Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ingersoll-Rand Company Employee Savings Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 20.11% | 2.13% | 6.84% | 5.46% | 6.16% | 6.36% | 6.50% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ingersoll-Rand Company Employee 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 (%) | -1.16 | 20.11 | 2.13 | 6.84 | 5.46 | 6.16 | 6.36 | 6.50 | NA | 6.54 | 14.67 | -14.09 | 4.65 | 19.18 | 18.51 | -9.44 | 17.43 | 2.43 | -1.40 | 1.89 | 9.37 | 10.89 | 0.11 | 12.30 | 27.23 | -21.60 | 12.35 | 12.39 | 9.49 | 11.81 | 23.98 | -4.06 | -2.08 |
| Sharpe Ratio | NA | 0.14 | -0.18 | 0.26 | 0.38 | NA | NA | 0.54 | 0.06 | -0.01 | 1.34 | -1.21 | 0.51 | 1.10 | 2.58 | -1.18 | 3.89 | 0.26 | -0.17 | 0.30 | 1.57 | 2.15 | 0.01 | 1.63 | 2.43 | -1.51 | 1.17 | 1.40 | 1.59 | 1.74 | 4.19 | -0.55 | -0.43 |
| Standard Deviation(%) | NA | 8.11 | 9.84 | 11.58 | 9.77 | NA | NA | 8.97 | 7.27 | 8.15 | 7.76 | 12.79 | 8.99 | 17.26 | 6.64 | 9.10 | 4.32 | 8.55 | 8.18 | 6.34 | 5.93 | 5.04 | 8.84 | 7.49 | 11.16 | 14.93 | 7.99 | 6.52 | 4.62 | 6.25 | 5.56 | 9.33 | 10.22 |
| Draw Down(%) | NA | 5.26 | 20.12 | 22.10 | 22.10 | NA | NA | 31.18 | 0.66 | 5.26 | 6.55 | 20.42 | 5.55 | 20.16 | 3.50 | 15.75 | 1.66 | 6.86 | 9.15 | 5.97 | 6.59 | 4.14 | 9.66 | 6.31 | 11.09 | 31.18 | 6.39 | 8.40 | 3.91 | 7.73 | 4.65 | 15.93 | 17.89 |
| Yield(%) | NA | 4.86 | 4.79 | 4.03 | 2.96 | NA | NA | 3.73 | NA | 0.82 | 4.88 | 2.91 | 6.12 | 3.00 | 2.77 | 1.65 | 0.38 | 2.48 | 2.68 | 1.89 | 2.96 | 4.25 | 4.23 | 5.36 | 5.19 | 4.91 | 5.53 | 4.66 | 4.71 | 4.25 | 3.27 | 3.77 | 3.03 |
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 |
|---|---|---|---|---|
| Ingersoll-Rand Company Employee Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-3.53%
Feb 2006 - Feb 2009 |
1.82%
Dec 2013 - Dec 2018 |
3.74%
Sep 2012 - Sep 2022 |
3.86%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ingersoll-Rand Company Employee Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
17.20%
Feb 2009 - Feb 2012 |
14.75%
Oct 2002 - Oct 2007 |
9.45%
Mar 2003 - Mar 2013 |
8.21%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart