\documentclass[border=10pt]{standalone}
\usepackage{pgfplots, tikz, amsmath}
\usepackage{filecontents}

\usepgfplotslibrary{colorbrewer}
\usepgfplotslibrary{fillbetween, external}

\begin{document}
\begin{tikzpicture}
\begin{axis}[xlabel=$r$,
ylabel= $\varrho_a$,
width = 5.0 cm,
height = 4.5 cm,
transpose legend,
legend columns=-1,
%grid = both,
ylabel near ticks,
xlabel near ticks,
ymin=0.0,
%ymax = 1.0,
%cycle list/RdGy-11,
cycle list/Paired-10,
%cycle list name=Paired-10,
%cycle list name=linestyles*,
]
\addplot+[semithick, smooth] table[x index=0,y index=1] {rhoa0.txt};
\addplot+[semithick, smooth] table[x index=0,y index=1] {rhoa9.txt};
\addplot+[semithick, smooth] table[x index=0,y index=1] {rhoa18.txt};
\addplot+[semithick, smooth] table[x index=0,y index=1] {rhoa27.txt};
\addplot+[semithick, smooth] table[x index=0,y index=1] {rhoa36.txt};

\end{axis}
\end{tikzpicture}
\end{document}