Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ROCK HOLDINGS and ASSOCIATED COMPANIES SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 33.02% | 12.60% | 9.93% | 5.78% | 5.53% | 7.06% | 8.14% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ROCK HOLDINGS and ASSOCIATED COMPANIES SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -0.47 | 33.02 | 12.60 | 9.93 | 5.78 | 5.53 | 7.06 | 8.14 | NA | 22.00 | 29.96 | -10.98 | 2.12 | 13.74 | -0.43 | -3.29 | 15.92 | 5.99 | -6.38 | -2.70 | 14.10 | 5.71 | -4.07 | 5.45 | 26.48 | -3.56 | 15.09 | 15.98 | 5.02 | 13.47 | 28.24 | 8.16 | 5.19 |
| Sharpe Ratio | NA | 2.38 | 0.94 | 0.79 | 0.55 | NA | NA | 0.77 | 0.11 | 2.19 | 3.91 | -0.90 | 0.19 | 1.35 | -0.30 | -0.61 | 2.89 | 0.94 | -1.20 | -0.37 | 1.93 | 0.96 | -0.34 | 0.43 | 2.62 | -0.80 | 0.91 | 1.16 | 0.48 | 1.53 | 4.79 | 1.63 | 0.61 |
| Standard Deviation(%) | NA | 7.00 | 9.70 | 10.04 | 8.34 | NA | NA | 8.53 | 6.62 | 7.05 | 6.57 | 13.72 | 11.01 | 9.98 | 6.16 | 7.59 | 5.29 | 6.15 | 5.36 | 7.27 | 7.29 | 5.88 | 12.01 | 12.57 | 10.07 | 5.63 | 13.37 | 10.96 | 5.90 | 8.21 | 5.75 | 4.32 | 4.68 |
| Draw Down(%) | NA | 4.23 | 16.76 | 21.32 | 21.32 | NA | NA | 21.32 | 0.44 | 4.23 | 2.41 | 18.16 | 8.37 | 11.90 | 5.84 | 10.64 | 2.16 | 4.52 | 8.38 | 8.74 | 4.64 | 4.94 | 13.15 | 11.03 | 5.00 | 7.61 | 10.44 | 14.76 | 4.77 | 7.41 | 2.81 | 2.40 | 3.57 |
| Yield(%) | NA | 17.83 | 12.90 | 9.03 | 6.42 | NA | NA | 5.18 | NA | 5.60 | 17.36 | 8.14 | 6.85 | 4.36 | 2.57 | 4.35 | 4.82 | 2.65 | 2.06 | 5.30 | 3.61 | 4.70 | 1.41 | 2.86 | 4.23 | 2.62 | 4.56 | 4.58 | 2.89 | 3.72 | 4.43 | 7.21 | 8.20 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROCK HOLDINGS and ASSOCIATED COMPANIES SAVINGS PLAN Tactical Asset Allocation Moderate |
-2.54%
Jun 2019 - Jun 2022 |
-1.22%
Sep 2017 - Sep 2022 |
1.71%
Sep 2012 - Sep 2022 |
2.59%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROCK HOLDINGS and ASSOCIATED COMPANIES SAVINGS PLAN Tactical Asset Allocation Moderate |
17.54%
Oct 2004 - Oct 2007 |
17.99%
Oct 2002 - Oct 2007 |
12.23%
Apr 2001 - Apr 2011 |
8.78%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart