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 and Tier III 401K Tactical Asset Allocation Moderate | NA | 0.62% | 10.24% | 7.06% | 6.37% | 7.62% | 9.90% | 9.71% |
Data as of 01/31/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Royal Dutch Shell Tier II and Tier III 401K Tactical Asset Allocation Moderate | 12/31/2000 | 04/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.93 | 0.62 | 10.24 | 7.06 | 6.37 | 7.62 | 9.90 | 9.71 | -7.75 | 15.38 | 16.12 | 7.53 | -6.62 | 11.47 | 11.65 | -6.94 | 0.61 | 13.84 | 14.65 | 2.25 | 14.08 | 26.15 | -5.50 | 12.26 | 21.33 | 9.62 | 13.55 | 30.62 | 12.55 | 4.94 |
| Sharpe Ratio | NA | -0.45 | 0.74 | 0.54 | 0.69 | NA | NA | 1.00 | -0.67 | 1.43 | 1.18 | 1.21 | -1.02 | 1.93 | 2.02 | -1.03 | 0.09 | 1.80 | 2.93 | 0.23 | 1.09 | 2.34 | -0.84 | 0.75 | 1.88 | 1.06 | 1.35 | 5.16 | 2.02 | 0.53 |
| Standard Deviation(%) | NA | 10.10 | 11.00 | 9.49 | 8.10 | NA | NA | 8.60 | 11.72 | 10.75 | 13.49 | 5.06 | 7.80 | 5.62 | 5.66 | 6.77 | 6.35 | 7.69 | 4.98 | 9.70 | 12.84 | 11.13 | 7.68 | 12.37 | 9.60 | 6.99 | 9.33 | 5.80 | 5.67 | 4.94 |
| Draw Down(%) | NA | 11.92 | 16.82 | 17.57 | 17.57 | NA | NA | 17.57 | 10.73 | 5.85 | 16.82 | 2.57 | 13.72 | 2.74 | 4.38 | 10.63 | 6.26 | 7.91 | 4.84 | 8.90 | 8.43 | 4.86 | 10.96 | 11.71 | 13.06 | 5.95 | 13.94 | 4.95 | 5.18 | 5.49 |
| Yield(%) | NA | 5.93 | 5.15 | 3.91 | 3.90 | NA | NA | 5.09 | 0.54 | 6.17 | 5.75 | 3.82 | 3.49 | 0.52 | 5.38 | 2.07 | 3.23 | 4.46 | 5.06 | 3.47 | 3.54 | 6.09 | 3.16 | 13.84 | 8.86 | 3.43 | 4.80 | 6.07 | 4.41 | 8.74 |
Data as of 01/31/2022, 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 and Tier III 401K Tactical Asset Allocation Moderate |
-0.56%
Oct 2017 - Oct 2020 |
1.25%
Mar 2015 - Mar 2020 |
4.47%
Oct 2010 - Oct 2020 |
7.40%
Feb 2007 - Feb 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Royal Dutch Shell Tier II and Tier III 401K Tactical Asset Allocation Moderate |
19.53%
Oct 2004 - Oct 2007 |
19.29%
Oct 2002 - Oct 2007 |
14.12%
Apr 2001 - Apr 2011 |
11.19%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart