Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FDLEX (Fidelity Exchange ) | NA | 15.34% | 1.36% | 4.90% | 3.83% | 6.97% | 8.96% | … | … |
Data as of 05/18/2011, Common starting date is 06/11/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FDLEX (Fidelity Exchange ) | 06/11/1987 | 05/18/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 15.34 | 1.36 | 4.90 | 3.83 | 6.97 | 8.96 | … | … | 3.06 | 12.13 | 23.68 | -29.11 | 8.97 | 19.48 | 4.80 | 11.42 | 26.46 | -17.53 | -10.05 | -1.13 | 10.37 | 18.78 | 34.33 | 21.01 | 35.81 | 4.67 | 6.56 | 4.72 | 31.44 | -0.48 | 29.37 | 16.40 | -15.57 |
| Sharpe Ratio | NA | 1.09 | 0.05 | 0.18 | 0.14 | NA | NA | … | … | 0.81 | 0.77 | 1.11 | -0.90 | 0.41 | 1.73 | 0.27 | 1.02 | 1.68 | -0.79 | -0.73 | -0.30 | 0.47 | 0.87 | -1.35 | 1.61 | 4.43 | 0.20 | 0.51 | 0.24 | 2.01 | -0.37 | 1.92 | 0.74 | -0.85 |
| Standard Deviation(%) | NA | 13.96 | 24.21 | 20.83 | 18.36 | NA | NA | … | … | 10.24 | 15.60 | 21.33 | 33.41 | 14.42 | 9.39 | 9.60 | 10.32 | 15.31 | 23.45 | 17.19 | 17.03 | 15.08 | 17.75 | 15.43 | 10.76 | 7.22 | 8.51 | 8.70 | 9.60 | 13.74 | 15.52 | 12.31 | 15.84 | 35.66 |
| Draw Down(%) | NA | 7.08 | 42.42 | 46.43 | 46.43 | NA | NA | … | … | 6.81 | 13.29 | 23.44 | 38.12 | 8.38 | 7.17 | 6.02 | 8.02 | 12.05 | 29.82 | 22.78 | 12.45 | 11.29 | 17.89 | 8.14 | 7.14 | 2.79 | 7.69 | 4.76 | 5.57 | 6.07 | 18.35 | 6.78 | 8.69 | 32.39 |
| Yield(%) | 0.00 | 1.72 | 2.47 | 2.43 | 1.86 | 2.76 | 4.52 | … | … | 0.00 | 2.38 | 5.26 | 1.49 | 1.64 | 1.52 | 1.92 | 1.25 | 1.31 | 0.56 | 0.86 | 0.82 | 0.91 | 1.15 | 1.55 | 2.49 | 4.06 | 4.08 | 3.16 | 3.18 | 2.80 | 4.79 | 13.60 | 3.74 | 3.29 |
Data as of 05/18/2011, Common starting date is 06/11/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDLEX (Fidelity Exchange ) |
-10.17%
Mar 2000 – Mar 2003 |
-3.44%
Mar 1998 – Mar 2003 |
-0.82%
Feb 1999 – Feb 2009 |
6.45%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDLEX (Fidelity Exchange ) |
31.09%
Mar 1995 – Mar 1998 |
25.40%
Jun 1994 – Jun 1999 |
18.39%
Apr 1988 – Apr 1998 |
12.06%
Nov 1987 – Nov 2002 |
Annualized Rolling Returns Comparison Chart