5.1 | 8.1 | 16.0 | 16.0 | 16.0 | NA | NA | 16.0 | 8.1 | 16.0 | 4.5 | 11.1 | 3.1 | 10.3 | 1.8 | 6.1 | 9.3 | 5.2 | 8.1 | 4.7 | 11.5 | 3.3 | 2.2 | 7.3 | 3.1 | 0.9 | 2.6 | 5.6 | 5.7 | 5.1 | 4.1 |
Standard Deviation(%) | NA | 9.2 | 8.4 | 9.6 | 9.0 | 7.7 | NA | NA | 6.7 | 8.3 | 11.5 | 8.8 | 8.9 | 5.0 | 7.9 | 4.8 | 6.0 | 6.8 | 6.5 | 7.5 | 6.1 | 10.2 | 4.1 | 6.2 | 7.1 | 3.7 | 2.0 | 2.8 | 6.6 | 5.1 | 4.1 | 4.4 |
Treynor Ratio | NA | -0.05 | 0.02 | -0.02 | 0.19 | 0.15 | NA | NA | 0.61 | 0.18 | -0.45 | 0.34 | 1.54 | 0.39 | -0.12 | 0.4 | 0.07 | -0.11 | 0.15 | 0.19 | 0.41 | 0.07 | -3.18 | -5.2 | 1.31 | 1.92 | 0.7 | 0.49 | 1.1 | -3.81 | -1.34 | -1.61 |
Alpha | NA | -0.07 | -0.03 | -0.01 | 0.01 | 0.01 | NA | NA | 0.02 | 0.0 | -0.04 | 0.02 | 0.05 | 0.01 | -0.01 | 0.04 | 0.0 | -0.01 | 0.01 | -0.02 | 0.04 | 0.01 | 0.07 | 0.08 | -0.01 | 0.02 | 0.01 | 0.01 | 0.03 | 0.1 | 0.02 | 0.02 |
Beta | NA | 0.62 | 0.61 | 0.43 | 0.25 | 0.27 | NA | NA | 0.12 | 0.5 | 0.36 | 0.57 | 0.09 | 0.2 | 0.39 | 0.47 | 0.22 | 0.3 | 0.47 | 0.6 | 0.38 | 0.27 | -0.05 | -0.04 | -0.02 | 0.03 | 0.07 | 0.04 | 0.07 | -0.07 | -0.05 | -0.03 |
RSquared | NA | 0.62 | 0.72 | 0.6 | 0.34 | 0.38 | NA | NA | 0.12 | 0.62 | 0.58 | 0.73 | 0.13 | 0.24 | 0.73 | 0.43 | 0.23 | 0.46 | 0.67 | 0.8 | 0.63 | 0.4 | 0.06 | 0.04 | 0.01 | 0.02 | 0.11 | 0.02 | 0.01 | 0.06 | 0.11 | 0.02 |
Sortino Ratio | NA | -0.44 | 0.17 | -0.13 | 0.71 | 0.71 | NA | NA | 1.47 | 1.57 | -1.8 | 3.32 | 2.17 | 2.09 | -0.8 | 6.55 | 0.34 | -0.65 | 1.49 | 2.12 | 3.88 | 0.25 | 6.76 | 6.32 | -0.5 | 2.75 | 3.62 | 1.04 | 1.75 | 8.91 | 2.49 | 1.63 |
Yield(%) | N/A | 0.63 | 3.32 | 2.56 | 2.82 | 2.98 | N/A | N/A | 4.9 | 3.4 | 2.21 | 2.9 | 1.94 | 3.76 | 2.23 | 3.59 | 3.53 | 2.63 | 3.87 | 3.41 | 5.68 | 5.49 | 5.97 | 10.48 | 4.96 | 5.23 | 5.3 | 4.97 | 6.27 | 7.26 | 8.41 | 8.53 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 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: Fixed Income, Emerging Market Equity, US Equity, Foreign Equity, REITs that are covered in Fidelity Core. 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 15 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
08/03/2018
are obtained from historical simulation. They are hypothetical.