Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Ingersoll-Rand Company Employee Savings Plan Tactical Asset Allocation Moderate | NA | 19.44% | -0.27% | 5.36% | 3.15% | 4.28% | 6.97% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ingersoll-Rand Company Employee 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 | 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 (%) | -1.22 | 19.44 | -0.27 | 5.36 | 3.15 | 4.28 | 6.97 | … | … | 0.60 | 10.05 | 6.26 | -16.50 | 13.09 | 16.50 | 2.71 | -6.82 | 12.60 | 6.36 | -8.45 | -0.18 | 12.99 | 6.97 | 1.77 | 8.66 | 28.19 | -9.15 | 21.14 | 20.05 | 15.79 | 14.68 | 20.79 | 8.06 | 7.55 |
| Sharpe Ratio | NA | 0.55 | -0.51 | 0.32 | 0.21 | NA | NA | … | … | 0.06 | 0.41 | 0.29 | -2.02 | 1.56 | 1.82 | 0.26 | -1.24 | 2.81 | 1.32 | -1.65 | -0.03 | 1.89 | 1.38 | 0.21 | 0.91 | 3.06 | -1.59 | 1.39 | 1.68 | 2.07 | 1.49 | 3.70 | 1.46 | 0.99 |
| Standard Deviation(%) | NA | 8.52 | 8.16 | 8.38 | 6.98 | NA | NA | … | … | 9.44 | 8.51 | 6.90 | 8.86 | 8.35 | 8.95 | 5.05 | 6.56 | 4.26 | 4.68 | 5.13 | 5.94 | 6.85 | 5.01 | 8.46 | 9.37 | 9.17 | 6.31 | 13.01 | 9.97 | 6.57 | 9.22 | 5.43 | 4.74 | 5.28 |
| Draw Down(%) | NA | 5.36 | 20.24 | 21.44 | 21.44 | NA | NA | … | … | 0.73 | 5.36 | 5.83 | 16.93 | 3.73 | 10.05 | 3.99 | 12.07 | 2.69 | 4.37 | 9.65 | 5.88 | 4.99 | 4.95 | 7.24 | 8.86 | 4.51 | 11.57 | 10.45 | 13.10 | 5.17 | 11.32 | 3.11 | 4.18 | 4.10 |
| Yield(%) | NA | 3.76 | 4.40 | 3.84 | 2.95 | NA | NA | … | … | NA | 0.96 | 3.24 | 2.08 | 7.22 | 3.16 | 3.59 | 1.44 | 0.21 | 3.36 | 2.87 | 2.58 | 3.00 | 4.53 | 2.93 | 5.11 | 6.27 | 3.10 | 6.64 | 4.40 | 4.85 | 4.03 | 4.31 | 6.46 | 8.82 |
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 |
|---|---|---|---|---|
| Ingersoll-Rand Company Employee Savings Plan Tactical Asset Allocation Moderate |
-1.44%
Apr 2021 – Apr 2024 |
-0.02%
Aug 2014 – Aug 2019 |
1.49%
Oct 2013 – Oct 2023 |
3.69%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ingersoll-Rand Company Employee Savings Plan Tactical Asset Allocation Moderate |
24.07%
Oct 2004 – Oct 2007 |
20.09%
Oct 2002 – Oct 2007 |
13.62%
Apr 2001 – Apr 2011 |
9.84%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart