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 Strategic Asset Allocation - Equal Weight Moderate | NA | 29.03% | 10.12% | 9.98% | 6.39% | 6.71% | 6.28% | 6.14% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ROCK HOLDINGS and ASSOCIATED COMPANIES SAVINGS PLAN Strategic Asset Allocation - Equal Weight 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 (%) | -0.87 | 29.03 | 10.12 | 9.98 | 6.39 | 6.71 | 6.28 | 6.14 | NA | 16.62 | 21.21 | -5.22 | 0.93 | 15.13 | 14.38 | -6.03 | 14.04 | 3.24 | -3.67 | -1.60 | 12.84 | 9.58 | -3.52 | 13.19 | 24.57 | -25.14 | 10.38 | 11.30 | 9.17 | 11.90 | 21.38 | -7.66 | -1.76 |
| Sharpe Ratio | NA | 1.46 | 0.68 | 0.60 | 0.52 | NA | NA | 0.47 | 0.07 | 1.32 | 2.37 | -0.52 | 0.10 | 0.86 | 1.80 | -0.70 | 2.94 | 0.36 | -0.43 | -0.23 | 2.08 | 1.32 | -0.29 | 1.38 | 1.88 | -1.44 | 0.72 | 1.08 | 1.54 | 1.79 | 2.88 | -1.08 | -0.56 |
| Standard Deviation(%) | NA | 7.57 | 9.51 | 11.38 | 9.85 | NA | NA | 9.68 | 6.29 | 7.60 | 7.15 | 12.73 | 8.87 | 17.25 | 7.20 | 10.44 | 4.56 | 8.38 | 8.60 | 7.11 | 6.15 | 7.20 | 12.31 | 9.48 | 13.02 | 18.14 | 10.25 | 7.43 | 4.54 | 6.13 | 7.18 | 8.13 | 7.25 |
| Draw Down(%) | NA | 4.79 | 15.54 | 21.49 | 21.49 | NA | NA | 36.98 | 0.54 | 4.79 | 3.72 | 15.54 | 6.42 | 21.49 | 4.55 | 13.42 | 1.67 | 7.22 | 10.97 | 6.52 | 5.40 | 6.34 | 13.05 | 7.39 | 12.92 | 30.18 | 7.81 | 9.51 | 3.46 | 5.23 | 7.11 | 16.18 | 12.97 |
| Yield(%) | NA | 14.58 | 10.31 | 7.75 | 5.40 | NA | NA | 4.08 | NA | 4.68 | 13.62 | 7.69 | 4.55 | 3.56 | 4.08 | 6.84 | 0.68 | 1.64 | 2.74 | 3.46 | 4.53 | 2.23 | 2.25 | 1.71 | 1.96 | 1.95 | 3.72 | 4.11 | 3.28 | 4.67 | 2.30 | 1.81 | 5.71 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.76%
Feb 2006 - Feb 2009 |
-0.10%
Feb 2004 - Feb 2009 |
2.91%
Oct 2007 - Oct 2017 |
2.61%
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 Strategic Asset Allocation - Equal Weight Moderate |
17.15%
Mar 2003 - Mar 2006 |
14.01%
Oct 2002 - Oct 2007 |
8.03%
Mar 2003 - Mar 2013 |
7.79%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart