Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Rockwell Automation 1165(e) Plan Tactical Asset Allocation Moderate | NA | 26.07% | 5.63% | 7.91% | 7.23% | 8.16% | 7.32% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Rockwell Automation 1165(e) 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 | 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 (%) | -1.11 | 26.07 | 5.63 | 7.91 | 7.23 | 8.16 | 7.32 | … | … | 0.44 | 17.70 | 16.50 | -14.27 | 17.90 | 3.45 | 18.31 | -2.53 | 12.38 | 7.64 | 1.14 | 9.16 | 16.94 | 11.72 | 2.12 | 8.32 | 6.64 | -2.48 | 4.01 | 12.00 | 3.68 | 7.25 | 9.01 | -9.06 | -0.88 |
| Sharpe Ratio | NA | 1.44 | 0.19 | 0.40 | 0.55 | NA | NA | … | … | 0.04 | 1.35 | 1.67 | -1.07 | 2.07 | 0.17 | 2.56 | -0.40 | 3.05 | 0.97 | 0.12 | 1.28 | 2.49 | 1.45 | 0.15 | 0.91 | 0.93 | -1.49 | 0.09 | 1.30 | 0.22 | 0.89 | 1.05 | -1.50 | -0.43 |
| Standard Deviation(%) | NA | 8.22 | 10.61 | 12.55 | 10.37 | NA | NA | … | … | 9.25 | 8.21 | 7.32 | 14.68 | 8.64 | 19.33 | 6.60 | 9.66 | 3.86 | 7.65 | 9.02 | 7.14 | 6.78 | 8.03 | 14.03 | 9.09 | 7.00 | 2.28 | 10.95 | 6.71 | 6.76 | 7.10 | 7.91 | 6.78 | 7.35 |
| Draw Down(%) | NA | 5.15 | 17.95 | 22.61 | 22.61 | NA | NA | … | … | 0.73 | 5.15 | 5.99 | 18.76 | 3.52 | 22.61 | 3.46 | 12.56 | 1.63 | 5.86 | 6.87 | 4.50 | 3.86 | 6.24 | 11.73 | 7.55 | 4.06 | 3.63 | 6.99 | 4.87 | 4.63 | 4.92 | 6.93 | 10.17 | 10.98 |
| Yield(%) | NA | 2.60 | 1.94 | 1.96 | 2.02 | NA | NA | … | … | NA | 1.46 | 2.33 | 1.15 | 1.41 | 2.07 | 2.38 | 1.67 | 2.98 | 2.03 | 1.89 | 1.77 | 2.01 | 2.29 | 1.61 | 1.50 | 1.39 | 2.48 | 2.84 | 2.75 | 2.30 | 1.90 | 2.38 | 2.79 | 4.44 |
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 |
|---|---|---|---|---|
| Rockwell Automation 1165(e) Plan Tactical Asset Allocation Moderate |
-0.21%
May 2007 – May 2010 |
2.45%
Feb 2001 – Feb 2006 |
3.28%
Sep 2001 – Sep 2011 |
4.99%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Rockwell Automation 1165(e) Plan Tactical Asset Allocation Moderate |
14.03%
Sep 2011 – Sep 2014 |
10.58%
Jul 2010 – Jul 2015 |
9.40%
Sep 2011 – Sep 2021 |
8.25%
Nov 2009 – Nov 2024 |
Annualized Rolling Returns Comparison Chart