Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ROCKWELL COLLINS RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 24.49% | 2.84% | 7.11% | 5.78% | 7.12% | 6.55% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ROCKWELL COLLINS RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal 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 (%) | -1.08 | 24.49 | 2.84 | 7.11 | 5.78 | 7.12 | 6.55 | … | … | 0.50 | 6.36 | 15.43 | -15.20 | 11.00 | 14.06 | 17.74 | -5.40 | 10.18 | 4.46 | -0.49 | 6.87 | 16.02 | 9.96 | 2.04 | 12.30 | 17.46 | -16.25 | 6.76 | 11.22 | 5.44 | 13.94 | 20.81 | 0.88 | 9.11 |
| Sharpe Ratio | NA | 0.10 | -0.18 | 0.27 | 0.38 | NA | NA | … | … | 0.07 | -0.03 | 1.33 | -1.15 | 1.47 | 0.78 | 2.67 | -0.73 | 2.16 | 0.51 | -0.06 | 1.13 | 2.43 | 1.31 | 0.15 | 1.20 | 1.15 | -0.85 | 0.43 | 1.11 | 0.48 | 1.76 | 2.84 | -0.02 | 0.86 |
| Standard Deviation(%) | NA | 8.56 | 10.86 | 12.03 | 10.01 | NA | NA | … | … | 5.98 | 8.62 | 8.43 | 14.44 | 7.49 | 17.67 | 6.12 | 9.20 | 4.42 | 8.29 | 8.36 | 6.09 | 6.57 | 7.55 | 13.37 | 10.14 | 15.14 | 20.22 | 8.82 | 7.19 | 6.78 | 7.37 | 7.09 | 9.09 | 7.89 |
| Draw Down(%) | NA | 6.24 | 20.79 | 21.57 | 21.57 | NA | NA | … | … | 0.47 | 6.21 | 7.97 | 21.57 | 3.71 | 20.10 | 3.14 | 12.03 | 1.87 | 7.45 | 7.95 | 4.60 | 5.23 | 6.49 | 12.03 | 8.27 | 17.12 | 29.16 | 5.82 | 6.84 | 4.70 | 5.83 | 6.63 | 11.55 | 9.71 |
| Yield(%) | NA | 6.76 | 5.05 | 4.59 | 3.72 | NA | NA | … | … | NA | 0.74 | 6.63 | 3.74 | 4.34 | 4.54 | 3.11 | 3.30 | 0.27 | 3.30 | 2.94 | 4.45 | 4.52 | 2.54 | 3.60 | 2.38 | 2.74 | 6.46 | 8.35 | 8.18 | 5.92 | 5.35 | 2.47 | 3.12 | 4.68 |
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 COLLINS RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-5.17%
Feb 2006 – Feb 2009 |
0.38%
Feb 2004 – Feb 2009 |
4.31%
Oct 2013 – Oct 2023 |
4.55%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROCKWELL COLLINS RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
17.03%
Feb 2009 – Feb 2012 |
14.49%
Feb 2009 – Feb 2014 |
8.99%
Feb 2009 – Feb 2019 |
8.39%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart