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 II 401K Tactical Asset Allocation Moderate | NA | 17.87% | 2.00% | 6.77% | 6.58% | 8.21% | 9.73% | 10.04% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Royal Dutch Shell Tier II 401K Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -1.25 | 17.87 | 2.00 | 6.77 | 6.58 | 8.21 | 9.73 | 10.04 | NA | 3.04 | 13.50 | -15.32 | 17.83 | 11.43 | 19.72 | -3.96 | 9.49 | 11.13 | -1.91 | 1.61 | 14.96 | 13.41 | 4.90 | 20.68 | 16.40 | 8.28 | 18.19 | 14.37 | 12.33 | 11.58 | 27.85 | 6.17 | 0.48 |
| Sharpe Ratio | NA | -0.14 | -0.28 | 0.23 | 0.39 | NA | NA | 0.81 | 0.07 | -0.35 | 1.06 | -1.23 | 1.60 | 0.62 | 2.80 | -0.51 | 1.50 | 1.22 | -0.20 | 0.20 | 1.81 | 1.77 | 0.32 | 1.60 | 1.34 | 1.04 | 1.22 | 1.14 | 1.40 | 1.17 | 4.54 | 0.97 | -0.28 |
| Standard Deviation(%) | NA | 10.22 | 11.04 | 12.80 | 10.83 | NA | NA | 10.10 | 10.56 | 10.29 | 8.70 | 13.63 | 11.12 | 18.07 | 6.55 | 10.26 | 5.91 | 8.92 | 9.57 | 8.13 | 8.26 | 7.53 | 15.14 | 12.90 | 12.17 | 7.07 | 12.45 | 9.71 | 7.28 | 9.07 | 5.98 | 5.23 | 6.49 |
| Draw Down(%) | NA | 8.03 | 17.20 | 26.22 | 26.22 | NA | NA | 26.22 | 0.91 | 8.03 | 8.52 | 19.50 | 6.95 | 26.22 | 2.97 | 13.22 | 3.02 | 6.07 | 10.51 | 6.95 | 7.72 | 5.18 | 12.46 | 8.82 | 8.34 | 4.92 | 10.34 | 13.24 | 5.49 | 13.36 | 2.60 | 2.99 | 5.86 |
| Yield(%) | NA | 2.26 | 2.85 | 2.71 | 2.59 | NA | NA | 0.00 | NA | 1.47 | 2.20 | 2.51 | 3.36 | 2.89 | 2.79 | 1.42 | 1.96 | 3.59 | 2.53 | 2.39 | 2.01 | 3.57 | 3.51 | 4.08 | 5.27 | 6.19 | 11.79 | 3.05 | 3.43 | 3.28 | 6.25 | 2.12 | 0.94 |
Data as of 10/31/2024, 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 II 401K Tactical Asset Allocation Moderate |
-0.32%
Dec 2021 - Dec 2024 |
2.61%
Mar 2015 - Mar 2020 |
5.12%
Oct 2013 - Oct 2023 |
7.58%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Royal Dutch Shell Tier II 401K Tactical Asset Allocation Moderate |
19.19%
Oct 2004 - Oct 2007 |
17.43%
Mar 2003 - Mar 2008 |
14.99%
Apr 2003 - Apr 2013 |
12.15%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart