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 - Optimal Moderate | NA | -4.35% | 3.02% | 1.83% | 6.66% | 6.00% | NA | 6.82% |
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 - 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 | -4.35 | 3.02 | 1.83 | 6.66 | 6.00 | NA | 6.82 | -7.11 | 10.60 | 4.21 | -3.91 | 1.86 | 11.82 | 10.32 | -0.40 | 17.52 | 22.77 | -28.07 | 14.54 | 12.77 | 10.72 | 15.77 | 26.39 | 1.04 | 6.01 |
| Sharpe Ratio | NA | -0.89 | 0.22 | 0.07 | 0.64 | NA | NA | 0.53 | -0.89 | 2.26 | 0.61 | -0.47 | 0.33 | 2.01 | 1.64 | -0.04 | 1.82 | 1.15 | -1.25 | 1.14 | 1.41 | 1.80 | 2.34 | 4.23 | -0.01 | 0.53 |
| Standard Deviation(%) | NA | 9.44 | 7.12 | 7.09 | 9.56 | NA | NA | 10.04 | 9.44 | 4.41 | 6.58 | 8.31 | 5.52 | 5.88 | 6.27 | 10.53 | 9.56 | 19.68 | 23.18 | 10.13 | 6.72 | 4.76 | 6.34 | 6.07 | 7.56 | 6.99 |
| Draw Down(%) | NA | 13.20 | 13.20 | 13.63 | 18.58 | NA | NA | 42.27 | 13.20 | 1.90 | 6.42 | 11.55 | 4.99 | 6.82 | 4.89 | 9.82 | 7.84 | 18.58 | 38.99 | 8.72 | 8.66 | 3.65 | 8.27 | 4.54 | 12.05 | 8.48 |
| Yield(%) | NA | 4.53 | 2.65 | 3.40 | 3.80 | NA | NA | 4.39 | 4.50 | 0.33 | 3.12 | 4.04 | 4.98 | 6.75 | 4.09 | 3.11 | 2.64 | 4.16 | 3.23 | 8.75 | 7.34 | 6.68 | 3.39 | 4.40 | 3.03 | 4.56 |
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 - Optimal Moderate |
-7.75%
Feb 2006 - Feb 2009 |
-0.04%
Feb 2004 - Feb 2009 |
3.29%
Oct 2007 - Oct 2017 |
5.91%
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 - Optimal Moderate |
20.34%
Mar 2003 - Mar 2006 |
17.29%
Oct 2002 - Oct 2007 |
9.80%
Mar 2003 - Mar 2013 |
7.97%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart