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 III 401K re Strategic Asset Allocation - Equal Weight Moderate | NA | -3.23% | 2.28% | 2.28% | 6.19% | 5.07% | NA | 6.13% |
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 III 401K re 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 (%) | 0.56 | -3.23 | 2.28 | 2.28 | 6.19 | 5.07 | NA | 6.13 | -6.54 | 8.44 | 4.89 | -0.39 | 2.17 | 8.34 | 11.24 | -2.04 | 13.36 | 24.33 | -28.84 | 8.31 | 13.76 | 9.80 | 13.42 | 23.80 | 3.23 | 7.54 |
| Sharpe Ratio | NA | -1.05 | 0.20 | 0.17 | 0.72 | NA | NA | 0.56 | -1.05 | 2.09 | 0.61 | -0.06 | 0.37 | 1.72 | 2.32 | -0.22 | 1.88 | 1.56 | -1.52 | 0.61 | 1.59 | 1.63 | 1.84 | 5.07 | 0.37 | 0.99 |
| Standard Deviation(%) | NA | 7.51 | 6.56 | 6.57 | 8.03 | NA | NA | 8.52 | 7.51 | 3.74 | 7.63 | 7.31 | 5.79 | 4.84 | 4.83 | 9.43 | 7.07 | 15.58 | 19.61 | 8.62 | 6.60 | 4.69 | 6.79 | 4.56 | 5.83 | 5.26 |
| Draw Down(%) | NA | 12.03 | 12.03 | 12.91 | 16.39 | NA | NA | 41.47 | 12.03 | 1.95 | 7.60 | 8.92 | 4.48 | 6.21 | 4.12 | 11.64 | 6.80 | 16.39 | 39.27 | 7.73 | 8.45 | 4.16 | 9.43 | 2.53 | 10.20 | 6.14 |
| Yield(%) | NA | 3.62 | 2.05 | 2.46 | 3.21 | NA | NA | 4.12 | 3.60 | 0.25 | 2.29 | 2.94 | 3.24 | 3.73 | 4.54 | 3.10 | 4.38 | 3.94 | 3.52 | 7.07 | 8.85 | 5.17 | 4.59 | 4.41 | 3.82 | 4.65 |
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 III 401K re Strategic Asset Allocation - Equal Weight Moderate |
-9.04%
Feb 2006 - Feb 2009 |
-1.05%
Feb 2004 - Feb 2009 |
2.56%
Oct 2007 - Oct 2017 |
5.01%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Royal Dutch Shell Tier III 401K re Strategic Asset Allocation - Equal Weight Moderate |
17.45%
Mar 2003 - Mar 2006 |
15.68%
Oct 2002 - Oct 2007 |
7.97%
Apr 2001 - Apr 2011 |
6.87%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart