Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ROCKWELL COLLINS RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 24.42% | 6.57% | 8.62% | 7.66% | 8.96% | 8.62% | 7.99% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ROCKWELL COLLINS RETIREMENT SAVINGS PLAN Tactical Asset Allocation 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 (%) | -1.07 | 24.42 | 6.57 | 8.62 | 7.66 | 8.96 | 8.62 | 7.99 | NA | 7.90 | 18.37 | -8.96 | 13.95 | 6.70 | 21.12 | -5.12 | 12.22 | 8.72 | 0.83 | 11.33 | 17.71 | 11.53 | 1.79 | 13.14 | 21.46 | -5.12 | 6.14 | 11.30 | 5.29 | 10.57 | 15.69 | -9.52 | 2.31 |
| Sharpe Ratio | NA | 0.23 | 0.15 | 0.39 | 0.56 | NA | NA | 0.68 | 0.06 | 0.15 | 1.80 | -0.82 | 1.68 | 0.35 | 3.06 | -0.64 | 2.66 | 1.08 | 0.09 | 1.50 | 2.62 | 1.50 | 0.13 | 1.17 | 2.20 | -0.94 | 0.25 | 0.81 | 0.40 | 1.27 | 2.09 | -1.80 | 0.01 |
| Standard Deviation(%) | NA | 8.86 | 10.03 | 11.92 | 10.01 | NA | NA | 9.30 | 7.41 | 8.91 | 7.82 | 12.68 | 8.29 | 18.41 | 6.45 | 9.99 | 4.35 | 7.91 | 8.49 | 7.52 | 6.75 | 7.64 | 13.78 | 11.19 | 9.71 | 6.43 | 12.53 | 9.95 | 7.83 | 7.61 | 7.17 | 5.91 | 0.05 |
| Draw Down(%) | NA | 6.49 | 14.07 | 21.27 | 21.27 | NA | NA | 21.27 | 0.59 | 6.49 | 5.43 | 14.62 | 3.48 | 21.27 | 2.67 | 12.71 | 1.90 | 6.01 | 7.91 | 4.24 | 4.71 | 5.83 | 12.30 | 7.49 | 5.21 | 10.34 | 8.42 | 9.45 | 4.81 | 5.12 | 2.84 | 10.31 | 0.00 |
| Yield(%) | NA | 7.01 | 5.60 | 5.30 | 4.51 | NA | NA | 0.00 | NA | 1.22 | 7.36 | 3.79 | 5.84 | 5.20 | 5.47 | 3.28 | 2.88 | 4.35 | 3.52 | 4.52 | 3.81 | 3.67 | 3.77 | 2.69 | 2.37 | 4.97 | 5.32 | 5.36 | 3.09 | 1.25 | 0.95 | 0.87 | 2.31 |
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 COLLINS RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
1.48%
Apr 2006 - Apr 2009 |
4.16%
Mar 2015 - Mar 2020 |
6.08%
Sep 2001 - Sep 2011 |
7.06%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROCKWELL COLLINS RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
14.36%
Sep 2011 - Sep 2014 |
13.57%
Feb 2009 - Feb 2014 |
10.47%
Aug 2008 - Aug 2018 |
9.66%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart