Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| Fidelity Total Return Bond Plan Tactical Asset Allocation Moderate | 5.18% | NA | 6.42% | 2.52% | 2.02% | 2.26% | 3.04% | 3.92% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Fidelity Total Return Bond Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
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 | YTD | 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 (%) | -0.06 | 6.42 | 2.52 | 2.02 | 2.26 | 3.04 | 3.92 | 5.18 | NA | 4.50 | 3.07 | 0.34 | 0.36 | 1.55 | 7.26 | 0.51 | 3.27 | 1.88 | 0.51 | 2.30 | 2.23 | 6.40 | 2.63 | 8.58 | 19.86 | -1.56 | 5.32 | 6.46 | 2.95 | 1.81 | 28.92 | 6.48 | 7.67 |
| Sharpe Ratio | NA | -0.95 | -0.78 | -0.26 | 0.39 | NA | NA | 1.19 | -0.10 | -1.07 | -0.61 | -1.24 | 0.35 | 0.37 | 3.22 | -0.77 | 2.78 | 1.22 | 0.33 | 1.85 | 1.57 | 5.05 | 1.62 | 3.94 | 3.21 | -0.36 | 1.30 | 2.19 | 0.60 | 0.18 | 5.32 | 1.35 | 1.14 |
| Standard Deviation(%) | NA | 1.94 | 1.65 | 2.09 | 1.77 | NA | NA | 3.09 | 0.57 | 1.95 | 1.93 | 0.84 | 0.96 | 3.57 | 1.82 | 1.04 | 0.95 | 1.37 | 1.45 | 1.24 | 1.40 | 1.26 | 1.60 | 2.15 | 6.16 | 6.94 | 1.79 | 1.46 | 1.30 | 4.86 | 5.30 | 3.99 | 4.70 |
| Draw Down(%) | NA | 1.05 | 1.25 | 6.95 | 6.95 | NA | NA | 7.56 | 0.06 | 1.05 | 1.25 | 1.61 | 0.77 | 6.95 | 0.96 | 0.71 | 0.36 | 1.31 | 1.37 | 1.41 | 2.08 | 1.18 | 1.51 | 1.37 | 3.50 | 6.42 | 1.13 | 1.02 | 0.97 | 7.56 | 6.18 | 5.11 | 4.22 |
| Yield(%) | NA | 4.61 | 3.21 | 2.59 | 2.41 | NA | NA | 0.00 | NA | 2.76 | 4.67 | 1.50 | 1.51 | 1.55 | 2.80 | 2.61 | 2.20 | 1.70 | 1.61 | 2.07 | 2.33 | 3.00 | 2.54 | 2.87 | 6.12 | 5.59 | 4.25 | 4.17 | 3.77 | 4.00 | 7.24 | 7.16 | 8.48 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fidelity Total Return Bond Plan Tactical Asset Allocation Moderate |
0.17%
Feb 2020 - Feb 2023 |
1.57%
Oct 2013 - Oct 2018 |
1.86%
Feb 2013 - Feb 2023 |
3.00%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fidelity Total Return Bond Plan Tactical Asset Allocation Moderate |
14.02%
Mar 2001 - Mar 2004 |
9.44%
Jul 2002 - Jul 2007 |
8.46%
Apr 2001 - Apr 2011 |
6.40%
Apr 2001 - Apr 2016 |
Annualized Rolling Returns Comparison Chart