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 Strategic Asset Allocation - Equal Weight Moderate | NA | 18.34% | 3.74% | 6.83% | 5.79% | 6.59% | 6.05% | 6.74% |
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 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 (%) | -1.05 | 18.34 | 3.74 | 6.83 | 5.79 | 6.59 | 6.05 | 6.74 | NA | 2.54 | 13.30 | -8.99 | 7.88 | 13.41 | 17.25 | -5.29 | 12.57 | 1.48 | 0.71 | 3.58 | 12.59 | 9.92 | -0.31 | 12.69 | 24.33 | -18.03 | 6.64 | 9.57 | 3.46 | 11.12 | 22.59 | 0.45 | 6.14 |
| Sharpe Ratio | NA | -0.32 | -0.18 | 0.26 | 0.38 | NA | NA | 0.61 | 0.12 | -0.47 | 1.23 | -0.83 | 1.00 | 0.77 | 2.54 | -0.74 | 2.84 | 0.15 | 0.08 | 0.54 | 2.24 | 2.17 | -0.04 | 1.90 | 2.60 | -1.50 | 0.64 | 1.47 | 0.28 | 1.81 | 4.21 | -0.09 | 0.52 |
| Standard Deviation(%) | NA | 8.54 | 9.70 | 11.30 | 9.55 | NA | NA | 8.21 | 5.75 | 8.59 | 7.37 | 12.42 | 7.82 | 17.15 | 6.23 | 8.95 | 4.20 | 8.44 | 8.20 | 6.61 | 5.59 | 4.56 | 8.77 | 6.61 | 9.32 | 12.64 | 5.69 | 4.30 | 4.53 | 5.62 | 5.20 | 7.38 | 7.40 |
| Draw Down(%) | NA | 8.24 | 15.25 | 20.28 | 20.28 | NA | NA | 27.36 | 0.29 | 8.24 | 6.19 | 15.25 | 4.09 | 20.28 | 2.72 | 11.79 | 1.56 | 7.62 | 7.94 | 4.95 | 5.13 | 3.96 | 10.18 | 4.96 | 11.15 | 26.92 | 4.23 | 4.24 | 4.00 | 5.35 | 3.98 | 10.79 | 9.34 |
| Yield(%) | NA | 7.88 | 7.12 | 5.72 | 4.06 | NA | NA | 4.51 | NA | 0.73 | 8.22 | 6.50 | 6.08 | 4.94 | 2.11 | 2.89 | 0.47 | 1.55 | 2.60 | 4.17 | 3.81 | 4.26 | 3.17 | 3.51 | 4.24 | 6.11 | 7.86 | 6.85 | 4.95 | 5.55 | 4.81 | 3.76 | 4.58 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.03%
Feb 2006 - Feb 2009 |
0.06%
Feb 2004 - Feb 2009 |
4.60%
Oct 2013 - Oct 2023 |
4.61%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROCKWELL COLLINS RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
15.84%
Feb 2009 - Feb 2012 |
13.19%
Feb 2009 - Feb 2014 |
8.21%
Feb 2009 - Feb 2019 |
7.92%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart