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 Strategic Asset Allocation – Optimal Moderate | NA | -16.82% | 3.93% | 3.19% | 4.92% | 4.45% | 6.89% | … | … |
Data as of 08/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ingersoll-Rand Company Employee Savings Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 11/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.90 | -16.82 | 3.93 | 3.19 | 4.92 | 4.45 | 6.89 | … | … | -15.28 | 4.85 | 18.30 | 19.76 | -8.51 | 11.85 | 4.64 | -1.47 | 3.86 | 11.39 | 13.60 | -2.68 | 14.00 | 30.20 | -27.63 | 12.95 | 14.37 | 10.30 | 13.66 | 26.76 | -5.16 | -2.40 |
| Sharpe Ratio | NA | -1.50 | 0.18 | 0.17 | 0.45 | NA | NA | … | … | -1.28 | 0.55 | 1.03 | 2.76 | -1.13 | 2.80 | 0.53 | -0.19 | 0.66 | 1.61 | 1.78 | -0.20 | 1.24 | 1.74 | -1.24 | 0.99 | 1.42 | 1.34 | 1.74 | 3.49 | -0.61 | -0.45 |
| Standard Deviation(%) | NA | 12.33 | 13.26 | 11.39 | 9.39 | NA | NA | … | … | 12.76 | 8.76 | 17.49 | 6.66 | 8.68 | 4.01 | 8.30 | 7.98 | 5.84 | 7.07 | 7.60 | 13.74 | 11.26 | 17.28 | 23.05 | 10.08 | 7.84 | 6.06 | 7.29 | 7.47 | 10.28 | 10.56 |
| Draw Down(%) | NA | 22.98 | 23.09 | 23.09 | 23.09 | NA | NA | … | … | 20.60 | 5.41 | 20.33 | 3.46 | 15.03 | 2.09 | 6.13 | 8.51 | 5.44 | 7.42 | 6.35 | 14.87 | 8.98 | 16.86 | 38.78 | 7.18 | 8.77 | 4.26 | 7.64 | 6.50 | 15.93 | 17.77 |
| Yield(%) | NA | 4.65 | 3.64 | 3.04 | 3.14 | NA | NA | … | … | 2.50 | 3.82 | 3.66 | 2.93 | 2.82 | 0.28 | 2.35 | 5.23 | 2.99 | 3.32 | 3.60 | 3.39 | 3.37 | 3.45 | 4.69 | 5.25 | 3.98 | 4.05 | 3.54 | 3.36 | 2.85 | 4.15 |
Data as of 08/31/2022, 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 Strategic Asset Allocation – Optimal Moderate |
-7.11%
Feb 2006 – Feb 2009 |
0.11%
Feb 2004 – Feb 2009 |
4.00%
Sep 2012 – Sep 2022 |
3.68%
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 – Optimal Moderate |
20.31%
Feb 2009 – Feb 2012 |
16.52%
Oct 2002 – Oct 2007 |
9.93%
Mar 2003 – Mar 2013 |
8.49%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart