Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Fidelity Bank 401(k) plan. Tactical Asset Allocation Moderate | NA | -1.04% | 3.66% | 2.06% | 2.87% | 5.18% | 6.07% | 5.47% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Fidelity Bank 401(k) plan. Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 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 (%) | -0.40 | -1.04 | 3.66 | 2.06 | 2.87 | 5.18 | 6.07 | 5.47 | 2.14 | 10.62 | -13.39 | 12.68 | 6.57 | 7.27 | -1.44 | 6.56 | 8.77 | -0.78 | 1.16 | 16.55 | 8.68 | -1.37 | 11.69 | 18.10 | -0.84 | 8.87 | 10.65 | 6.36 | 12.57 | 21.25 | -12.68 | 0.09 |
| Sharpe Ratio | NA | 0.12 | 0.11 | 0.27 | 0.34 | NA | NA | 0.58 | 0.23 | 0.67 | -1.40 | 1.06 | 0.48 | 0.70 | -0.39 | 1.07 | 1.85 | -0.17 | 0.21 | 2.45 | 1.29 | -0.12 | 1.13 | 1.63 | -0.38 | 0.73 | 1.18 | 0.80 | 1.48 | 4.26 | -1.94 | -0.43 |
| Standard Deviation(%) | NA | 9.05 | 10.59 | 10.88 | 8.62 | NA | NA | 8.12 | 8.22 | 9.47 | 10.51 | 11.90 | 13.19 | 8.44 | 7.12 | 5.52 | 4.62 | 4.78 | 5.37 | 6.74 | 6.68 | 11.88 | 10.27 | 11.07 | 4.63 | 7.99 | 6.24 | 5.22 | 7.87 | 4.83 | 7.10 | 5.16 |
| Draw Down(%) | NA | 10.18 | 15.63 | 16.75 | 16.75 | NA | NA | 17.71 | 1.40 | 10.18 | 14.84 | 8.28 | 16.25 | 7.96 | 7.42 | 6.15 | 2.81 | 4.85 | 4.86 | 4.25 | 6.42 | 12.43 | 8.46 | 6.20 | 3.50 | 5.58 | 6.69 | 3.98 | 7.74 | 2.04 | 15.21 | 5.85 |
| Yield(%) | NA | 4.50 | 6.39 | 5.19 | 3.85 | NA | NA | 2.81 | 0.00 | 4.80 | 2.97 | 11.73 | 3.77 | 3.04 | 4.25 | 0.03 | 1.65 | 3.03 | 3.68 | 3.56 | 2.27 | 0.67 | 2.76 | 0.82 | 0.30 | 5.73 | 4.74 | 1.40 | 0.73 | 0.43 | 0.70 | 1.58 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fidelity Bank 401(k) plan. Tactical Asset Allocation Moderate |
-3.33%
May 2017 - May 2020 |
0.34%
May 2015 - May 2020 |
2.87%
Oct 2013 - Oct 2023 |
5.00%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fidelity Bank 401(k) plan. Tactical Asset Allocation Moderate |
15.53%
Apr 2003 - Apr 2006 |
12.46%
Oct 2002 - Oct 2007 |
10.07%
Apr 2003 - Apr 2013 |
8.77%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart