Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Risk Managed Global Stocks and Fidelity Total Return Bonds Moderate Portfolio | NA | -2.63% | 6.77% | 5.03% | 6.56% | 7.94% | 9.91% | 10.15% |
Data as of 04/28/2022, AR inception is 01/04/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Risk Managed Global Stocks and Fidelity Total Return Bonds Moderate Portfolio | 01/04/2001 | 04/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.18 | -2.63 | 6.77 | 5.03 | 6.56 | 7.94 | 9.91 | 10.15 | 0.46 | 4.17 | 9.90 | 11.68 | -6.97 | 12.38 | 21.67 | -2.82 | -0.35 | 11.83 | 11.02 | -2.43 | 18.62 | 31.90 | -7.99 | 19.49 | 18.93 | 12.30 | 12.24 | 29.01 | 11.82 | 6.78 |
| Sharpe Ratio | NA | -0.29 | 0.77 | 0.60 | 0.71 | NA | NA | 1.03 | 0.03 | 0.51 | 1.09 | 2.05 | -1.38 | 2.69 | 1.24 | -0.34 | -0.06 | 1.75 | 1.88 | -0.24 | 1.49 | 2.87 | -0.94 | 1.45 | 1.75 | 1.42 | 1.10 | 4.97 | 2.03 | 0.94 |
| Standard Deviation(%) | NA | 9.49 | 8.14 | 7.18 | 8.63 | NA | NA | 8.87 | 10.85 | 8.16 | 8.86 | 5.02 | 6.02 | 4.36 | 17.25 | 8.40 | 6.62 | 6.72 | 5.82 | 10.07 | 12.43 | 11.07 | 9.53 | 11.39 | 8.95 | 7.14 | 10.25 | 5.70 | 5.29 | 4.80 |
| Draw Down(%) | NA | 12.48 | 15.08 | 15.08 | 15.08 | NA | NA | 15.97 | 7.79 | 6.70 | 15.08 | 1.95 | 11.77 | 1.95 | 6.86 | 11.63 | 5.29 | 7.38 | 3.62 | 13.52 | 8.79 | 4.68 | 15.10 | 11.47 | 11.79 | 6.17 | 13.84 | 4.67 | 5.03 | 2.91 |
| Yield(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Data as of 04/28/2022, AR inception is 01/04/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Risk Managed Global Stocks and Fidelity Total Return Bonds Moderate Portfolio |
-0.10%
Nov 2013 - Nov 2016 |
1.63%
Apr 2011 - Apr 2016 |
5.25%
Oct 2010 - Oct 2020 |
7.63%
Feb 2007 - Feb 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Risk Managed Global Stocks and Fidelity Total Return Bonds Moderate Portfolio |
21.71%
Oct 2004 - Oct 2007 |
19.33%
Oct 2002 - Oct 2007 |
15.80%
Apr 2001 - Apr 2011 |
11.98%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart