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 Strategic Asset Allocation - Equal Weight Moderate | NA | 20.98% | 1.07% | 4.86% | 4.37% | 6.35% | 6.00% | 6.92% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.11 | 20.98 | 1.07 | 4.86 | 4.37 | 6.35 | 6.00 | 6.92 | NA | 4.13 | 12.65 | -14.64 | 9.61 | 10.10 | 19.40 | -6.71 | 11.53 | 5.03 | -5.65 | 6.56 | 8.08 | 13.98 | 2.16 | 16.34 | 23.38 | -21.71 | 3.72 | 16.63 | 8.65 | 15.29 | 25.08 | -2.04 | 9.43 |
| Sharpe Ratio | NA | -0.18 | -0.36 | 0.11 | 0.24 | NA | NA | 0.44 | -0.01 | -0.31 | 0.96 | -1.27 | 1.15 | 0.56 | 3.02 | -1.00 | 2.21 | 0.54 | -0.62 | 1.11 | 1.10 | 1.88 | 0.14 | 1.25 | 0.94 | -0.84 | 0.07 | 1.89 | 0.86 | 1.67 | 2.93 | -0.30 | 0.93 |
| Standard Deviation(%) | NA | 7.78 | 9.93 | 11.67 | 9.84 | NA | NA | 11.85 | 6.91 | 7.86 | 8.77 | 12.56 | 8.31 | 17.71 | 5.96 | 8.00 | 4.94 | 8.87 | 9.23 | 5.92 | 7.34 | 7.42 | 14.86 | 13.02 | 24.75 | 26.91 | 10.56 | 7.06 | 7.57 | 8.62 | 8.33 | 10.40 | 7.63 |
| Draw Down(%) | NA | 5.33 | 19.85 | 23.88 | 23.88 | NA | NA | 39.93 | 0.56 | 5.25 | 8.84 | 20.50 | 4.45 | 23.88 | 2.91 | 11.42 | 2.30 | 6.94 | 12.77 | 5.22 | 8.70 | 6.07 | 13.40 | 9.41 | 20.92 | 36.15 | 7.09 | 5.64 | 4.76 | 9.68 | 5.95 | 13.92 | 9.38 |
| Yield(%) | NA | 3.70 | 3.23 | 2.95 | 2.72 | NA | NA | 3.43 | NA | 1.12 | 3.49 | 2.66 | 2.55 | 2.25 | 2.88 | 1.55 | 0.39 | 3.85 | 3.05 | 3.75 | 3.03 | 4.10 | 4.18 | 5.00 | 4.34 | 3.43 | 4.05 | 3.87 | 4.73 | 3.77 | 4.17 | 3.84 | 2.88 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-8.41%
Feb 2006 - Feb 2009 |
-0.75%
Feb 2004 - Feb 2009 |
3.03%
Oct 2013 - Oct 2023 |
3.86%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Royal Dutch Shell Tier II 401K Strategic Asset Allocation - Equal Weight Moderate |
22.54%
Feb 2009 - Feb 2012 |
16.82%
Feb 2009 - Feb 2014 |
10.12%
Mar 2003 - Mar 2013 |
8.23%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart