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 - Optimal Moderate | 5.03% | NA | 12.12% | -0.18% | -0.41% | 1.23% | 2.51% | 3.78% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Fidelity Total Return Bond Plan Strategic Asset Allocation - Optimal 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 (%) | -0.29 | 12.12 | -0.18 | -0.41 | 1.23 | 2.51 | 3.78 | 5.03 | NA | 3.59 | 7.83 | -11.74 | -1.53 | -0.54 | 8.59 | -1.01 | 4.66 | 4.95 | -1.21 | 7.09 | 2.35 | 9.73 | -4.48 | 7.33 | 14.90 | 4.23 | 8.25 | 7.30 | 3.97 | 7.48 | 16.80 | 11.34 | 9.09 |
| Sharpe Ratio | NA | -0.60 | -0.76 | -0.56 | -0.08 | NA | NA | 0.78 | -0.10 | -0.72 | 0.61 | -2.09 | -0.58 | -0.09 | 2.04 | -0.99 | 2.54 | 1.77 | -0.35 | 2.28 | 0.75 | 6.04 | -1.08 | 1.58 | 2.95 | 0.49 | 1.25 | 1.20 | 0.58 | 0.93 | 3.41 | 3.46 | 1.27 |
| Standard Deviation(%) | NA | 4.10 | 5.52 | 5.76 | 4.54 | NA | NA | 4.49 | 1.48 | 4.14 | 5.87 | 6.28 | 2.69 | 8.21 | 3.52 | 2.35 | 1.59 | 2.68 | 3.52 | 3.11 | 3.10 | 1.60 | 4.18 | 4.58 | 5.02 | 6.68 | 4.20 | 3.36 | 3.13 | 7.02 | 4.73 | 2.96 | 5.32 |
| Draw Down(%) | NA | 2.85 | 14.85 | 20.97 | 20.97 | NA | NA | 20.97 | 0.17 | 2.85 | 5.28 | 15.73 | 3.30 | 16.36 | 2.37 | 3.38 | 0.64 | 1.41 | 2.78 | 3.00 | 5.14 | 0.45 | 8.24 | 4.43 | 2.00 | 7.66 | 3.04 | 2.91 | 2.80 | 7.57 | 6.18 | 1.05 | 4.13 |
| Yield(%) | NA | 5.74 | 4.80 | 4.77 | 4.32 | NA | NA | 5.28 | NA | 1.96 | 5.37 | 4.73 | 2.59 | 6.12 | 3.62 | 3.25 | 1.73 | 3.90 | 4.65 | 5.92 | 5.29 | 5.61 | 5.58 | 6.16 | 4.89 | 4.71 | 6.15 | 6.07 | 3.85 | 6.62 | 7.05 | 7.38 | 8.36 |
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 - Optimal Moderate |
-5.57%
Oct 2019 - Oct 2022 |
-2.04%
Sep 2017 - Sep 2022 |
0.80%
Oct 2012 - Oct 2022 |
2.21%
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 - Optimal Moderate |
12.15%
Mar 2001 - Mar 2004 |
9.41%
Apr 2001 - Apr 2006 |
9.06%
May 2001 - May 2011 |
6.86%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart