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 Strategic Asset Allocation - Optimal Moderate | NA | 20.96% | 2.63% | 10.02% | 6.75% | 7.42% | 6.84% | 7.73% |
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 III 401K Strategic Asset Allocation - Optimal 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 (%) | -1.14 | 20.96 | 2.63 | 10.02 | 6.75 | 7.42 | 6.84 | 7.73 | NA | 5.76 | 12.10 | -13.13 | 11.03 | 32.79 | 16.85 | -7.90 | 10.34 | 4.94 | -3.97 | 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 | 0.04 | -0.29 | 0.54 | 0.46 | NA | NA | 0.58 | 0.07 | -0.10 | 1.01 | -1.34 | 1.12 | 1.77 | 2.18 | -1.01 | 2.21 | 0.61 | -0.49 | 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 | 8.35 | 9.11 | 11.73 | 9.83 | NA | NA | 10.32 | 8.93 | 8.33 | 7.80 | 10.83 | 9.84 | 18.43 | 7.07 | 9.09 | 4.40 | 7.72 | 8.23 | 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 | 8.06 | 16.75 | 20.55 | 20.55 | NA | NA | 42.27 | 0.80 | 8.06 | 7.14 | 16.94 | 9.33 | 20.55 | 3.00 | 14.65 | 2.04 | 8.45 | 11.44 | 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 | 5.78 | 5.02 | 4.87 | 4.15 | NA | NA | 4.50 | NA | 1.52 | 4.51 | 5.00 | 3.93 | 7.43 | 1.82 | 4.82 | 0.33 | 3.13 | 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 10/31/2024, 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 III 401K Strategic Asset Allocation - Optimal Moderate |
-7.75%
Feb 2006 - Feb 2009 |
-0.04%
Feb 2004 - Feb 2009 |
3.35%
Oct 2007 - Oct 2017 |
4.39%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Royal Dutch Shell Tier III 401K Strategic Asset Allocation - Optimal Moderate |
20.34%
Mar 2003 - Mar 2006 |
17.29%
Oct 2002 - Oct 2007 |
9.80%
Mar 2003 - Mar 2013 |
9.11%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart