Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SHELL PROVIDENT FUND Strategic Asset Allocation - Equal Weight Moderate | NA | 19.38% | 2.82% | 5.79% | 4.46% | 5.75% | 6.15% | 7.02% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SHELL PROVIDENT FUND Strategic Asset Allocation - Equal Weight 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 (%) | -0.92 | 19.38 | 2.82 | 5.79 | 4.46 | 5.75 | 6.15 | 7.02 | NA | 5.41 | 11.22 | -11.32 | 7.70 | 11.23 | 17.63 | -13.23 | 10.89 | 6.23 | -0.41 | 3.31 | 7.66 | 13.37 | 0.63 | 13.25 | 31.31 | -24.25 | 10.22 | 16.65 | 10.17 | 12.06 | 29.04 | 0.08 | 5.81 |
| Sharpe Ratio | NA | -0.06 | -0.27 | 0.18 | 0.25 | NA | NA | 0.58 | 0.05 | -0.18 | 0.92 | -1.03 | 0.95 | 0.58 | 3.21 | -1.36 | 2.57 | 0.80 | -0.06 | 0.58 | 1.30 | 2.63 | 0.06 | 1.77 | 2.13 | -1.52 | 0.76 | 1.83 | 1.62 | 1.76 | 5.62 | -0.15 | 0.48 |
| Standard Deviation(%) | NA | 6.51 | 9.17 | 11.60 | 9.66 | NA | NA | 9.14 | 5.19 | 6.55 | 7.56 | 12.33 | 8.07 | 18.83 | 5.05 | 10.70 | 4.00 | 7.49 | 6.94 | 5.66 | 5.88 | 5.06 | 9.84 | 7.43 | 14.65 | 16.54 | 9.47 | 7.30 | 4.93 | 6.30 | 5.05 | 6.93 | 7.32 |
| Draw Down(%) | NA | 5.60 | 17.28 | 24.88 | 24.88 | NA | NA | 34.91 | 0.42 | 5.60 | 6.69 | 17.28 | 4.72 | 24.88 | 2.70 | 18.79 | 1.45 | 6.37 | 7.28 | 4.87 | 7.64 | 4.74 | 10.79 | 6.77 | 13.16 | 32.13 | 8.18 | 9.04 | 4.83 | 10.03 | 3.27 | 13.71 | 8.75 |
| Yield(%) | NA | 4.88 | 5.44 | 4.65 | 3.75 | NA | NA | 4.79 | NA | 0.84 | 4.63 | 4.15 | 6.89 | 3.21 | 3.75 | 4.08 | 0.23 | 2.09 | 3.57 | 4.45 | 4.86 | 5.15 | 3.99 | 4.00 | 4.46 | 4.24 | 8.84 | 9.31 | 5.63 | 4.85 | 5.39 | 4.43 | 7.14 |
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 |
|---|---|---|---|---|
| SHELL PROVIDENT FUND Strategic Asset Allocation - Equal Weight Moderate |
-5.06%
Feb 2006 - Feb 2009 |
0.03%
Mar 2015 - Mar 2020 |
3.00%
Oct 2013 - Oct 2023 |
3.59%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHELL PROVIDENT FUND Strategic Asset Allocation - Equal Weight Moderate |
19.71%
Feb 2009 - Feb 2012 |
17.32%
Oct 2002 - Oct 2007 |
10.53%
Sep 2002 - Sep 2012 |
8.85%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart