Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Goodrich Corporation Savings Plan for Rohr Employees Tactical Asset Allocation Moderate | NA | 31.69% | 8.44% | 12.72% | 9.44% | 9.68% | 9.99% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Goodrich Corporation Savings Plan for Rohr Employees 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 | Common | Inception | 2025 | 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 (%) | -0.95 | 31.69 | 8.44 | 12.72 | 9.44 | 9.68 | 9.99 | … | … | 0.73 | 22.33 | 18.38 | -10.58 | 11.05 | 24.59 | 19.00 | -3.00 | 12.48 | 5.53 | 1.36 | 7.17 | 17.75 | 10.82 | 0.50 | 10.66 | 19.18 | -1.81 | 12.58 | 15.26 | 10.60 | 7.43 | 10.00 | -7.92 | -0.83 |
| Sharpe Ratio | NA | 1.51 | 0.62 | 0.75 | 0.73 | NA | NA | … | … | 0.06 | 1.42 | 1.71 | -0.97 | 1.06 | 1.21 | 2.23 | -0.39 | 2.46 | 0.64 | 0.14 | 0.82 | 2.49 | 1.40 | 0.03 | 1.04 | 2.24 | -1.30 | 0.91 | 1.55 | 1.33 | 0.87 | 1.33 | -1.60 | -0.59 |
| Standard Deviation(%) | NA | 11.01 | 10.64 | 13.11 | 11.04 | NA | NA | … | … | 10.87 | 11.06 | 8.29 | 12.32 | 10.45 | 20.12 | 7.89 | 11.08 | 4.81 | 8.26 | 9.30 | 8.74 | 7.11 | 7.68 | 14.66 | 10.15 | 8.53 | 2.11 | 10.51 | 7.74 | 6.32 | 7.42 | 7.00 | 5.64 | 5.28 |
| Draw Down(%) | NA | 7.56 | 14.70 | 20.61 | 20.61 | NA | NA | … | … | 0.91 | 7.56 | 5.53 | 17.33 | 6.10 | 20.61 | 5.23 | 13.98 | 1.99 | 7.43 | 7.36 | 5.75 | 3.57 | 6.97 | 12.99 | 8.54 | 4.68 | 3.01 | 7.49 | 9.73 | 4.63 | 7.70 | 5.81 | 9.28 | 8.79 |
| Yield(%) | NA | 6.13 | 3.98 | 4.93 | 4.07 | NA | NA | … | … | NA | 4.16 | 2.81 | 2.74 | 2.74 | 6.30 | 6.89 | 4.27 | 2.44 | 2.16 | 4.36 | 4.42 | 1.68 | 2.02 | 2.03 | 0.96 | 2.38 | 2.48 | 6.89 | 7.16 | 2.15 | 1.36 | 2.25 | 3.06 | 4.50 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Goodrich Corporation Savings Plan for Rohr Employees Tactical Asset Allocation Moderate |
0.37%
Aug 2001 – Aug 2004 |
4.34%
Mar 2015 – Mar 2020 |
6.61%
Mar 2010 – Mar 2020 |
7.08%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Goodrich Corporation Savings Plan for Rohr Employees Tactical Asset Allocation Moderate |
18.08%
Dec 2018 – Dec 2021 |
13.15%
Nov 2019 – Nov 2024 |
10.86%
Aug 2004 – Aug 2014 |
10.12%
Jun 2009 – Jun 2024 |
Annualized Rolling Returns Comparison Chart