Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Rockwell Automation 1165(e) Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 22.50% | 3.18% | 7.41% | 6.04% | 6.44% | 5.08% | 4.88% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Rockwell Automation 1165(e) Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -0.94 | 22.50 | 3.18 | 7.41 | 6.04 | 6.44 | 5.08 | 4.88 | NA | 11.80 | 15.32 | -12.73 | 8.14 | 12.80 | 18.06 | -6.73 | 12.82 | 2.45 | 2.47 | 2.92 | 14.89 | 9.80 | -1.84 | 8.16 | 15.71 | -21.57 | 3.20 | 9.18 | 3.12 | 4.96 | 13.74 | -5.00 | 1.25 |
| Sharpe Ratio | NA | 0.80 | 0.05 | 0.34 | 0.44 | NA | NA | 0.36 | 0.07 | 0.66 | 1.47 | -1.04 | 0.91 | 0.67 | 2.49 | -0.90 | 3.13 | 0.26 | 0.28 | 0.44 | 2.45 | 1.60 | -0.17 | 0.85 | 1.28 | -1.23 | 0.03 | 1.01 | 0.18 | 0.67 | 2.13 | -0.75 | -0.15 |
| Standard Deviation(%) | NA | 7.83 | 10.04 | 12.08 | 10.11 | NA | NA | 9.45 | 6.33 | 7.88 | 7.51 | 13.55 | 8.91 | 18.63 | 6.70 | 8.94 | 3.89 | 8.68 | 8.88 | 6.64 | 6.06 | 6.08 | 10.70 | 9.49 | 12.15 | 18.29 | 7.57 | 5.84 | 5.35 | 5.98 | 6.13 | 8.11 | 7.21 |
| Draw Down(%) | NA | 5.39 | 17.61 | 22.30 | 22.30 | NA | NA | 31.99 | 0.44 | 5.39 | 6.46 | 18.37 | 6.27 | 22.30 | 3.56 | 13.16 | 1.65 | 7.51 | 7.64 | 5.85 | 4.87 | 5.29 | 10.72 | 8.36 | 12.07 | 28.92 | 5.37 | 5.00 | 3.96 | 5.06 | 4.04 | 10.76 | 7.98 |
| Yield(%) | NA | 2.38 | 1.63 | 1.78 | 1.55 | NA | NA | 2.07 | NA | 0.47 | 2.78 | 1.08 | 0.75 | 2.31 | 1.56 | 1.80 | 0.15 | 1.45 | 2.03 | 1.33 | 1.94 | 1.80 | 1.65 | 1.92 | 1.74 | 2.10 | 4.10 | 3.40 | 2.58 | 2.05 | 2.59 | 2.23 | 3.84 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Rockwell Automation 1165(e) Plan Strategic Asset Allocation - Equal Weight Moderate |
-7.22%
Feb 2006 - Feb 2009 |
-2.90%
Feb 2004 - Feb 2009 |
2.42%
Dec 2001 - Dec 2011 |
3.24%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Rockwell Automation 1165(e) Plan Strategic Asset Allocation - Equal Weight Moderate |
12.93%
Dec 2018 - Dec 2021 |
11.06%
Feb 2009 - Feb 2014 |
7.83%
Sep 2011 - Sep 2021 |
7.35%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart