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 re Strategic Asset Allocation - Equal Weight Moderate | NA | 21.78% | 1.55% | 5.63% | 4.67% | 6.33% | 6.29% | 6.97% |
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 re 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 (%) | -1.20 | 21.78 | 1.55 | 5.63 | 4.67 | 6.33 | 6.29 | 6.97 | NA | 6.27 | 10.52 | -13.86 | 11.24 | 11.68 | 19.40 | -6.39 | 9.63 | 5.27 | -5.23 | 6.91 | 7.61 | 13.67 | 0.11 | 16.12 | 27.73 | -25.38 | 8.72 | 15.46 | 11.27 | 15.16 | 27.76 | -3.04 | 4.12 |
| Sharpe Ratio | NA | 0.06 | -0.34 | 0.18 | 0.27 | NA | NA | 0.46 | -0.03 | -0.04 | 0.71 | -1.28 | 1.40 | 0.64 | 2.99 | -0.93 | 1.85 | 0.59 | -0.58 | 1.16 | 0.99 | 1.74 | 0.01 | 1.31 | 1.24 | -1.00 | 0.49 | 1.61 | 1.27 | 1.88 | 3.61 | -0.46 | 0.22 |
| Standard Deviation(%) | NA | 7.76 | 9.68 | 11.58 | 9.78 | NA | NA | 11.48 | 5.63 | 7.84 | 8.81 | 11.94 | 8.01 | 17.98 | 6.02 | 8.31 | 4.87 | 8.63 | 9.08 | 5.96 | 7.62 | 7.81 | 14.58 | 12.21 | 22.23 | 26.21 | 11.72 | 7.58 | 7.14 | 7.58 | 7.49 | 9.04 | 8.21 |
| Draw Down(%) | NA | 4.97 | 18.80 | 24.05 | 24.05 | NA | NA | 41.32 | 0.47 | 4.74 | 9.35 | 19.45 | 4.33 | 24.05 | 2.89 | 11.50 | 2.29 | 6.27 | 12.18 | 4.95 | 8.81 | 6.59 | 13.55 | 8.99 | 19.23 | 38.63 | 7.29 | 8.67 | 4.89 | 9.81 | 5.66 | 15.40 | 9.84 |
| Yield(%) | NA | 3.53 | 3.29 | 2.97 | 2.74 | NA | NA | 3.46 | NA | 0.97 | 3.45 | 2.85 | 2.77 | 2.22 | 2.83 | 1.54 | 0.44 | 3.77 | 3.07 | 3.94 | 3.08 | 3.78 | 4.02 | 4.77 | 3.83 | 4.68 | 3.84 | 6.24 | 4.35 | 3.67 | 3.98 | 3.49 | 2.04 |
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 re Strategic Asset Allocation - Equal Weight Moderate |
-8.29%
Feb 2006 - Feb 2009 |
-0.24%
Feb 2004 - Feb 2009 |
3.29%
Oct 2013 - Oct 2023 |
3.83%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Royal Dutch Shell Tier II 401K re Strategic Asset Allocation - Equal Weight Moderate |
22.85%
Feb 2009 - Feb 2012 |
17.14%
Oct 2002 - Oct 2007 |
10.62%
Mar 2003 - Mar 2013 |
8.44%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart