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 - Optimal Moderate | NA | -3.96% | 2.91% | 1.89% | 6.45% | 5.89% | NA | 6.64% |
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 - Optimal 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 (%) | 1.13 | -3.96 | 2.91 | 1.89 | 6.45 | 5.89 | NA | 6.64 | -7.03 | 10.29 | 4.12 | -3.44 | 1.99 | 11.74 | 10.64 | -1.23 | 16.96 | 20.70 | -27.37 | 14.44 | 12.90 | 10.61 | 15.69 | 26.40 | 1.50 | 4.29 |
| Sharpe Ratio | NA | -0.88 | 0.21 | 0.08 | 0.60 | NA | NA | 0.51 | -0.88 | 2.18 | 0.60 | -0.42 | 0.36 | 1.99 | 1.70 | -0.12 | 1.69 | 1.01 | -1.20 | 1.12 | 1.44 | 1.78 | 2.32 | 4.20 | 0.05 | 0.26 |
| Standard Deviation(%) | NA | 9.54 | 7.17 | 7.11 | 9.74 | NA | NA | 10.22 | 9.54 | 4.44 | 6.57 | 8.25 | 5.53 | 5.89 | 6.21 | 10.24 | 9.98 | 20.46 | 23.63 | 10.17 | 6.67 | 4.73 | 6.36 | 6.12 | 7.71 | 7.61 |
| Draw Down(%) | NA | 13.00 | 13.00 | 13.45 | 19.48 | NA | NA | 42.57 | 13.00 | 1.98 | 6.46 | 11.34 | 4.93 | 6.84 | 4.79 | 9.99 | 8.82 | 19.48 | 39.14 | 8.86 | 8.67 | 3.65 | 8.25 | 4.65 | 11.81 | 8.86 |
| Yield(%) | NA | 4.52 | 2.71 | 3.42 | 3.82 | NA | NA | 4.43 | 4.50 | 0.33 | 3.31 | 4.06 | 4.86 | 6.85 | 4.22 | 3.10 | 2.72 | 3.97 | 4.01 | 8.49 | 7.33 | 6.83 | 3.38 | 4.58 | 2.99 | 4.15 |
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 - Optimal Moderate |
-7.89%
Feb 2006 - Feb 2009 |
-0.18%
Feb 2004 - Feb 2009 |
3.09%
Oct 2007 - Oct 2017 |
5.80%
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 - Optimal Moderate |
20.25%
Mar 2003 - Mar 2006 |
17.27%
Oct 2002 - Oct 2007 |
9.60%
Mar 2003 - Mar 2013 |
7.84%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart