Fidelity 11.17.25

The chart shows the growth of an initial investment of $10,000 in Fidelity 11.17.25, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since May 29, 2020, Fidelity 11.17.25's average daily return is +0.33%, while the average monthly return is +6.70%. At this rate, your investment would double in approximately 0.9 years.

Historically, 69% of months were positive and 31% were negative. The best month was Feb 2021 with a return of +56.5%, while the worst month was Apr 2022 at -15.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Fidelity 11.17.25 closed higher 55% of trading days. The best single day was May 3, 2021 with a return of +37.1%, while the worst single day was Feb 22, 2021 at -19.2%.

Fidelity 11.17.25 has an annualized alpha of 93.27%, beta of 1.23, and R² of 0.17 versus S&P 500 Index. Calculated based on daily prices since May 29, 2020.

• This portfolio captured 399.85% of S&P 500 Index gains but only 44.78% of its losses — a favorable profile for investors.
• R² of 0.17 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Fidelity 11.17.25 has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Fidelity 11.17.25 ranks 99 for risk / return — in the top 99% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Fidelity 11.17.25 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 4.16
• 5-Year: 2.02
• All Time: 2.09

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Fidelity 11.17.25 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Fidelity 11.17.25 provided a 0.54% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Fidelity 11.17.25. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity 11.17.25 was 31.67%, occurring on Jul 6, 2022. Recovery took 141 trading sessions.

The current Fidelity 11.17.25 drawdown is 4.42%.

The chart below shows the rolling one-month volatility.