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 re Strategic Asset Allocation - Equal Weight Moderate | NA | -3.27% | 2.22% | 1.87% | 6.37% | 5.27% | NA | 6.28% |
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 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 (%) | 0.66 | -3.27 | 2.22 | 1.87 | 6.37 | 5.27 | NA | 6.28 | -6.75 | 8.19 | 5.05 | -1.33 | 1.27 | 7.97 | 11.34 | -2.10 | 13.82 | 28.73 | -27.64 | 8.25 | 13.26 | 9.95 | 13.47 | 23.64 | 2.51 | 7.75 |
| Sharpe Ratio | NA | -1.07 | 0.19 | 0.11 | 0.74 | NA | NA | 0.57 | -1.07 | 2.05 | 0.64 | -0.19 | 0.22 | 1.60 | 2.28 | -0.22 | 1.89 | 1.85 | -1.47 | 0.60 | 1.58 | 1.64 | 1.85 | 5.13 | 0.24 | 1.00 |
| Standard Deviation(%) | NA | 7.53 | 6.54 | 6.52 | 8.06 | NA | NA | 8.50 | 7.53 | 3.70 | 7.60 | 7.21 | 5.70 | 4.95 | 4.94 | 9.73 | 7.25 | 15.46 | 19.43 | 8.64 | 6.30 | 4.74 | 6.77 | 4.47 | 5.94 | 5.45 |
| Draw Down(%) | NA | 12.36 | 12.36 | 12.99 | 14.67 | NA | NA | 39.47 | 12.36 | 1.90 | 7.48 | 8.99 | 4.50 | 6.52 | 4.39 | 12.02 | 6.93 | 14.67 | 38.52 | 7.84 | 7.92 | 4.26 | 9.41 | 2.52 | 10.73 | 6.20 |
| Yield(%) | NA | 3.86 | 2.13 | 2.59 | 3.28 | NA | NA | 4.09 | 3.83 | 0.26 | 2.28 | 2.85 | 3.72 | 3.63 | 4.65 | 3.13 | 4.32 | 4.07 | 3.73 | 7.11 | 7.83 | 5.23 | 4.53 | 4.29 | 3.84 | 4.31 |
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 re Strategic Asset Allocation - Equal Weight Moderate |
-8.22%
Feb 2006 - Feb 2009 |
-0.49%
Feb 2004 - Feb 2009 |
2.92%
Oct 2007 - Oct 2017 |
5.22%
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 re Strategic Asset Allocation - Equal Weight Moderate |
18.29%
Feb 2009 - Feb 2012 |
15.51%
Oct 2002 - Oct 2007 |
8.48%
Apr 2001 - Apr 2011 |
7.08%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart