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 Strategic Asset Allocation - Equal Weight Moderate | NA | -4.74% | 1.94% | 1.60% | 6.17% | 5.46% | NA | 6.48% |
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 II and 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 (%) | 0.37 | -4.74 | 1.94 | 1.60 | 6.17 | 5.46 | NA | 6.48 | -7.91 | 9.72 | 4.73 | -2.14 | 1.04 | 7.37 | 12.76 | -1.01 | 13.30 | 29.62 | -27.39 | 9.15 | 15.58 | 10.35 | 11.41 | 26.41 | 1.55 | 7.33 |
| Sharpe Ratio | NA | -1.22 | 0.18 | 0.07 | 0.79 | NA | NA | 0.62 | -1.22 | 2.55 | 0.61 | -0.30 | 0.18 | 1.50 | 2.54 | -0.11 | 1.88 | 2.13 | -1.58 | 0.67 | 1.89 | 1.82 | 1.73 | 5.13 | 0.07 | 0.77 |
| Standard Deviation(%) | NA | 7.57 | 6.46 | 6.47 | 7.64 | NA | NA | 8.18 | 7.57 | 3.56 | 7.40 | 7.29 | 5.63 | 4.90 | 5.00 | 9.07 | 7.04 | 13.84 | 17.89 | 9.07 | 6.50 | 4.50 | 6.05 | 5.01 | 6.75 | 6.49 |
| Draw Down(%) | NA | 12.98 | 12.98 | 13.70 | 13.70 | NA | NA | 37.99 | 12.98 | 1.55 | 7.32 | 9.35 | 4.53 | 6.28 | 4.74 | 10.70 | 6.78 | 12.50 | 35.37 | 8.03 | 7.69 | 4.43 | 9.01 | 3.20 | 12.50 | 7.02 |
| Yield(%) | NA | 3.45 | 2.01 | 2.55 | 3.26 | NA | NA | 4.34 | 3.43 | 0.19 | 2.39 | 3.08 | 3.64 | 3.72 | 4.87 | 3.05 | 4.19 | 3.99 | 4.80 | 7.83 | 8.50 | 5.48 | 4.31 | 4.89 | 4.10 | 5.64 |
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 II and Tier III 401K Strategic Asset Allocation - Equal Weight Moderate |
-6.87%
Feb 2006 - Feb 2009 |
0.10%
Feb 2004 - Feb 2009 |
3.19%
Oct 2007 - Oct 2017 |
5.39%
Nov 2003 - Nov 2018 |
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 Strategic Asset Allocation - Equal Weight Moderate |
18.76%
Feb 2009 - Feb 2012 |
16.36%
Oct 2002 - Oct 2007 |
9.18%
Sep 2002 - Sep 2012 |
7.46%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart