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 Strategic Asset Allocation - Equal Weight Moderate | 4.95% | NA | 11.85% | 2.46% | 1.44% | 1.89% | 3.15% | 4.02% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Fidelity Total Return Bond Plan Strategic Asset Allocation - Equal Weight 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 (%) | -0.20 | 11.85 | 2.46 | 1.44 | 1.89 | 3.15 | 4.02 | 4.95 | NA | 2.24 | 7.01 | -2.89 | -0.59 | 0.33 | 6.44 | -2.42 | 3.76 | 1.94 | 2.07 | 5.95 | 0.22 | 9.09 | 6.36 | 6.98 | 17.37 | 0.74 | 6.51 | 5.72 | 2.76 | 6.07 | 8.33 | 9.95 | 11.05 |
| Sharpe Ratio | NA | -0.87 | -0.48 | -0.31 | 0.02 | NA | NA | 0.92 | -0.24 | -1.01 | 0.61 | -2.03 | -0.22 | 0.01 | 1.69 | -1.81 | 1.33 | 0.72 | 0.79 | 3.19 | 0.06 | 5.13 | 1.85 | 1.93 | 3.96 | -0.03 | 0.98 | 1.15 | 0.24 | 1.14 | 2.04 | 2.83 | 1.56 |
| Standard Deviation(%) | NA | 4.25 | 3.79 | 4.50 | 3.64 | NA | NA | 3.71 | 1.06 | 4.32 | 4.49 | 2.11 | 2.74 | 7.11 | 2.98 | 2.06 | 2.35 | 2.40 | 2.59 | 1.86 | 3.08 | 1.76 | 3.42 | 3.56 | 4.36 | 6.27 | 3.58 | 2.14 | 2.51 | 4.49 | 3.75 | 3.13 | 5.59 |
| Draw Down(%) | NA | 3.25 | 4.90 | 14.11 | 14.11 | NA | NA | 14.11 | 0.24 | 3.25 | 4.90 | 5.01 | 3.27 | 14.11 | 2.21 | 3.68 | 1.48 | 2.52 | 1.46 | 1.36 | 5.56 | 0.60 | 1.39 | 3.33 | 1.99 | 5.24 | 2.63 | 0.89 | 2.26 | 5.45 | 4.95 | 1.51 | 3.21 |
| Yield(%) | NA | 4.89 | 3.58 | 3.74 | 3.34 | NA | NA | 4.60 | NA | 1.72 | 4.89 | 2.20 | 2.25 | 3.76 | 4.57 | 1.80 | 1.22 | 3.07 | 4.29 | 4.70 | 3.94 | 6.38 | 4.32 | 5.81 | 7.44 | 5.20 | 5.48 | 4.79 | 5.09 | 5.91 | 5.47 | 6.27 | 5.35 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Fidelity Total Return Bond Plan Strategic Asset Allocation - Equal Weight Moderate |
-1.72%
Jan 2020 - Jan 2023 |
-0.15%
Aug 2017 - Aug 2022 |
1.24%
Oct 2013 - Oct 2023 |
3.04%
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 Strategic Asset Allocation - Equal Weight Moderate |
10.87%
Oct 2008 - Oct 2011 |
8.48%
Oct 2008 - Oct 2013 |
7.65%
May 2001 - May 2011 |
6.56%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart