Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Royal Dutch Shell Tier III 401K Strategic Asset Allocation - Equal Weight Moderate | NA | -4.18% | 2.06% | 2.08% | 6.05% | 5.40% | NA | 6.42% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Royal Dutch Shell Tier III 401K Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.39 | -4.18 | 2.06 | 2.08 | 6.05 | 5.40 | NA | 6.42 | -7.42 | 8.23 | 5.37 | -0.33 | 1.84 | 7.49 | 12.79 | -0.99 | 13.67 | 24.42 | -26.96 | 8.69 | 15.80 | 10.26 | 11.53 | 26.34 | 1.61 | 7.17 |
| Sharpe Ratio | NA | -1.13 | 0.17 | 0.14 | 0.78 | NA | NA | 0.63 | -1.14 | 2.02 | 0.68 | -0.05 | 0.31 | 1.48 | 2.55 | -0.11 | 1.90 | 1.87 | -1.66 | 0.66 | 1.92 | 1.82 | 1.75 | 5.04 | 0.07 | 0.75 |
| Standard Deviation(%) | NA | 7.71 | 6.63 | 6.61 | 7.59 | NA | NA | 8.00 | 7.71 | 3.76 | 7.62 | 7.26 | 5.86 | 5.02 | 4.99 | 9.25 | 7.15 | 13.02 | 16.80 | 8.58 | 6.51 | 4.44 | 6.03 | 5.09 | 6.92 | 6.46 |
| Draw Down(%) | NA | 12.86 | 12.86 | 12.86 | 12.86 | NA | NA | 37.26 | 12.86 | 2.05 | 7.58 | 8.85 | 4.56 | 6.48 | 4.57 | 10.74 | 7.02 | 12.39 | 34.60 | 7.57 | 7.97 | 4.37 | 9.03 | 3.18 | 12.76 | 6.99 |
| Yield(%) | NA | 3.43 | 2.02 | 2.47 | 3.18 | NA | NA | 4.28 | 3.41 | 0.19 | 2.45 | 2.95 | 3.35 | 3.62 | 4.90 | 3.09 | 4.18 | 3.59 | 3.94 | 7.81 | 8.71 | 5.55 | 4.33 | 4.86 | 4.05 | 6.08 |
Data as of 10/31/2018, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Royal Dutch Shell Tier III 401K Strategic Asset Allocation - Equal Weight Moderate |
-6.64%
Feb 2006 - Feb 2009 |
0.25%
Feb 2004 - Feb 2009 |
3.08%
Oct 2007 - Oct 2017 |
5.33%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Royal Dutch Shell Tier III 401K Strategic Asset Allocation - Equal Weight Moderate |
17.50%
Jan 2003 - Jan 2006 |
16.26%
Oct 2002 - Oct 2007 |
8.84%
Sep 2002 - Sep 2012 |
7.37%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart