Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Fidelity Personal Retirement Annuity Strategic Asset Allocation - Optimal Moderate | NA | 0.37% | 4.95% | 3.78% | 8.07% | 6.68% | NA | 6.73% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Fidelity Personal Retirement Annuity Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.06 | 0.37 | 4.95 | 3.78 | 8.07 | 6.68 | NA | 6.73 | -4.59 | 12.52 | 6.55 | -1.61 | 2.73 | 9.09 | 12.50 | -2.94 | 16.55 | 31.02 | -27.94 | 10.28 | 13.76 | 12.22 | 13.86 | 26.53 | -5.16 | 0.92 |
| Sharpe Ratio | NA | -0.66 | 0.53 | 0.34 | 0.70 | NA | NA | 0.47 | -0.66 | 2.90 | 0.79 | -0.20 | 0.44 | 1.34 | 1.64 | -0.21 | 1.28 | 1.57 | -1.24 | 0.70 | 1.42 | 1.62 | 1.58 | 3.62 | -0.62 | -0.13 |
| Standard Deviation(%) | NA | 8.94 | 7.35 | 7.30 | 10.60 | NA | NA | 11.07 | 8.94 | 4.10 | 8.07 | 8.16 | 6.17 | 6.78 | 7.60 | 14.21 | 12.82 | 19.65 | 23.37 | 10.43 | 7.39 | 6.20 | 8.15 | 7.15 | 10.13 | 10.39 |
| Draw Down(%) | NA | 10.96 | 10.96 | 11.98 | 18.17 | NA | NA | 41.60 | 10.96 | 1.64 | 7.06 | 8.76 | 5.69 | 7.77 | 7.18 | 15.62 | 9.90 | 18.17 | 39.62 | 7.59 | 8.64 | 4.60 | 9.60 | 5.93 | 15.33 | 15.23 |
| Yield(%) | NA | 4.82 | 4.09 | 4.01 | 3.72 | NA | NA | 4.10 | 4.80 | 4.54 | 2.90 | 3.91 | 3.86 | 2.59 | 3.92 | 4.34 | 2.80 | 3.41 | 3.32 | 8.16 | 6.26 | 5.57 | 3.90 | 3.16 | 3.07 | 3.31 |
Data as of 10/31/2018, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fidelity Personal Retirement Annuity Strategic Asset Allocation - Optimal Moderate |
-8.55%
Feb 2006 - Feb 2009 |
-0.49%
Feb 2004 - Feb 2009 |
4.16%
Oct 2007 - Oct 2017 |
6.20%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fidelity Personal Retirement Annuity Strategic Asset Allocation - Optimal Moderate |
21.89%
Feb 2009 - Feb 2012 |
16.19%
Feb 2009 - Feb 2014 |
10.01%
Mar 2003 - Mar 2013 |
8.47%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart