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 - Optimal Moderate | NA | 31.57% | 11.08% | 11.38% | 7.80% | 8.16% | 7.38% | 7.25% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ROCK HOLDINGS and ASSOCIATED COMPANIES SAVINGS PLAN Strategic Asset Allocation - Optimal 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 (%) | -0.79 | 31.57 | 11.08 | 11.38 | 7.80 | 8.16 | 7.38 | 7.25 | NA | 16.66 | 22.47 | -4.87 | 3.29 | 17.96 | 13.60 | -3.99 | 14.03 | 5.09 | -1.66 | 0.37 | 15.33 | 10.67 | -3.39 | 14.91 | 24.70 | -28.43 | 13.61 | 13.18 | 10.22 | 11.59 | 22.32 | -5.68 | -0.63 |
| Sharpe Ratio | NA | 1.38 | 0.75 | 0.71 | 0.64 | NA | NA | 0.52 | 0.08 | 1.20 | 2.55 | -0.48 | 0.38 | 1.02 | 1.61 | -0.52 | 3.02 | 0.58 | -0.20 | 0.05 | 2.36 | 1.31 | -0.22 | 1.29 | 1.39 | -1.34 | 1.00 | 1.32 | 1.39 | 1.46 | 3.15 | -0.79 | -0.34 |
| Standard Deviation(%) | NA | 8.32 | 9.80 | 11.56 | 9.96 | NA | NA | 10.75 | 7.92 | 8.36 | 7.16 | 12.90 | 8.67 | 17.43 | 7.56 | 10.24 | 4.44 | 8.46 | 8.58 | 6.62 | 6.49 | 8.11 | 15.50 | 11.50 | 17.75 | 21.97 | 10.66 | 7.50 | 5.80 | 7.31 | 6.86 | 8.60 | 8.76 |
| Draw Down(%) | NA | 5.32 | 14.33 | 19.62 | 19.62 | NA | NA | 42.01 | 0.61 | 5.32 | 3.94 | 14.86 | 5.36 | 19.62 | 4.45 | 11.65 | 1.33 | 7.11 | 9.36 | 5.60 | 4.85 | 6.96 | 15.65 | 8.21 | 17.59 | 34.96 | 8.04 | 8.44 | 4.01 | 6.00 | 6.67 | 16.10 | 15.30 |
| Yield(%) | NA | 14.54 | 10.67 | 8.14 | 6.19 | NA | NA | 4.26 | NA | 4.45 | 13.90 | 8.54 | 4.50 | 5.68 | 2.65 | 9.28 | 4.28 | 2.06 | 2.81 | 3.19 | 2.56 | 2.09 | 1.82 | 1.37 | 1.69 | 1.86 | 4.84 | 4.65 | 4.89 | 3.99 | 1.47 | 1.50 | 3.99 |
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 - Optimal Moderate |
-7.77%
Feb 2006 - Feb 2009 |
-0.51%
Feb 2004 - Feb 2009 |
3.54%
Oct 2007 - Oct 2017 |
3.65%
Sep 2007 - Sep 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 - Optimal Moderate |
18.72%
Feb 2009 - Feb 2012 |
15.20%
Oct 2002 - Oct 2007 |
9.32%
Feb 2009 - Feb 2019 |
9.44%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart