This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return decomposition by each portfolio asset. You can compare up to three different portfolios against the selected benchmark, and you can also specify any periodic contribution or withdrawal cashflows and the preferred portfolio rebalancing strategy.
The related asset class level portfolio modeling tool allows you to analyze and compare asset class level portfolios with a longer time horizon starting from 1972.
Ticker | Name | Allocation |
---|---|---|
FLPSX | Fidelity Low-Priced Stock | 100.00% |
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Ticker | Name | Allocation |
---|---|---|
FDGRX | Fidelity Growth Company | 100.00% |
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Ticker | Name | Allocation |
---|---|---|
FCNTX | Fidelity Contrafund | 100.00% |
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Portfolio | Initial Balance | Final Balance | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Market Correlation |
---|---|---|---|---|---|---|---|---|---|---|
Fidelity Low-Priced Stock | $10,000 | $261,008 | 12.36% | 14.81% | 40.85% | -36.17% | -49.17% | 0.71 | 1.06 | 0.89 |
Fidelity Growth Company | $10,000 | $382,138 | 13.90% | 20.26% | 79.48% | -40.90% | -68.40% | 0.64 | 1.00 | 0.87 |
Fidelity Contrafund | $10,000 | $276,655 | 12.59% | 14.08% | 36.28% | -37.16% | -46.34% | 0.76 | 1.18 | 0.92 |
SPDR S&P 500 ETF Trust | $10,000 | $170,582 | 10.66% | 14.77% | 38.05% | -36.81% | -50.80% | 0.61 | 0.90 | 0.99 |
Name | Total Return | Annualized Return | Annualized Standard Deviation | ||||||
---|---|---|---|---|---|---|---|---|---|
3 Month | Year To Date | 1 year | 3 year | 5 year | 10 year | Full | 3 year | 5 year | |
Fidelity Low-Priced Stock | 6.00% | 24.52% | 24.52% | 19.60% | 13.00% | 13.07% | 12.36% | 19.61% | 16.51% |
Fidelity Growth Company | 6.50% | 22.67% | 22.67% | 41.69% | 30.01% | 23.00% | 13.90% | 21.23% | 19.50% |
Fidelity Contrafund | 8.26% | 24.36% | 24.36% | 28.93% | 22.63% | 17.96% | 12.59% | 17.67% | 16.25% |
SPDR S&P 500 ETF Trust | 11.07% | 28.74% | 28.74% | 25.99% | 18.36% | 16.45% | 10.66% | 17.34% | 15.31% |
Trailing return and volatility are as of last full calendar month ending December 2021 |
Year | Inflation | Fidelity Low-Priced Stock | Fidelity Growth Company | Fidelity Contrafund | SPDR S&P 500 ETF Trust | Fidelity Low-Priced Stock (FLPSX) | Fidelity Growth Company (FDGRX) | Fidelity Contrafund (FCNTX) | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | Return | Balance | Return | Balance | |||||
1994 | 2.67% | 4.81% | $10,481 | -2.22% | $9,778 | -1.12% | $9,888 | 0.40% | $10,040 | 4.81% | -2.22% | -1.12% |
1995 | 2.54% | 24.89% | $13,090 | 39.61% | $13,651 | 36.28% | $13,475 | 38.05% | $13,860 | 24.89% | 39.61% | 36.28% |
1996 | 3.32% | 26.89% | $16,610 | 16.81% | $15,945 | 21.94% | $16,431 | 22.49% | $16,977 | 26.89% | 16.81% | 21.94% |
1997 | 1.70% | 26.73% | $21,050 | 18.91% | $18,960 | 23.00% | $20,210 | 33.48% | $22,660 | 26.73% | 18.91% | 23.00% |
1998 | 1.61% | 0.53% | $21,162 | 27.23% | $24,123 | 31.57% | $26,590 | 28.69% | $29,161 | 0.53% | 27.23% | 31.57% |
1999 | 2.68% | 5.08% | $22,237 | 79.48% | $43,294 | 25.03% | $33,246 | 20.39% | $35,107 | 5.08% | 79.48% | 25.03% |
2000 | 3.39% | 18.83% | $26,424 | -6.32% | $40,559 | -6.80% | $30,984 | -9.73% | $31,691 | 18.83% | -6.32% | -6.80% |
2001 | 1.55% | 26.71% | $33,481 | -25.31% | $30,292 | -12.59% | $27,083 | -11.75% | $27,966 | 26.71% | -25.31% | -12.59% |
2002 | 2.38% | -6.18% | $31,411 | -33.45% | $20,161 | -9.63% | $24,475 | -21.59% | $21,929 | -6.18% | -33.45% | -9.63% |
2003 | 1.88% | 40.85% | $44,242 | 41.36% | $28,499 | 27.95% | $31,317 | 28.18% | $28,108 | 40.85% | 41.36% | 27.95% |
2004 | 3.26% | 22.24% | $54,083 | 12.12% | $31,955 | 15.07% | $36,036 | 10.70% | $31,116 | 22.24% | 12.12% | 15.07% |
2005 | 3.42% | 8.65% | $58,762 | 13.50% | $36,270 | 16.23% | $41,884 | 4.83% | $32,618 | 8.65% | 13.50% | 16.23% |
2006 | 2.54% | 17.76% | $69,198 | 9.56% | $39,736 | 11.54% | $46,717 | 15.85% | $37,787 | 17.76% | 9.56% | 11.54% |
2007 | 4.08% | 3.16% | $71,387 | 19.89% | $47,638 | 19.78% | $55,958 | 5.14% | $39,728 | 3.16% | 19.89% | 19.78% |
2008 | 0.09% | -36.17% | $45,564 | -40.90% | $28,156 | -37.16% | $35,162 | -36.81% | $25,105 | -36.17% | -40.90% | -37.16% |
2009 | 2.72% | 39.08% | $63,369 | 41.15% | $39,742 | 29.23% | $45,438 | 26.36% | $31,724 | 39.08% | 41.15% | 29.23% |
2010 | 1.50% | 20.70% | $76,486 | 20.55% | $47,908 | 16.93% | $53,130 | 15.06% | $36,501 | 20.70% | 20.55% | 16.93% |
2011 | 2.96% | -0.06% | $76,441 | 0.67% | $48,231 | -0.14% | $53,057 | 1.89% | $37,190 | -0.06% | 0.67% | -0.14% |
2012 | 1.74% | 18.50% | $90,581 | 18.52% | $57,163 | 16.26% | $61,683 | 15.99% | $43,137 | 18.50% | 18.52% | 16.26% |
2013 | 1.50% | 34.31% | $121,664 | 37.61% | $78,659 | 34.15% | $82,748 | 32.31% | $57,073 | 34.31% | 37.61% | 34.15% |
2014 | 0.76% | 7.65% | $130,975 | 14.44% | $90,015 | 9.56% | $90,656 | 13.46% | $64,756 | 7.65% | 14.44% | 9.56% |
2015 | 0.73% | -0.56% | $130,238 | 7.83% | $97,063 | 6.46% | $96,514 | 1.25% | $65,567 | -0.56% | 7.83% | 6.46% |
2016 | 2.07% | 8.79% | $141,683 | 6.01% | $102,897 | 3.36% | $99,761 | 12.00% | $73,436 | 8.79% | 6.01% | 3.36% |
2017 | 2.11% | 20.67% | $170,964 | 36.76% | $140,722 | 32.21% | $131,893 | 21.70% | $89,372 | 20.67% | 36.76% | 32.21% |
2018 | 1.91% | -10.75% | $152,580 | -4.53% | $134,351 | -2.13% | $129,089 | -4.56% | $85,299 | -10.75% | -4.53% | -2.13% |
2019 | 2.29% | 25.66% | $191,737 | 38.42% | $185,973 | 29.98% | $167,792 | 31.22% | $111,932 | 25.66% | 38.42% | 29.98% |
2020 | 1.36% | 9.32% | $209,612 | 67.51% | $311,515 | 32.58% | $222,459 | 18.37% | $132,497 | 9.32% | 67.51% | 32.58% |
2021 | 7.04% | 24.52% | $261,008 | 22.67% | $382,138 | 24.36% | $276,655 | 28.74% | $170,582 | 24.52% | 22.67% | 24.36% |
Year | Month | Fidelity Low-Priced Stock | Fidelity Growth Company | Fidelity Contrafund | SPDR S&P 500 ETF Trust | Fidelity Low-Priced Stock (FLPSX) | Fidelity Growth Company (FDGRX) | Fidelity Contrafund (FCNTX) | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | Return | Balance | Return | Balance | |||||
1994 | 1 | 5.20% | $10,520 | 3.24% | $10,324 | 3.15% | $10,315 | 3.49% | $10,349 | 5.20% | 3.24% | 3.15% |
1994 | 2 | -0.05% | $10,514 | -1.61% | $10,159 | -0.72% | $10,241 | -2.92% | $10,047 | -0.05% | -1.61% | -0.72% |
1994 | 3 | -4.40% | $10,052 | -4.66% | $9,685 | -3.95% | $9,836 | -4.19% | $9,626 | -4.40% | -4.66% | -3.95% |
1994 | 4 | 0.86% | $10,139 | 1.18% | $9,799 | 1.23% | $9,956 | 1.12% | $9,734 | 0.86% | 1.18% | 1.23% |
1994 | 5 | -0.34% | $10,104 | -0.56% | $9,744 | -0.56% | $9,901 | 1.59% | $9,889 | -0.34% | -0.56% | -0.56% |
1994 | 6 | -1.43% | $9,960 | -4.61% | $9,295 | -3.86% | $9,519 | -2.29% | $9,663 | -1.43% | -4.61% | -3.86% |
1994 | 7 | 2.26% | $10,185 | 2.30% | $9,509 | 2.02% | $9,712 | 3.23% | $9,975 | 2.26% | 2.30% | 2.02% |
1994 | 8 | 3.75% | $10,566 | 5.09% | $9,993 | 4.17% | $10,116 | 3.81% | $10,355 | 3.75% | 5.09% | 4.17% |
1994 | 9 | 0.47% | $10,617 | -2.00% | $9,792 | -1.32% | $9,983 | -2.52% | $10,094 | 0.47% | -2.00% | -1.32% |
1994 | 10 | 0.78% | $10,699 | 3.25% | $10,110 | 2.85% | $10,267 | 2.84% | $10,381 | 0.78% | 3.25% | 2.85% |
1994 | 11 | -2.67% | $10,414 | -3.48% | $9,758 | -4.55% | $9,800 | -3.98% | $9,968 | -2.67% | -3.48% | -4.55% |
1994 | 12 | 0.65% | $10,481 | 0.20% | $9,778 | 0.90% | $9,888 | 0.72% | $10,040 | 0.65% | 0.20% | 0.90% |
1995 | 1 | -0.06% | $10,474 | -1.10% | $9,670 | -1.62% | $9,728 | 3.36% | $10,378 | -0.06% | -1.10% | -1.62% |
1995 | 2 | 2.88% | $10,776 | 4.15% | $10,072 | 4.03% | $10,120 | 4.08% | $10,801 | 2.88% | 4.15% | 4.03% |
1995 | 3 | 0.67% | $10,848 | 3.92% | $10,466 | 3.65% | $10,489 | 2.78% | $11,102 | 0.67% | 3.92% | 3.65% |
1995 | 4 | 3.26% | $11,201 | 4.32% | $10,918 | 4.51% | $10,962 | 2.96% | $11,431 | 3.26% | 4.32% | 4.51% |
1995 | 5 | 2.05% | $11,431 | 3.55% | $11,306 | 2.41% | $11,227 | 3.97% | $11,884 | 2.05% | 3.55% | 2.41% |
1995 | 6 | 3.84% | $11,870 | 7.42% | $12,145 | 6.34% | $11,939 | 2.02% | $12,124 | 3.84% | 7.42% | 6.34% |
1995 | 7 | 6.24% | $12,610 | 7.44% | $13,049 | 7.66% | $12,853 | 3.22% | $12,514 | 6.24% | 7.44% | 7.66% |
1995 | 8 | 0.94% | $12,728 | 1.24% | $13,210 | 1.32% | $13,023 | 0.45% | $12,570 | 0.94% | 1.24% | 1.32% |
1995 | 9 | 1.79% | $12,955 | 2.82% | $13,583 | 1.83% | $13,261 | 4.24% | $13,103 | 1.79% | 2.82% | 1.83% |
1995 | 10 | -2.85% | $12,586 | -0.55% | $13,508 | -1.82% | $13,019 | -0.29% | $13,064 | -2.85% | -0.55% | -1.82% |
1995 | 11 | 2.60% | $12,914 | 2.02% | $13,780 | 2.63% | $13,362 | 4.45% | $13,645 | 2.60% | 2.02% | 2.63% |
1995 | 12 | 1.36% | $13,090 | -0.94% | $13,651 | 0.84% | $13,475 | 1.57% | $13,860 | 1.36% | -0.94% | 0.84% |
1996 | 1 | 1.08% | $13,232 | 2.42% | $13,981 | 2.26% | $13,780 | 3.56% | $14,353 | 1.08% | 2.42% | 2.26% |
1996 | 2 | 3.21% | $13,656 | 2.33% | $14,307 | 0.61% | $13,864 | 0.32% | $14,399 | 3.21% | 2.33% | 0.61% |
1996 | 3 | 1.66% | $13,882 | 0.77% | $14,416 | 2.78% | $14,249 | 1.72% | $14,647 | 1.66% | 0.77% | 2.78% |
1996 | 4 | 4.18% | $14,463 | 3.10% | $14,863 | 3.09% | $14,690 | 1.09% | $14,806 | 4.18% | 3.10% | 3.09% |
1996 | 5 | 3.03% | $14,901 | 2.75% | $15,272 | 0.84% | $14,813 | 2.27% | $15,142 | 3.03% | 2.75% | 0.84% |
1996 | 6 | -1.90% | $14,618 | -1.36% | $15,063 | -0.76% | $14,701 | 0.88% | $15,275 | -1.90% | -1.36% | -0.76% |
1996 | 7 | -3.82% | $14,059 | -6.13% | $14,140 | -4.68% | $14,013 | -4.49% | $14,589 | -3.82% | -6.13% | -4.68% |
1996 | 8 | 3.82% | $14,597 | 2.35% | $14,473 | 3.81% | $14,548 | 1.93% | $14,870 | 3.82% | 2.35% | 3.81% |
1996 | 9 | 3.13% | $15,054 | 6.82% | $15,461 | 4.11% | $15,145 | 5.59% | $15,700 | 3.13% | 6.82% | 4.11% |
1996 | 10 | 1.83% | $15,330 | 0.44% | $15,529 | 3.21% | $15,631 | 3.23% | $16,208 | 1.83% | 0.44% | 3.21% |
1996 | 11 | 5.30% | $16,142 | 6.09% | $16,475 | 5.81% | $16,539 | 7.30% | $17,391 | 5.30% | 6.09% | 5.81% |
1996 | 12 | 2.90% | $16,610 | -3.22% | $15,945 | -0.65% | $16,431 | -2.38% | $16,977 | 2.90% | -3.22% | -0.65% |
1997 | 1 | 1.12% | $16,797 | 5.87% | $16,880 | 3.89% | $17,071 | 6.18% | $18,026 | 1.12% | 5.87% | 3.89% |
1997 | 2 | 1.16% | $16,991 | -2.08% | $16,529 | -2.63% | $16,622 | 0.96% | $18,198 | 1.16% | -2.08% | -2.63% |
1997 | 3 | -1.83% | $16,680 | -6.16% | $15,510 | -2.60% | $16,190 | -4.41% | $17,395 | -1.83% | -6.16% | -2.60% |
1997 | 4 | -0.14% | $16,657 | 3.74% | $16,091 | 2.25% | $16,555 | 6.26% | $18,484 | -0.14% | 3.74% | 2.25% |
1997 | 5 | 7.52% | $17,909 | 7.46% | $17,291 | 6.01% | $17,550 | 6.32% | $19,652 | 7.52% | 7.46% | 6.01% |
1997 | 6 | 4.04% | $18,633 | 3.79% | $17,946 | 4.13% | $18,275 | 4.11% | $20,460 | 4.04% | 3.79% | 4.13% |
1997 | 7 | 5.22% | $19,605 | 8.58% | $19,486 | 8.48% | $19,825 | 7.93% | $22,082 | 5.22% | 8.58% | 8.48% |
1997 | 8 | 0.83% | $19,769 | -3.73% | $18,759 | -3.28% | $19,175 | -5.18% | $20,938 | 0.83% | -3.73% | -3.28% |
1997 | 9 | 6.52% | $21,058 | 4.82% | $19,663 | 6.68% | $20,455 | 4.81% | $21,945 | 6.52% | 4.82% | 6.68% |
1997 | 10 | -1.63% | $20,715 | -5.76% | $18,530 | -3.04% | $19,833 | -2.45% | $21,407 | -1.63% | -5.76% | -3.04% |
1997 | 11 | 0.47% | $20,813 | 1.92% | $18,886 | -0.16% | $19,801 | 3.87% | $22,236 | 0.47% | 1.92% | -0.16% |
1997 | 12 | 1.14% | $21,050 | 0.39% | $18,960 | 2.07% | $20,210 | 1.91% | $22,660 | 1.14% | 0.39% | 2.07% |
1998 | 1 | 0.04% | $21,059 | 0.79% | $19,110 | -0.28% | $20,154 | 1.29% | $22,952 | 0.04% | 0.79% | -0.28% |
1998 | 2 | 5.49% | $22,215 | 8.37% | $20,710 | 7.12% | $21,590 | 6.93% | $24,543 | 5.49% | 8.37% | 7.12% |
1998 | 3 | 3.70% | $23,036 | 3.27% | $21,387 | 5.11% | $22,692 | 4.88% | $25,739 | 3.70% | 3.27% | 5.11% |
1998 | 4 | 1.42% | $23,362 | -0.50% | $21,280 | 1.13% | $22,948 | 1.28% | $26,069 | 1.42% | -0.50% | 1.13% |
1998 | 5 | -2.29% | $22,826 | -3.95% | $20,441 | -2.12% | $22,462 | -2.08% | $25,527 | -2.29% | -3.95% | -2.12% |
1998 | 6 | -0.48% | $22,717 | 6.27% | $21,723 | 5.55% | $23,708 | 4.26% | $26,614 | -0.48% | 6.27% | 5.55% |
1998 | 7 | -4.61% | $21,670 | 0.06% | $21,736 | 0.31% | $23,782 | -1.35% | $26,255 | -4.61% | 0.06% | 0.31% |
1998 | 8 | -15.73% | $18,261 | -16.90% | $18,062 | -14.80% | $20,261 | -14.12% | $22,548 | -15.73% | -16.90% | -14.80% |
1998 | 9 | 3.55% | $18,908 | 10.23% | $19,910 | 6.06% | $21,490 | 6.36% | $23,983 | 3.55% | 10.23% | 6.06% |
1998 | 10 | 3.97% | $19,660 | 5.33% | $20,971 | 3.33% | $22,206 | 8.11% | $25,927 | 3.97% | 5.33% | 3.33% |
1998 | 11 | 4.10% | $20,467 | 5.86% | $22,200 | 6.68% | $23,690 | 5.57% | $27,371 | 4.10% | 5.86% | 6.68% |
1998 | 12 | 3.40% | $21,162 | 8.66% | $24,123 | 12.24% | $26,590 | 6.54% | $29,161 | 3.40% | 8.66% | 12.24% |
1999 | 1 | -1.01% | $20,949 | 6.36% | $25,656 | 5.79% | $28,130 | 3.52% | $30,188 | -1.01% | 6.36% | 5.79% |
1999 | 2 | -4.55% | $19,995 | -3.70% | $24,707 | -3.58% | $27,123 | -3.21% | $29,220 | -4.55% | -3.70% | -3.58% |
1999 | 3 | -1.62% | $19,671 | 6.43% | $26,295 | 3.71% | $28,129 | 4.15% | $30,433 | -1.62% | 6.43% | 3.71% |
1999 | 4 | 7.39% | $21,125 | 1.14% | $26,595 | 2.10% | $28,720 | 3.80% | $31,589 | 7.39% | 1.14% | 2.10% |
1999 | 5 | 2.72% | $21,699 | -1.15% | $26,290 | -2.07% | $28,124 | -2.29% | $30,867 | 2.72% | -1.15% | -2.07% |
1999 | 6 | 4.74% | $22,727 | 9.58% | $28,807 | 5.52% | $29,678 | 5.54% | $32,576 | 4.74% | 9.58% | 5.52% |
1999 | 7 | -1.10% | $22,477 | 1.18% | $29,146 | -1.56% | $29,215 | -3.10% | $31,565 | -1.10% | 1.18% | -1.56% |
1999 | 8 | -3.96% | $21,588 | 4.78% | $30,538 | -2.91% | $28,365 | -0.52% | $31,402 | -3.96% | 4.78% | -2.91% |
1999 | 9 | -2.62% | $21,022 | -1.90% | $29,956 | -0.25% | $28,294 | -2.24% | $30,699 | -2.62% | -1.90% | -0.25% |
1999 | 10 | -0.97% | $20,818 | 6.30% | $31,845 | 3.67% | $29,334 | 6.41% | $32,667 | -0.97% | 6.30% | 3.67% |
1999 | 11 | 2.52% | $21,342 | 11.66% | $35,559 | 4.06% | $30,524 | 1.67% | $33,210 | 2.52% | 11.66% | 4.06% |
1999 | 12 | 4.19% | $22,237 | 21.75% | $43,294 | 8.92% | $33,246 | 5.71% | $35,107 | 4.19% | 21.75% | 8.92% |
2000 | 1 | -2.83% | $21,609 | 3.81% | $44,942 | -3.48% | $32,088 | -4.98% | $33,359 | -2.83% | 3.81% | -3.48% |
2000 | 2 | 4.27% | $22,532 | 26.97% | $57,062 | 4.63% | $33,573 | -1.52% | $32,851 | 4.27% | 26.97% | 4.63% |
2000 | 3 | 3.10% | $23,229 | -9.88% | $51,426 | 4.53% | $35,095 | 9.69% | $36,034 | 3.10% | -9.88% | 4.53% |
2000 | 4 | -1.23% | $22,944 | -10.46% | $46,049 | -6.47% | $32,824 | -3.51% | $34,768 | -1.23% | -10.46% | -6.47% |
2000 | 5 | -0.86% | $22,748 | -7.99% | $42,371 | -3.84% | $31,563 | -1.57% | $34,222 | -0.86% | -7.99% | -3.84% |
2000 | 6 | 3.02% | $23,436 | 11.44% | $47,218 | 3.87% | $32,784 | 1.97% | $34,896 | 3.02% | 11.44% | 3.87% |
2000 | 7 | 0.29% | $23,504 | -4.84% | $44,932 | -2.15% | $32,080 | -1.57% | $34,348 | 0.29% | -4.84% | -2.15% |
2000 | 8 | 5.89% | $24,889 | 11.57% | $50,132 | 5.31% | $33,783 | 6.53% | $36,592 | 5.89% | 11.57% | 5.31% |
2000 | 9 | 0.41% | $24,991 | -3.26% | $48,496 | -1.87% | $33,153 | -5.48% | $34,587 | 0.41% | -3.26% | -1.87% |
2000 | 10 | 0.49% | $25,113 | -5.02% | $46,059 | -2.50% | $32,324 | -0.47% | $34,425 | 0.49% | -5.02% | -2.50% |
2000 | 11 | -1.58% | $24,715 | -15.68% | $38,838 | -7.29% | $29,968 | -7.47% | $31,855 | -1.58% | -15.68% | -7.29% |
2000 | 12 | 6.91% | $26,424 | 4.43% | $40,559 | 3.39% | $30,984 | -0.52% | $31,691 | 6.91% | 4.43% | 3.39% |
2001 | 1 | 6.66% | $28,184 | -2.14% | $39,689 | -3.97% | $29,755 | 4.45% | $33,100 | 6.66% | -2.14% | -3.97% |
2001 | 2 | -0.65% | $28,001 | -16.05% | $33,320 | -4.66% | $28,369 | -9.54% | $29,942 | -0.65% | -16.05% | -4.66% |
2001 | 3 | -1.92% | $27,464 | -10.52% | $29,814 | -5.17% | $26,901 | -5.60% | $28,266 | -1.92% | -10.52% | -5.17% |
2001 | 4 | 6.58% | $29,270 | 11.84% | $33,343 | 4.82% | $28,199 | 8.54% | $30,681 | 6.58% | 11.84% | 4.82% |
2001 | 5 | 3.40% | $30,264 | 0.31% | $33,445 | 1.30% | $28,565 | -0.56% | $30,509 | 3.40% | 0.31% | 1.30% |
2001 | 6 | 2.45% | $31,007 | -0.15% | $33,394 | -2.56% | $27,834 | -2.38% | $29,782 | 2.45% | -0.15% | -2.56% |
2001 | 7 | 0.33% | $31,110 | -3.36% | $32,273 | -0.54% | $27,683 | -1.02% | $29,478 | 0.33% | -3.36% | -0.54% |
2001 | 8 | -0.40% | $30,984 | -7.64% | $29,808 | -3.00% | $26,851 | -5.93% | $27,729 | -0.40% | -7.64% | -3.00% |
2001 | 9 | -7.23% | $28,745 | -17.15% | $24,697 | -5.47% | $25,383 | -8.16% | $25,467 | -7.23% | -17.15% | -5.47% |
2001 | 10 | 4.09% | $29,921 | 9.66% | $27,082 | 0.79% | $25,585 | 1.30% | $25,798 | 4.09% | 9.66% | 0.79% |
2001 | 11 | 6.28% | $31,800 | 11.08% | $30,082 | 3.42% | $26,460 | 7.80% | $27,810 | 6.28% | 11.08% | 3.42% |
2001 | 12 | 5.29% | $33,481 | 0.70% | $30,292 | 2.35% | $27,083 | 0.56% | $27,966 | 5.29% | 0.70% | 2.35% |
2002 | 1 | 1.60% | $34,018 | -4.19% | $29,023 | -0.56% | $26,931 | -0.98% | $27,692 | 1.60% | -4.19% | -0.56% |
2002 | 2 | -0.61% | $33,810 | -6.90% | $27,019 | 0.12% | $26,963 | -1.79% | $27,196 | -0.61% | -6.90% | 0.12% |
2002 | 3 | 5.92% | $35,813 | 4.53% | $28,243 | 3.33% | $27,862 | 3.32% | $28,100 | 5.92% | 4.53% | 3.33% |
2002 | 4 | 3.27% | $36,985 | -8.06% | $25,966 | 0.09% | $27,888 | -5.82% | $26,466 | 3.27% | -8.06% | 0.09% |
2002 | 5 | -0.63% | $36,753 | -3.27% | $25,118 | 0.39% | $27,995 | -0.59% | $26,308 | -0.63% | -3.27% | 0.39% |
2002 | 6 | -2.82% | $35,715 | -9.65% | $22,694 | -4.14% | $26,836 | -7.38% | $24,368 | -2.82% | -9.65% | -4.14% |
2002 | 7 | -8.72% | $32,602 | -9.05% | $20,639 | -6.84% | $25,000 | -7.88% | $22,447 | -8.72% | -9.05% | -6.84% |
2002 | 8 | -0.79% | $32,345 | -2.12% | $20,200 | 0.89% | $25,222 | 0.68% | $22,600 | -0.79% | -2.12% | 0.89% |
2002 | 9 | -8.33% | $29,651 | -10.74% | $18,032 | -4.09% | $24,190 | -10.49% | $20,230 | -8.33% | -10.74% | -4.09% |
2002 | 10 | 3.79% | $30,774 | 11.52% | $20,109 | 2.36% | $24,759 | 8.23% | $21,895 | 3.79% | 11.52% | 2.36% |
2002 | 11 | 6.20% | $32,684 | 11.38% | $22,398 | -0.54% | $24,627 | 6.17% | $23,246 | 6.20% | 11.38% | -0.54% |
2002 | 12 | -3.89% | $31,411 | -9.99% | $20,161 | -0.62% | $24,475 | -5.66% | $21,929 | -3.89% | -9.99% | -0.62% |
2003 | 1 | -2.30% | $30,687 | -2.74% | $19,609 | -3.06% | $23,727 | -2.46% | $21,390 | -2.30% | -2.74% | -3.06% |
2003 | 2 | -3.46% | $29,626 | 0.26% | $19,660 | -1.26% | $23,429 | -1.35% | $21,101 | -3.46% | 0.26% | -1.26% |
2003 | 3 | -0.38% | $29,514 | 2.23% | $20,098 | 2.22% | $23,948 | 0.21% | $21,145 | -0.38% | 2.23% | 2.22% |
2003 | 4 | 9.13% | $32,209 | 8.07% | $21,720 | 4.71% | $25,077 | 8.46% | $22,934 | 9.13% | 8.07% | 4.71% |
2003 | 5 | 8.14% | $34,830 | 9.72% | $23,832 | 4.88% | $26,301 | 5.48% | $24,191 | 8.14% | 9.72% | 4.88% |
2003 | 6 | 2.79% | $35,804 | 0.62% | $23,980 | 1.83% | $26,783 | 1.07% | $24,449 | 2.79% | 0.62% | 1.83% |
2003 | 7 | 4.84% | $37,538 | 4.49% | $25,056 | 2.63% | $27,487 | 1.80% | $24,890 | 4.84% | 4.49% | 2.63% |
2003 | 8 | 4.16% | $39,098 | 4.75% | $26,245 | 3.16% | $28,355 | 2.06% | $25,403 | 4.16% | 4.75% | 3.16% |
2003 | 9 | -0.64% | $38,848 | -0.87% | $26,018 | -0.81% | $28,127 | -1.09% | $25,127 | -0.64% | -0.87% | -0.81% |
2003 | 10 | 6.68% | $41,445 | 7.50% | $27,970 | 6.49% | $29,953 | 5.35% | $26,472 | 6.68% | 7.50% | 6.49% |
2003 | 11 | 3.37% | $42,843 | 0.53% | $28,118 | 1.84% | $30,505 | 1.09% | $26,761 | 3.37% | 0.53% | 1.84% |
2003 | 12 | 3.26% | $44,242 | 1.36% | $28,499 | 2.66% | $31,317 | 5.03% | $28,108 | 3.26% | 1.36% | 2.66% |
2004 | 1 | 2.72% | $45,443 | 2.94% | $29,336 | -0.04% | $31,304 | 1.98% | $28,663 | 2.72% | 2.94% | -0.04% |
2004 | 2 | 2.92% | $46,771 | 0.12% | $29,370 | 3.20% | $32,307 | 1.36% | $29,052 | 2.92% | 0.12% | 3.20% |
2004 | 3 | 0.14% | $46,834 | 0.00% | $29,370 | 0.57% | $32,491 | -1.32% | $28,669 | 0.14% | 0.00% | 0.57% |
2004 | 4 | -2.43% | $45,696 | -2.38% | $28,670 | -1.45% | $32,021 | -1.89% | $28,127 | -2.43% | -2.38% | -1.45% |
2004 | 5 | 0.28% | $45,823 | 2.94% | $29,512 | 1.63% | $32,542 | 1.71% | $28,608 | 0.28% | 2.94% | 1.63% |
2004 | 6 | 3.48% | $47,416 | 1.87% | $30,065 | 2.20% | $33,259 | 1.85% | $29,137 | 3.48% | 1.87% | 2.20% |
2004 | 7 | -3.49% | $45,759 | -8.56% | $27,492 | -4.48% | $31,767 | -3.22% | $28,199 | -3.49% | -8.56% | -4.48% |
2004 | 8 | -0.30% | $45,620 | -1.14% | $27,179 | -0.18% | $31,710 | 0.24% | $28,267 | -0.30% | -1.14% | -0.18% |
2004 | 9 | 4.15% | $47,513 | 3.54% | $28,141 | 4.22% | $33,049 | 1.00% | $28,550 | 4.15% | 3.54% | 4.22% |
2004 | 10 | 1.37% | $48,163 | 3.88% | $29,233 | 0.86% | $33,335 | 1.29% | $28,918 | 1.37% | 3.88% | 0.86% |
2004 | 11 | 7.99% | $52,011 | 4.75% | $30,622 | 5.31% | $35,106 | 4.45% | $30,205 | 7.99% | 4.75% | 5.31% |
2004 | 12 | 3.98% | $54,083 | 4.35% | $31,955 | 2.65% | $36,036 | 3.02% | $31,116 | 3.98% | 4.35% | 2.65% |
2005 | 1 | -1.99% | $53,008 | -4.57% | $30,496 | -1.34% | $35,553 | -2.24% | $30,419 | -1.99% | -4.57% | -1.34% |
2005 | 2 | 3.17% | $54,687 | 0.58% | $30,672 | 3.02% | $36,626 | 2.09% | $31,054 | 3.17% | 0.58% | 3.02% |
2005 | 3 | -2.06% | $53,559 | -1.73% | $30,142 | -1.28% | $36,156 | -1.83% | $30,487 | -2.06% | -1.73% | -1.28% |
2005 | 4 | -4.72% | $51,032 | -1.95% | $29,555 | -3.23% | $34,988 | -1.87% | $29,916 | -4.72% | -1.95% | -3.23% |
2005 | 5 | 4.90% | $53,532 | 7.81% | $31,864 | 4.59% | $36,595 | 3.22% | $30,880 | 4.90% | 7.81% | 4.59% |
2005 | 6 | 3.16% | $55,225 | -0.11% | $31,830 | 1.72% | $37,224 | 0.15% | $30,926 | 3.16% | -0.11% | 1.72% |
2005 | 7 | 3.84% | $57,348 | 4.85% | $33,374 | 4.44% | $38,875 | 3.83% | $32,109 | 3.84% | 4.85% | 4.44% |
2005 | 8 | -0.09% | $57,294 | -0.53% | $33,198 | 0.85% | $39,205 | -0.94% | $31,808 | -0.09% | -0.53% | 0.85% |
2005 | 9 | 0.71% | $57,703 | 2.97% | $34,184 | 2.93% | $40,355 | 0.80% | $32,062 | 0.71% | 2.97% | 2.93% |
2005 | 10 | -4.24% | $55,258 | -1.27% | $33,750 | -1.61% | $39,707 | -2.37% | $31,304 | -4.24% | -1.27% | -1.61% |
2005 | 11 | 4.45% | $57,717 | 5.46% | $35,592 | 4.08% | $41,327 | 4.40% | $32,680 | 4.45% | 5.46% | 4.08% |
2005 | 12 | 1.81% | $58,762 | 1.91% | $36,270 | 1.35% | $41,884 | -0.19% | $32,618 | 1.81% | 1.91% | 1.35% |
2006 | 1 | 6.59% | $62,632 | 5.52% | $38,271 | 5.59% | $44,226 | 2.40% | $33,401 | 6.59% | 5.52% | 5.59% |
2006 | 2 | -0.62% | $62,244 | -0.83% | $37,951 | -2.79% | $42,991 | 0.57% | $33,593 | -0.62% | -0.83% | -2.79% |
2006 | 3 | 2.54% | $63,827 | 2.12% | $38,755 | 2.06% | $43,874 | 1.65% | $34,147 | 2.54% | 2.12% | 2.06% |
2006 | 4 | 1.98% | $65,093 | -0.60% | $38,521 | 2.46% | $44,956 | 1.26% | $34,578 | 1.98% | -0.60% | 2.46% |
2006 | 5 | -4.00% | $62,488 | -5.67% | $36,338 | -3.90% | $43,202 | -3.01% | $33,537 | -4.00% | -5.67% | -3.90% |
2006 | 6 | -1.20% | $61,740 | 0.52% | $36,526 | 0.78% | $43,538 | 0.26% | $33,625 | -1.20% | 0.52% | 0.78% |
2006 | 7 | -1.19% | $61,006 | -3.06% | $35,409 | -1.39% | $42,932 | 0.45% | $33,776 | -1.19% | -3.06% | -1.39% |
2006 | 8 | 1.84% | $62,129 | 1.50% | $35,939 | 1.12% | $43,413 | 2.18% | $34,513 | 1.84% | 1.50% | 1.12% |
2006 | 9 | 1.46% | $63,033 | 1.93% | $36,635 | 1.08% | $43,881 | 2.70% | $35,444 | 1.46% | 1.93% | 1.08% |
2006 | 10 | 3.49% | $65,234 | 4.71% | $38,362 | 3.62% | $45,470 | 3.15% | $36,562 | 3.49% | 4.71% | 3.62% |
2006 | 11 | 4.17% | $67,953 | 3.51% | $39,707 | 2.65% | $46,677 | 1.99% | $37,289 | 4.17% | 3.51% | 2.65% |
2006 | 12 | 1.83% | $69,198 | 0.07% | $39,736 | 0.09% | $46,717 | 1.34% | $37,787 | 1.83% | 0.07% | 0.09% |
2007 | 1 | 1.22% | $70,040 | 1.72% | $40,420 | 2.16% | $47,727 | 1.50% | $38,356 | 1.22% | 1.72% | 2.16% |
2007 | 2 | -0.27% | $69,849 | -2.47% | $39,422 | -2.10% | $46,726 | -1.96% | $37,603 | -0.27% | -2.47% | -2.10% |
2007 | 3 | 1.64% | $70,994 | 0.52% | $39,627 | 1.39% | $47,377 | 1.16% | $38,039 | 1.64% | 0.52% | 1.39% |
2007 | 4 | 3.27% | $73,314 | 4.98% | $41,600 | 3.48% | $49,027 | 4.43% | $39,724 | 3.27% | 4.98% | 3.48% |
2007 | 5 | 3.92% | $76,191 | 4.33% | $43,401 | 4.10% | $51,039 | 3.39% | $41,072 | 3.92% | 4.33% | 4.10% |
2007 | 6 | -0.92% | $75,491 | -0.17% | $43,327 | -0.21% | $50,930 | -1.46% | $40,470 | -0.92% | -0.17% | -0.21% |
2007 | 7 | -4.46% | $72,122 | -0.03% | $43,315 | -0.84% | $50,504 | -3.13% | $39,203 | -4.46% | -0.03% | -0.84% |
2007 | 8 | -0.71% | $71,613 | 1.97% | $44,170 | 1.83% | $51,430 | 1.28% | $39,706 | -0.71% | 1.97% | 1.83% |
2007 | 9 | 2.70% | $73,550 | 6.96% | $47,243 | 6.12% | $54,578 | 3.87% | $41,243 | 2.70% | 6.96% | 6.12% |
2007 | 10 | 3.00% | $75,754 | 6.91% | $50,509 | 5.01% | $57,313 | 1.36% | $41,802 | 3.00% | 6.91% | 5.01% |
2007 | 11 | -6.26% | $71,011 | -5.54% | $47,710 | -2.73% | $55,750 | -3.87% | $40,183 | -6.26% | -5.54% | -2.73% |
2007 | 12 | 0.53% | $71,387 | -0.15% | $47,638 | 0.37% | $55,958 | -1.13% | $39,728 | 0.53% | -0.15% | 0.37% |
2008 | 1 | -4.98% | $67,829 | -9.27% | $43,220 | -9.51% | $50,639 | -6.05% | $37,326 | -4.98% | -9.27% | -9.51% |
2008 | 2 | -1.00% | $67,152 | -2.38% | $42,193 | -0.33% | $50,474 | -2.58% | $36,361 | -1.00% | -2.38% | -0.33% |
2008 | 3 | -1.81% | $65,937 | -0.26% | $42,084 | -1.56% | $49,685 | -0.90% | $36,033 | -1.81% | -0.26% | -1.56% |
2008 | 4 | 5.08% | $69,287 | 7.79% | $45,362 | 5.31% | $52,322 | 4.77% | $37,750 | 5.08% | 7.79% | 5.31% |
2008 | 5 | 3.51% | $71,717 | 3.33% | $46,872 | 3.30% | $54,046 | 1.51% | $38,321 | 3.51% | 3.33% | 3.30% |
2008 | 6 | -8.74% | $65,451 | -3.93% | $45,029 | -4.91% | $51,394 | -8.35% | $35,121 | -8.74% | -3.93% | -4.91% |
2008 | 7 | -1.38% | $64,549 | -4.69% | $42,916 | -4.14% | $49,268 | -0.90% | $34,806 | -1.38% | -4.69% | -4.14% |
2008 | 8 | 1.02% | $65,208 | -1.18% | $42,411 | -0.77% | $48,889 | 1.55% | $35,343 | 1.02% | -1.18% | -0.77% |
2008 | 9 | -11.85% | $57,483 | -13.27% | $36,784 | -9.62% | $44,188 | -9.44% | $32,008 | -11.85% | -13.27% | -9.62% |
2008 | 10 | -20.00% | $45,986 | -17.09% | $30,498 | -15.84% | $37,190 | -16.52% | $26,721 | -20.00% | -17.09% | -15.84% |
2008 | 11 | -8.78% | $41,951 | -11.07% | $27,122 | -6.99% | $34,592 | -6.96% | $24,861 | -8.78% | -11.07% | -6.99% |
2008 | 12 | 8.61% | $45,564 | 3.81% | $28,156 | 1.65% | $35,162 | 0.98% | $25,105 | 8.61% | 3.81% | 1.65% |
2009 | 1 | -6.40% | $42,647 | -3.92% | $27,051 | -5.66% | $33,173 | -8.21% | $23,044 | -6.40% | -3.92% | -5.66% |
2009 | 2 | -9.20% | $38,725 | -7.12% | $25,125 | -7.30% | $30,752 | -10.74% | $20,568 | -9.20% | -7.12% | -7.30% |
2009 | 3 | 8.40% | $41,977 | 9.18% | $27,431 | 6.97% | $32,897 | 8.35% | $22,285 | 8.40% | 9.18% | 6.97% |
2009 | 4 | 14.46% | $48,047 | 8.99% | $29,898 | 6.24% | $34,949 | 9.93% | $24,498 | 14.46% | 8.99% | 6.24% |
2009 | 5 | 6.32% | $51,082 | 5.42% | $31,520 | 6.29% | $37,148 | 5.85% | $25,930 | 6.32% | 5.42% | 6.29% |
2009 | 6 | -0.08% | $51,043 | 0.88% | $31,796 | 0.02% | $37,156 | -0.07% | $25,913 | -0.08% | 0.88% | 0.02% |
2009 | 7 | 8.88% | $55,575 | 7.33% | $34,125 | 6.02% | $39,394 | 7.46% | $27,846 | 8.88% | 7.33% | 6.02% |
2009 | 8 | 4.36% | $57,999 | 2.19% | $34,872 | 1.78% | $40,093 | 3.69% | $28,875 | 4.36% | 2.19% | 1.78% |
2009 | 9 | 3.85% | $60,234 | 6.22% | $37,040 | 5.56% | $42,324 | 3.55% | $29,899 | 3.85% | 6.22% | 5.56% |
2009 | 10 | -2.83% | $58,528 | -4.11% | $35,516 | -1.16% | $41,834 | -1.92% | $29,324 | -2.83% | -4.11% | -1.16% |
2009 | 11 | 3.86% | $60,790 | 6.46% | $37,811 | 5.48% | $44,127 | 6.16% | $31,130 | 3.86% | 6.46% | 5.48% |
2009 | 12 | 4.24% | $63,369 | 5.11% | $39,742 | 2.97% | $45,438 | 1.91% | $31,724 | 4.24% | 5.11% | 2.97% |
2010 | 1 | -1.63% | $62,337 | -5.39% | $37,599 | -4.58% | $43,356 | -3.63% | $30,571 | -1.63% | -5.39% | -4.58% |
2010 | 2 | 3.50% | $64,520 | 4.06% | $39,126 | 2.85% | $44,591 | 3.12% | $31,525 | 3.50% | 4.06% | 2.85% |
2010 | 3 | 6.43% | $68,666 | 7.69% | $42,133 | 5.57% | $47,074 | 6.09% | $33,445 | 6.43% | 7.69% | 5.57% |
2010 | 4 | 2.46% | $70,353 | 2.23% | $43,072 | 1.66% | $47,855 | 1.55% | $33,962 | 2.46% | 2.23% | 1.66% |
2010 | 5 | -7.73% | $64,917 | -7.61% | $39,794 | -6.58% | $44,708 | -7.95% | $31,264 | -7.73% | -7.61% | -6.58% |
2010 | 6 | -4.77% | $61,822 | -6.28% | $37,294 | -3.25% | $43,255 | -5.17% | $29,646 | -4.77% | -6.28% | -3.25% |
2010 | 7 | 6.13% | $65,611 | 6.64% | $39,771 | 4.89% | $45,372 | 6.83% | $31,671 | 6.13% | 6.64% | 4.89% |
2010 | 8 | -4.08% | $62,933 | -3.32% | $38,452 | -2.82% | $44,091 | -4.50% | $30,246 | -4.08% | -3.32% | -2.82% |
2010 | 9 | 9.56% | $68,947 | 11.60% | $42,911 | 10.10% | $48,542 | 8.96% | $32,955 | 9.56% | 11.60% | 10.10% |
2010 | 10 | 3.86% | $71,611 | 3.93% | $44,599 | 4.15% | $50,557 | 3.82% | $34,214 | 3.86% | 3.93% | 4.15% |
2010 | 11 | 0.19% | $71,751 | 2.57% | $45,746 | 1.10% | $51,112 | 0.00% | $34,214 | 0.19% | 2.57% | 1.10% |
2010 | 12 | 6.60% | $76,486 | 4.73% | $47,908 | 3.95% | $53,130 | 6.68% | $36,501 | 6.60% | 4.73% | 3.95% |
2011 | 1 | 1.33% | $77,502 | 1.98% | $48,859 | 0.59% | $53,444 | 2.33% | $37,351 | 1.33% | 1.98% | 0.59% |
2011 | 2 | 3.57% | $80,272 | 3.93% | $50,777 | 4.12% | $55,646 | 3.47% | $38,649 | 3.57% | 3.93% | 4.12% |
2011 | 3 | 1.19% | $81,229 | 2.17% | $51,878 | 0.20% | $55,756 | 0.01% | $38,653 | 1.19% | 2.17% | 0.20% |
2011 | 4 | 4.44% | $84,836 | 3.88% | $53,888 | 2.70% | $57,263 | 2.90% | $39,772 | 4.44% | 3.88% | 2.70% |
2011 | 5 | -1.15% | $83,859 | -0.83% | $53,439 | -1.60% | $56,345 | -1.12% | $39,326 | -1.15% | -0.83% | -1.60% |
2011 | 6 | -1.00% | $83,022 | -1.21% | $52,794 | -1.58% | $55,457 | -1.69% | $38,662 | -1.00% | -1.21% | -1.58% |
2011 | 7 | -2.38% | $81,049 | -1.31% | $52,102 | 0.38% | $55,669 | -2.00% | $37,889 | -2.38% | -1.31% | 0.38% |
2011 | 8 | -6.27% | $75,967 | -6.72% | $48,599 | -4.91% | $52,936 | -5.50% | $35,806 | -6.27% | -6.72% | -4.91% |
2011 | 9 | -7.99% | $69,897 | -7.88% | $44,768 | -7.43% | $49,001 | -6.94% | $33,319 | -7.99% | -7.88% | -7.43% |
2011 | 10 | 11.49% | $77,930 | 11.92% | $50,103 | 10.19% | $53,996 | 10.91% | $36,956 | 11.49% | 11.92% | 10.19% |
2011 | 11 | -1.61% | $76,673 | -1.92% | $49,141 | -0.67% | $53,635 | -0.41% | $36,806 | -1.61% | -1.92% | -0.67% |
2011 | 12 | -0.30% | $76,441 | -1.85% | $48,231 | -1.08% | $53,057 | 1.04% | $37,190 | -0.30% | -1.85% | -1.08% |
2012 | 1 | 6.16% | $81,148 | 8.52% | $52,339 | 5.03% | $55,724 | 4.64% | $38,914 | 6.16% | 8.52% | 5.03% |
2012 | 2 | 5.01% | $85,212 | 6.84% | $55,916 | 5.49% | $58,784 | 4.34% | $40,604 | 5.01% | 6.84% | 5.49% |
2012 | 3 | 2.23% | $87,117 | 4.51% | $58,438 | 3.76% | $60,994 | 3.22% | $41,909 | 2.23% | 4.51% | 3.76% |
2012 | 4 | -1.01% | $86,239 | -0.94% | $57,890 | -0.12% | $60,923 | -0.67% | $41,629 | -1.01% | -0.94% | -0.12% |
2012 | 5 | -8.14% | $79,222 | -8.17% | $53,162 | -5.62% | $57,502 | -6.01% | $39,129 | -8.14% | -8.17% | -5.62% |
2012 | 6 | 3.75% | $82,196 | 2.69% | $54,593 | 2.34% | $58,847 | 4.05% | $40,715 | 3.75% | 2.69% | 2.34% |
2012 | 7 | 0.26% | $82,410 | 0.39% | $54,807 | 0.80% | $59,319 | 1.18% | $41,197 | 0.26% | 0.39% | 0.80% |
2012 | 8 | 4.44% | $86,068 | 4.62% | $57,341 | 2.48% | $60,790 | 2.51% | $42,229 | 4.44% | 4.62% | 2.48% |
2012 | 9 | 1.97% | $87,760 | 2.15% | $58,576 | 3.11% | $62,677 | 2.54% | $43,300 | 1.97% | 2.15% | 3.11% |
2012 | 10 | -1.02% | $86,864 | -4.89% | $55,714 | -3.59% | $60,428 | -1.82% | $42,512 | -1.02% | -4.89% | -3.59% |
2012 | 11 | 1.26% | $87,961 | 2.53% | $57,121 | 1.89% | $61,568 | 0.57% | $42,752 | 1.26% | 2.53% | 1.89% |
2012 | 12 | 2.98% | $90,581 | 0.07% | $57,163 | 0.19% | $61,683 | 0.90% | $43,137 | 2.98% | 0.07% | 0.19% |
2013 | 1 | 5.04% | $95,145 | 4.14% | $59,531 | 3.91% | $64,093 | 5.12% | $45,345 | 5.04% | 4.14% | 3.91% |
2013 | 2 | 0.31% | $95,443 | 0.26% | $59,685 | 1.33% | $64,945 | 1.28% | $45,924 | 0.31% | 0.26% | 1.33% |
2013 | 3 | 4.76% | $99,983 | 3.90% | $62,015 | 3.69% | $67,345 | 3.80% | $47,668 | 4.76% | 3.90% | 3.69% |
2013 | 4 | 2.87% | $102,850 | 2.28% | $63,431 | 1.82% | $68,573 | 1.92% | $48,583 | 2.87% | 2.28% | 1.82% |
2013 | 5 | 1.72% | $104,616 | 3.84% | $65,865 | 1.98% | $69,929 | 2.36% | $49,731 | 1.72% | 3.84% | 1.98% |
2013 | 6 | -0.18% | $104,432 | -2.19% | $64,424 | -1.72% | $68,725 | -1.34% | $49,066 | -0.18% | -2.19% | -1.72% |
2013 | 7 | 5.05% | $109,707 | 7.94% | $69,538 | 5.17% | $72,280 | 5.17% | $51,602 | 5.05% | 7.94% | 5.17% |
2013 | 8 | -1.80% | $107,734 | -0.90% | $68,913 | -1.52% | $71,181 | -3.00% | $50,054 | -1.80% | -0.90% | -1.52% |
2013 | 9 | 4.70% | $112,794 | 5.68% | $72,824 | 5.19% | $74,872 | 3.17% | $51,640 | 4.70% | 5.68% | 5.19% |
2013 | 10 | 3.56% | $116,814 | 2.49% | $74,639 | 4.86% | $78,507 | 4.63% | $54,031 | 3.56% | 2.49% | 4.86% |
2013 | 11 | 2.39% | $119,607 | 2.43% | $76,454 | 2.85% | $80,746 | 2.96% | $55,632 | 2.39% | 2.43% | 2.85% |
2013 | 12 | 1.72% | $121,664 | 2.88% | $78,659 | 2.48% | $82,748 | 2.59% | $57,073 | 1.72% | 2.88% | 2.48% |
2014 | 1 | -3.36% | $117,581 | -0.09% | $78,591 | -2.24% | $80,897 | -3.52% | $55,061 | -3.36% | -0.09% | -2.24% |
2014 | 2 | 4.37% | $122,722 | 6.47% | $83,672 | 5.55% | $85,391 | 4.55% | $57,567 | 4.37% | 6.47% | 5.55% |
2014 | 3 | 1.14% | $124,124 | -3.57% | $80,689 | -2.64% | $83,139 | 0.83% | $58,046 | 1.14% | -3.57% | -2.64% |
2014 | 4 | -1.19% | $122,648 | -2.84% | $78,399 | -1.79% | $81,652 | 0.70% | $58,449 | -1.19% | -2.84% | -1.79% |
2014 | 5 | 1.38% | $124,345 | 3.25% | $80,947 | 3.30% | $84,347 | 2.32% | $59,806 | 1.38% | 3.25% | 3.30% |
2014 | 6 | 2.63% | $127,617 | 3.46% | $83,745 | 2.41% | $86,382 | 2.06% | $61,040 | 2.63% | 3.46% | 2.41% |
2014 | 7 | -1.64% | $125,526 | -2.71% | $81,475 | -1.44% | $85,139 | -1.34% | $60,220 | -1.64% | -2.71% | -1.44% |
2014 | 8 | 3.41% | $129,806 | 5.67% | $86,095 | 4.44% | $88,921 | 3.95% | $62,596 | 3.41% | 5.67% | 4.44% |
2014 | 9 | -3.15% | $125,718 | -2.11% | $84,280 | -1.13% | $87,913 | -1.38% | $61,733 | -3.15% | -2.11% | -1.13% |
2014 | 10 | 2.23% | $128,527 | 4.01% | $87,659 | 1.48% | $89,217 | 2.36% | $63,187 | 2.23% | 4.01% | 1.48% |
2014 | 11 | 1.54% | $130,512 | 2.74% | $90,061 | 2.15% | $91,139 | 2.75% | $64,923 | 1.54% | 2.74% | 2.15% |
2014 | 12 | 0.36% | $130,975 | -0.05% | $90,015 | -0.53% | $90,656 | -0.26% | $64,756 | 0.36% | -0.05% | -0.53% |
2015 | 1 | -3.08% | $126,935 | -0.50% | $89,565 | -1.34% | $89,444 | -2.96% | $62,838 | -3.08% | -0.50% | -1.34% |
2015 | 2 | 6.04% | $134,598 | 6.82% | $95,676 | 5.98% | $94,797 | 5.62% | $66,370 | 6.04% | 6.82% | 5.98% |
2015 | 3 | -0.97% | $133,295 | -1.34% | $94,391 | -0.49% | $94,329 | -1.57% | $65,325 | -0.97% | -1.34% | -0.49% |
2015 | 4 | 2.13% | $136,136 | 0.15% | $94,535 | -0.84% | $93,535 | 0.98% | $65,967 | 2.13% | 0.15% | -0.84% |
2015 | 5 | 1.07% | $137,596 | 2.52% | $96,920 | 2.16% | $95,553 | 1.29% | $66,815 | 1.07% | 2.52% | 2.16% |
2015 | 6 | -0.70% | $136,631 | -1.35% | $95,615 | -0.30% | $95,264 | -2.03% | $65,459 | -0.70% | -1.35% | -0.30% |
2015 | 7 | 0.44% | $137,231 | 3.71% | $99,163 | 3.47% | $98,571 | 2.26% | $66,938 | 0.44% | 3.71% | 3.47% |
2015 | 8 | -3.82% | $131,992 | -6.74% | $92,484 | -5.96% | $92,694 | -6.10% | $62,858 | -3.82% | -6.74% | -5.96% |
2015 | 9 | -2.91% | $128,155 | -4.03% | $88,758 | -2.06% | $90,788 | -2.54% | $61,260 | -2.91% | -4.03% | -2.06% |
2015 | 10 | 3.97% | $133,241 | 8.30% | $96,127 | 7.08% | $97,217 | 8.51% | $66,470 | 3.97% | 8.30% | 7.08% |
2015 | 11 | 0.41% | $133,782 | 2.03% | $98,076 | 0.64% | $97,843 | 0.37% | $66,713 | 0.41% | 2.03% | 0.64% |
2015 | 12 | -2.65% | $130,238 | -1.03% | $97,063 | -1.36% | $96,514 | -1.72% | $65,567 | -2.65% | -1.03% | -1.36% |
2016 | 1 | -5.34% | $123,283 | -10.60% | $86,769 | -5.68% | $91,030 | -4.98% | $62,303 | -5.34% | -10.60% | -5.68% |
2016 | 2 | 0.71% | $124,156 | -1.29% | $85,653 | -1.18% | $89,959 | -0.08% | $62,251 | 0.71% | -1.29% | -1.18% |
2016 | 3 | 5.93% | $131,520 | 6.83% | $91,504 | 5.59% | $94,990 | 6.72% | $66,437 | 5.93% | 6.83% | 5.59% |
2016 | 4 | -0.31% | $131,111 | -0.23% | $91,298 | 0.25% | $95,226 | 0.39% | $66,699 | -0.31% | -0.23% | 0.25% |
2016 | 5 | 0.94% | $132,339 | 3.46% | $94,461 | 1.67% | $96,818 | 1.70% | $67,834 | 0.94% | 3.46% | 1.67% |
2016 | 6 | -1.24% | $130,702 | -2.27% | $92,314 | -1.51% | $95,354 | 0.35% | $68,071 | -1.24% | -2.27% | -1.51% |
2016 | 7 | 3.44% | $135,203 | 7.14% | $98,904 | 4.48% | $99,629 | 3.65% | $70,554 | 3.44% | 7.14% | 4.48% |
2016 | 8 | 0.34% | $135,666 | 0.22% | $99,117 | 0.27% | $99,894 | 0.12% | $70,638 | 0.34% | 0.22% | 0.27% |
2016 | 9 | 1.09% | $137,139 | 1.85% | $100,951 | 0.43% | $100,326 | 0.01% | $70,644 | 1.09% | 1.85% | 0.43% |
2016 | 10 | -2.58% | $133,596 | -3.17% | $97,752 | -1.67% | $98,646 | -1.73% | $69,419 | -2.58% | -3.17% | -1.67% |
2016 | 11 | 5.45% | $140,879 | 3.82% | $101,485 | 0.60% | $99,236 | 3.68% | $71,976 | 5.45% | 3.82% | 0.60% |
2016 | 12 | 0.57% | $141,683 | 1.39% | $102,897 | 0.53% | $99,761 | 2.03% | $73,436 | 0.57% | 1.39% | 0.53% |
2017 | 1 | 1.17% | $143,344 | 4.30% | $107,320 | 4.38% | $104,128 | 1.79% | $74,750 | 1.17% | 4.30% | 4.38% |
2017 | 2 | 2.16% | $146,437 | 3.64% | $111,224 | 3.85% | $108,136 | 3.93% | $77,687 | 2.16% | 3.64% | 3.85% |
2017 | 3 | 0.92% | $147,782 | 2.02% | $113,474 | 1.56% | $109,819 | 0.13% | $77,785 | 0.92% | 2.02% | 1.56% |
2017 | 4 | 1.53% | $150,045 | 2.27% | $116,054 | 2.82% | $112,919 | 0.99% | $78,557 | 1.53% | 2.27% | 2.82% |
2017 | 5 | 1.11% | $151,705 | 4.67% | $121,470 | 3.59% | $116,978 | 1.41% | $79,666 | 1.11% | 4.67% | 3.59% |
2017 | 6 | 0.62% | $152,650 | 0.75% | $122,381 | -0.40% | $116,509 | 0.64% | $80,174 | 0.62% | 0.75% | -0.40% |
2017 | 7 | 2.01% | $155,714 | 4.05% | $127,338 | 3.54% | $120,629 | 2.06% | $81,821 | 2.01% | 4.05% | 3.54% |
2017 | 8 | 0.18% | $156,000 | 1.91% | $129,776 | 1.61% | $122,567 | 0.29% | $82,060 | 0.18% | 1.91% | 1.61% |
2017 | 9 | 2.77% | $160,329 | 1.44% | $131,649 | 0.85% | $123,607 | 2.01% | $83,713 | 2.77% | 1.44% | 0.85% |
2017 | 10 | 1.70% | $163,050 | 4.13% | $137,088 | 4.73% | $129,451 | 2.36% | $85,686 | 1.70% | 4.13% | 4.73% |
2017 | 11 | 2.92% | $167,811 | 1.67% | $139,375 | 1.59% | $131,511 | 3.06% | $88,305 | 2.92% | 1.67% | 1.59% |
2017 | 12 | 1.88% | $170,964 | 0.97% | $140,722 | 0.29% | $131,893 | 1.21% | $89,372 | 1.88% | 0.97% | 0.29% |
2018 | 1 | 4.35% | $178,396 | 10.02% | $154,822 | 9.32% | $144,186 | 5.64% | $94,409 | 4.35% | 10.02% | 9.32% |
2018 | 2 | -4.41% | $170,525 | -1.89% | $151,892 | -2.29% | $140,877 | -3.64% | $90,976 | -4.41% | -1.89% | -2.29% |
2018 | 3 | -0.81% | $169,145 | -2.51% | $148,079 | -3.52% | $135,923 | -2.74% | $88,482 | -0.81% | -2.51% | -3.52% |
2018 | 4 | 2.09% | $172,689 | 0.05% | $148,150 | 1.20% | $137,552 | 0.52% | $88,939 | 2.09% | 0.05% | 1.20% |
2018 | 5 | -0.69% | $171,497 | 5.53% | $156,350 | 4.06% | $143,131 | 2.43% | $91,101 | -0.69% | 5.53% | 4.06% |
2018 | 6 | 0.57% | $172,469 | 0.18% | $156,626 | 0.93% | $144,465 | 0.58% | $91,626 | 0.57% | 0.18% | 0.93% |
2018 | 7 | 1.18% | $174,507 | 1.44% | $158,878 | 1.93% | $147,254 | 3.70% | $95,020 | 1.18% | 1.44% | 1.93% |
2018 | 8 | 0.72% | $175,762 | 7.54% | $170,851 | 4.51% | $153,893 | 3.19% | $98,053 | 0.72% | 7.54% | 4.51% |
2018 | 9 | 0.40% | $176,469 | -0.65% | $169,749 | 0.14% | $154,112 | 0.59% | $98,637 | 0.40% | -0.65% | 0.14% |
2018 | 10 | -6.70% | $164,637 | -12.11% | $149,190 | -9.72% | $139,127 | -6.91% | $91,820 | -6.70% | -12.11% | -9.72% |
2018 | 11 | 0.96% | $166,217 | -0.79% | $148,008 | 0.71% | $140,112 | 1.85% | $93,524 | 0.96% | -0.79% | 0.71% |
2018 | 12 | -8.20% | $152,580 | -9.23% | $134,351 | -7.87% | $129,089 | -8.79% | $85,299 | -8.20% | -9.23% | -7.87% |
2019 | 1 | 8.41% | $165,415 | 10.61% | $148,608 | 9.45% | $141,283 | 8.01% | $92,129 | 8.41% | 10.61% | 9.45% |
2019 | 2 | 2.27% | $169,178 | 5.19% | $156,324 | 2.39% | $144,666 | 3.24% | $95,115 | 2.27% | 5.19% | 2.39% |
2019 | 3 | -0.42% | $168,474 | 2.74% | $160,601 | 2.21% | $147,860 | 1.81% | $96,835 | -0.42% | 2.74% | 2.21% |
2019 | 4 | 2.32% | $172,378 | 3.29% | $165,885 | 4.88% | $155,075 | 4.09% | $100,791 | 2.32% | 3.29% | 4.88% |
2019 | 5 | -5.59% | $162,743 | -7.38% | $153,640 | -5.72% | $146,204 | -6.38% | $94,363 | -5.59% | -7.38% | -5.72% |
2019 | 6 | 4.99% | $170,866 | 6.99% | $164,375 | 6.63% | $155,903 | 6.96% | $100,930 | 4.99% | 6.99% | 6.63% |
2019 | 7 | 0.91% | $172,413 | 1.68% | $167,143 | 0.91% | $157,323 | 1.51% | $102,457 | 0.91% | 1.68% | 0.91% |
2019 | 8 | -4.59% | $164,501 | -1.30% | $164,962 | -1.80% | $154,484 | -1.67% | $100,741 | -4.59% | -1.30% | -1.80% |
2019 | 9 | 3.64% | $170,497 | -1.68% | $162,195 | -1.53% | $152,118 | 1.95% | $102,703 | 3.64% | -1.68% | -1.53% |
2019 | 10 | 3.23% | $176,007 | 3.88% | $168,484 | 2.80% | $156,377 | 2.21% | $104,974 | 3.23% | 3.88% | 2.80% |
2019 | 11 | 4.81% | $184,480 | 7.22% | $180,645 | 4.31% | $163,119 | 3.62% | $108,774 | 4.81% | 7.22% | 4.31% |
2019 | 12 | 3.93% | $191,737 | 2.95% | $185,973 | 2.87% | $167,792 | 2.90% | $111,932 | 3.93% | 2.95% | 2.87% |
2020 | 1 | -4.36% | $183,384 | 2.76% | $191,109 | 2.12% | $171,342 | -0.04% | $111,886 | -4.36% | 2.76% | 2.12% |
2020 | 2 | -9.07% | $166,754 | -4.42% | $182,664 | -5.94% | $161,160 | -7.92% | $103,029 | -9.07% | -4.42% | -5.94% |
2020 | 3 | -17.26% | $137,978 | -10.25% | $163,945 | -10.09% | $144,897 | -12.46% | $90,187 | -17.26% | -10.25% | -10.09% |
2020 | 4 | 12.72% | $155,528 | 18.37% | $194,070 | 14.54% | $165,966 | 12.70% | $101,640 | 12.72% | 18.37% | 14.54% |
2020 | 5 | 4.09% | $161,888 | 10.18% | $213,834 | 6.46% | $176,685 | 4.76% | $106,482 | 4.09% | 10.18% | 6.46% |
2020 | 6 | 1.61% | $164,494 | 7.78% | $230,463 | 4.04% | $183,831 | 1.78% | $108,373 | 1.61% | 7.78% | 4.04% |
2020 | 7 | 4.31% | $171,582 | 8.12% | $249,182 | 7.17% | $197,015 | 5.89% | $114,756 | 4.31% | 8.12% | 7.17% |
2020 | 8 | 4.64% | $179,552 | 12.61% | $280,613 | 9.63% | $215,989 | 6.98% | $122,765 | 4.64% | 12.61% | 9.63% |
2020 | 9 | -1.11% | $177,567 | -3.32% | $271,297 | -4.85% | $205,517 | -3.74% | $118,174 | -1.11% | -3.32% | -4.85% |
2020 | 10 | -1.65% | $174,646 | -2.86% | $263,548 | -3.18% | $198,986 | -2.49% | $115,227 | -1.65% | -2.86% | -3.18% |
2020 | 11 | 13.40% | $198,055 | 13.94% | $300,290 | 8.36% | $215,620 | 10.88% | $127,762 | 13.40% | 13.94% | 8.36% |
2020 | 12 | 5.84% | $209,612 | 3.74% | $311,515 | 3.17% | $222,459 | 3.71% | $132,497 | 5.84% | 3.74% | 3.17% |
2021 | 1 | 1.58% | $212,931 | 1.40% | $315,874 | -1.13% | $219,939 | -1.02% | $131,147 | 1.58% | 1.40% | -1.13% |
2021 | 2 | 4.45% | $222,414 | 2.07% | $322,413 | 1.57% | $223,384 | 2.78% | $134,794 | 4.45% | 2.07% | 1.57% |
2021 | 3 | 7.27% | $238,578 | -1.03% | $319,096 | 2.07% | $227,998 | 4.54% | $140,914 | 7.27% | -1.03% | 2.07% |
2021 | 4 | 3.65% | $247,285 | 6.44% | $339,662 | 7.02% | $244,012 | 5.29% | $148,370 | 3.65% | 6.44% | 7.02% |
2021 | 5 | 2.61% | $253,750 | -1.17% | $335,681 | 0.22% | $244,555 | 0.66% | $149,344 | 2.61% | -1.17% | 0.22% |
2021 | 6 | -1.29% | $250,474 | 7.37% | $360,417 | 4.11% | $254,598 | 2.25% | $152,700 | -1.29% | 7.37% | 4.11% |
2021 | 7 | -0.10% | $250,216 | 0.37% | $361,744 | 2.13% | $260,026 | 2.44% | $156,428 | -0.10% | 0.37% | 2.13% |
2021 | 8 | 1.14% | $253,060 | 4.51% | $378,044 | 4.54% | $271,833 | 2.98% | $161,083 | 1.14% | 4.51% | 4.54% |
2021 | 9 | -2.69% | $246,244 | -5.09% | $358,806 | -5.99% | $255,548 | -4.66% | $153,581 | -2.69% | -5.09% | -5.99% |
2021 | 10 | 2.76% | $253,029 | 8.27% | $388,469 | 6.96% | $273,326 | 7.02% | $164,356 | 2.76% | 8.27% | 6.96% |
2021 | 11 | -2.96% | $245,543 | 1.85% | $395,672 | -0.10% | $273,055 | -0.80% | $163,036 | -2.96% | 1.85% | -0.10% |
2021 | 12 | 6.30% | $261,008 | -3.42% | $382,138 | 1.32% | $276,655 | 4.63% | $170,582 | 6.30% | -3.42% | 1.32% |
Style Category | Fidelity Low-Priced Stock | Fidelity Growth Company | Fidelity Contrafund | SPDR S&P 500 ETF Trust |
---|---|---|---|---|
Large-cap Value | 20.85% | 0.00% | 0.00% | 46.06% |
Large-cap Growth | 0.36% | 67.62% | 79.90% | 53.63% |
Mid-cap Value | 16.35% | 0.00% | 0.00% | 0.00% |
Mid-cap Growth | 21.11% | 28.11% | 8.72% | 0.16% |
Small-cap Value | 10.89% | 0.00% | 0.00% | 0.00% |
Small-cap Growth | 0.00% | 0.44% | 0.00% | 0.00% |
Global ex-US Developed Markets | 18.28% | 0.00% | 0.00% | 0.00% |
Emerging Markets | 5.54% | 3.83% | 7.27% | 0.00% |
Corporate Bonds | 5.01% | 0.00% | 0.00% | 0.15% |
Long-Term Treasuries | 0.00% | 0.00% | 0.00% | 0.00% |
Intermediate-Term Treasuries | 0.00% | 0.00% | 0.00% | 0.00% |
Short-Term Treasuries | 1.60% | 0.00% | 4.11% | 0.00% |
R Squared | 95.30% | 88.78% | 94.41% | 99.91% |
Style analysis is based on monthly returns from April 2005 to December 2021 and uses total portfolio return with monthly rebalancing. Returns based style analysis aims to explain the portfolio returns based on asset class exposures, it does not identify the actual portfolio holdings. |
Ticker | Name | Category | Weight | TTM Yield | Expense Ratio | P/E | Contribution | ||
---|---|---|---|---|---|---|---|---|---|
Net | Gross | Return | Risk | ||||||
FLPSX | Fidelity Low-Priced Stock | Mid-Cap Value | 100.00% | 1.59% | 0.65% | 0.65% | 9.84 | $251,008 | 100.00% |
Ticker | Name | Category | Weight | Expense Ratio | P/E | Contribution | ||
---|---|---|---|---|---|---|---|---|
Net | Gross | Return | Risk | |||||
FDGRX | Fidelity Growth Company | Large Growth | 100.00% | 0.79% | 0.79% | 25.49 | $372,138 | 100.00% |
Ticker | Name | Category | Weight | Expense Ratio | P/E | Contribution | ||
---|---|---|---|---|---|---|---|---|
Net | Gross | Return | Risk | |||||
FCNTX | Fidelity Contrafund | Large Growth | 100.00% | 0.81% | 0.81% | 17.71 | $266,655 | 100.00% |
Fund fundamentals data as of 07/06/2022. (c) 2022 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.
Metric | Fidelity Low-Priced Stock | Fidelity Growth Company | Fidelity Contrafund | SPDR S&P 500 ETF Trust |
---|---|---|---|---|
Arithmetic Mean (monthly) | 1.07% | 1.26% | 1.08% | 0.94% |
Arithmetic Mean (annualized) | 13.60% | 16.22% | 13.70% | 11.87% |
Geometric Mean (monthly) | 0.98% | 1.09% | 0.99% | 0.85% |
Geometric Mean (annualized) | 12.36% | 13.90% | 12.59% | 10.66% |
Standard Deviation (monthly) | 4.27% | 5.85% | 4.07% | 4.26% |
Standard Deviation (annualized) | 14.81% | 20.26% | 14.08% | 14.77% |
Downside Deviation (monthly) | 2.80% | 3.64% | 2.52% | 2.80% |
Maximum Drawdown | -49.17% | -68.40% | -46.34% | -50.80% |
Stock Market Correlation | 0.89 | 0.87 | 0.92 | 0.99 |
Beta(*) | 0.86 | 1.13 | 0.85 | 1.00 |
Alpha (annualized) | 3.10% | 2.42% | 3.31% | 0.00% |
R2 | 74.00% | 67.55% | 79.77% | 100.00% |
Sharpe Ratio | 0.71 | 0.64 | 0.76 | 0.61 |
Sortino Ratio | 1.06 | 1.00 | 1.18 | 0.90 |
Treynor Ratio (%) | 12.26 | 11.43 | 12.52 | 9.03 |
Calmar Ratio | 0.70 | 2.93 | 1.87 | 1.34 |
Active Return | 1.69% | 3.23% | 1.93% | N/A |
Tracking Error | 7.82% | 11.69% | 6.70% | N/A |
Information Ratio | 0.22 | 0.28 | 0.29 | N/A |
Skewness | -0.84 | -0.11 | -0.48 | -0.62 |
Excess Kurtosis | 3.21 | 1.81 | 1.37 | 1.19 |
Historical Value-at-Risk (5%) | -6.30% | -9.24% | -5.78% | -6.95% |
Analytical Value-at-Risk (5%) | -5.96% | -8.36% | -5.61% | -6.07% |
Conditional Value-at-Risk (5%) | -10.00% | -12.39% | -8.48% | -9.55% |
Upside Capture Ratio (%) | 92.69 | 120.42 | 94.09 | 100.00 |
Downside Capture Ratio (%) | 80.67 | 110.17 | 81.56 | 100.00 |
Safe Withdrawal Rate | 11.81% | 10.04% | 10.45% | 9.05% |
Perpetual Withdrawal Rate | 8.91% | 10.14% | 9.10% | 7.52% |
Positive Periods | 218 out of 336 (64.88%) | 208 out of 336 (61.90%) | 215 out of 336 (63.99%) | 220 out of 336 (65.48%) |
Gain/Loss Ratio | 1.05 | 1.08 | 1.10 | 0.92 |
* SPDR S&P 500 ETF Trust is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values. |
Stress Period | Start | End | Fidelity Low-Priced Stock | Fidelity Growth Company | Fidelity Contrafund | SPDR S&P 500 ETF Trust |
---|---|---|---|---|---|---|
Asian Crisis | Jul 1997 | Jan 1998 | -1.63% | -5.76% | -3.28% | -5.18% |
Russian Debt Default | Jul 1998 | Oct 1998 | -19.62% | -16.90% | -14.80% | -15.28% |
Dotcom Crash | Mar 2000 | Oct 2002 | -19.83% | -68.40% | -31.07% | -44.71% |
Subprime Crisis | Nov 2007 | Mar 2009 | -48.88% | -50.26% | -46.34% | -50.80% |
COVID-19 Start | Jan 2020 | Mar 2020 | -28.04% | -14.21% | -15.43% | -19.43% |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Jun 2007 | Feb 2009 | 1 year 9 months | Dec 2010 | 1 year 10 months | 3 years 7 months | -49.17% |
2 | Jan 2020 | Mar 2020 | 3 months | Nov 2020 | 8 months | 11 months | -28.04% |
3 | May 1998 | Aug 1998 | 4 months | Jun 2000 | 1 year 10 months | 2 years 2 months | -21.84% |
4 | May 2002 | Mar 2003 | 11 months | Jul 2003 | 4 months | 1 year 3 months | -20.20% |
5 | May 2011 | Sep 2011 | 5 months | Feb 2012 | 5 months | 10 months | -17.61% |
6 | Feb 2018 | Dec 2018 | 11 months | Nov 2019 | 11 months | 1 year 10 months | -14.47% |
7 | Jun 2015 | Jan 2016 | 8 months | Nov 2016 | 10 months | 1 year 6 months | -10.40% |
8 | Apr 2012 | May 2012 | 2 months | Sep 2012 | 4 months | 6 months | -9.06% |
9 | Aug 2001 | Sep 2001 | 2 months | Nov 2001 | 2 months | 4 months | -7.60% |
10 | Mar 2005 | Apr 2005 | 2 months | Jun 2005 | 2 months | 4 months | -6.68% |
Worst 10 drawdowns included above |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Mar 2000 | Sep 2002 | 2 years 7 months | Mar 2012 | 9 years 6 months | 12 years 1 month | -68.40% |
2 | Sep 2018 | Dec 2018 | 4 months | Nov 2019 | 11 months | 1 year 3 months | -21.36% |
3 | Aug 1998 | Aug 1998 | 1 month | Nov 1998 | 3 months | 4 months | -16.90% |
4 | Feb 2020 | Mar 2020 | 2 months | Apr 2020 | 1 month | 3 months | -14.21% |
5 | Aug 2015 | Feb 2016 | 7 months | Sep 2016 | 7 months | 1 year 2 months | -13.62% |
6 | Feb 1994 | Jun 1994 | 5 months | Mar 1995 | 9 months | 1 year 2 months | -9.97% |
7 | Apr 2012 | May 2012 | 2 months | Sep 2012 | 4 months | 6 months | -9.03% |
8 | Feb 1997 | Mar 1997 | 2 months | May 1997 | 2 months | 4 months | -8.12% |
9 | Jun 1996 | Jul 1996 | 2 months | Sep 1996 | 2 months | 4 months | -7.41% |
10 | Mar 2014 | Apr 2014 | 2 months | Jun 2014 | 2 months | 4 months | -6.30% |
Worst 10 drawdowns included above |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Nov 2007 | Feb 2009 | 1 year 4 months | Feb 2012 | 3 years | 4 years 4 months | -46.34% |
2 | Apr 2000 | Feb 2003 | 2 years 11 months | Nov 2004 | 1 year 9 months | 4 years 8 months | -33.24% |
3 | Oct 2018 | Dec 2018 | 3 months | Apr 2019 | 4 months | 7 months | -16.24% |
4 | Feb 2020 | Mar 2020 | 2 months | May 2020 | 2 months | 4 months | -15.43% |
5 | Aug 1998 | Aug 1998 | 1 month | Dec 1998 | 4 months | 5 months | -14.80% |
6 | Aug 2015 | Feb 2016 | 7 months | Jul 2016 | 5 months | 1 year | -8.74% |
7 | Sep 2020 | Oct 2020 | 2 months | Dec 2020 | 2 months | 4 months | -7.87% |
8 | Feb 1994 | Jun 1994 | 5 months | Mar 1995 | 9 months | 1 year 2 months | -7.71% |
9 | Sep 2021 | Sep 2021 | 1 month | Oct 2021 | 1 month | 2 months | -5.99% |
10 | Feb 2018 | Mar 2018 | 2 months | Jun 2018 | 3 months | 5 months | -5.73% |
Worst 10 drawdowns included above |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Nov 2007 | Feb 2009 | 1 year 4 months | Mar 2012 | 3 years 1 month | 4 years 5 months | -50.80% |
2 | Sep 2000 | Sep 2002 | 2 years 1 month | Nov 2006 | 4 years 2 months | 6 years 3 months | -44.71% |
3 | Jan 2020 | Mar 2020 | 3 months | Jul 2020 | 4 months | 7 months | -19.43% |
4 | Jul 1998 | Aug 1998 | 2 months | Nov 1998 | 3 months | 5 months | -15.28% |
5 | Oct 2018 | Dec 2018 | 3 months | Apr 2019 | 4 months | 7 months | -13.52% |
6 | Aug 2015 | Sep 2015 | 2 months | May 2016 | 8 months | 10 months | -8.48% |
7 | Feb 1994 | Mar 1994 | 2 months | Aug 1994 | 5 months | 7 months | -6.98% |
8 | Apr 2012 | May 2012 | 2 months | Aug 2012 | 3 months | 5 months | -6.63% |
9 | Jan 2000 | Feb 2000 | 2 months | Mar 2000 | 1 month | 3 months | -6.43% |
10 | May 2019 | May 2019 | 1 month | Jun 2019 | 1 month | 2 months | -6.38% |
Worst 10 drawdowns included above |
Ticker | Name | CAGR | Stdev | Best Year | Worst Year | Max Drawdown | Sharpe Ratio | Sortino Ratio | Market Correlation |
---|---|---|---|---|---|---|---|---|---|
FLPSX | Fidelity Low-Priced Stock | 12.36% | 14.81% | 40.85% | -36.17% | -49.17% | 0.71 | 1.06 | 0.89 |
FDGRX | Fidelity Growth Company | 13.90% | 20.26% | 79.48% | -40.90% | -68.40% | 0.64 | 1.00 | 0.87 |
FCNTX | Fidelity Contrafund | 12.59% | 14.08% | 36.28% | -37.16% | -46.34% | 0.76 | 1.18 | 0.92 |
Name | Total Return | Annualized Return | Expense Ratio | |||||
---|---|---|---|---|---|---|---|---|
3 Month | Year To Date | 1 year | 3 year | 5 year | 10 year | Net | Gross | |
Fidelity Low-Priced Stock | 6.00% | 24.52% | 24.52% | 19.60% | 13.00% | 13.07% | 0.65% | 0.65% |
Fidelity Growth Company | 6.50% | 22.67% | 22.67% | 41.69% | 30.01% | 23.00% | 0.79% | 0.79% |
Fidelity Contrafund | 8.26% | 24.36% | 24.36% | 28.93% | 22.63% | 17.96% | 0.81% | 0.81% |
Trailing returns as of last calendar month ending December 2021 |
Ticker | Name | FLPSX | FDGRX | FCNTX | Fidelity Low-Priced Stock | Fidelity Growth Company | Fidelity Contrafund | SPDR S&P 500 ETF Trust |
---|---|---|---|---|---|---|---|---|
FLPSX | Fidelity Low-Priced Stock | 1.00 | 0.75 | 0.83 | 1.00 | 0.75 | 0.83 | 0.86 |
FDGRX | Fidelity Growth Company | 0.75 | 1.00 | 0.87 | 0.75 | 1.00 | 0.87 | 0.82 |
FCNTX | Fidelity Contrafund | 0.83 | 0.87 | 1.00 | 0.83 | 0.87 | 1.00 | 0.89 |
Ticker | Name | Fidelity Low-Priced Stock | Fidelity Growth Company | Fidelity Contrafund |
---|---|---|---|---|
FLPSX | Fidelity Low-Priced Stock | $251,008 | ||
FDGRX | Fidelity Growth Company | $372,138 | ||
FCNTX | Fidelity Contrafund | $266,655 | ||
Return attribution decomposes portfolio gains into its constituent parts and identifies the contribution to returns by each of the assets. |
Ticker | Name | Fidelity Low-Priced Stock | Fidelity Growth Company | Fidelity Contrafund |
---|---|---|---|---|
FLPSX | Fidelity Low-Priced Stock | 100.00% | ||
FDGRX | Fidelity Growth Company | 100.00% | ||
FCNTX | Fidelity Contrafund | 100.00% | ||
Risk attribution decomposes portfolio risk into its constituent parts and identifies the contribution to overall volatility by each of the assets. |
Roll Period | Fidelity Low-Priced Stock | Fidelity Growth Company | Fidelity Contrafund | SPDR S&P 500 ETF Trust | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Average | High | Low | Average | High | Low | Average | High | Low | Average | High | Low | |
1 year | 13.79% | 72.91% | -42.33% | 17.21% | 130.96% | -49.07% | 13.94% | 57.35% | -39.07% | 12.02% | 56.25% | -43.44% |
3 years | 12.01% | 30.07% | -14.63% | 13.53% | 51.14% | -29.90% | 12.17% | 29.42% | -11.96% | 10.14% | 32.35% | -16.28% |
5 years | 11.64% | 25.95% | -3.71% | 12.33% | 41.47% | -11.68% | 11.27% | 27.45% | -0.98% | 8.98% | 28.45% | -6.67% |
7 years | 11.61% | 18.85% | 1.96% | 10.80% | 23.73% | -5.15% | 10.31% | 17.79% | 1.90% | 7.88% | 18.07% | -3.91% |
10 years | 11.50% | 17.83% | 6.83% | 10.47% | 23.19% | -3.70% | 10.13% | 17.96% | 1.26% | 7.57% | 16.55% | -3.45% |
15 years | 10.81% | 13.09% | 6.51% | 9.88% | 16.99% | 3.51% | 9.57% | 13.01% | 6.81% | 6.89% | 10.82% | 3.67% |