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 Asset Allocation Composite Moderate | NA | 5.76% | 6.09% | 4.38% | 5.82% | 8.16% | 8.75% | 9.75% |
Data as of 08/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Royal Dutch Shell Tier III 401K Asset Allocation Composite Moderate | 12/31/2000 | 11/28/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 2.33 | 5.76 | 6.09 | 4.38 | 5.82 | 8.16 | 8.75 | 9.75 | 4.71 | -11.02 | 12.04 | 11.22 | 16.89 | -5.76 | 12.78 | 9.19 | -2.73 | 5.78 | 18.32 | 13.27 | -1.20 | 19.71 | 22.70 | -0.54 | 6.69 | 12.82 | 9.11 | 16.60 | 29.50 | 17.45 | 5.89 |
| Sharpe Ratio | NA | 0.13 | 0.10 | 0.44 | 0.53 | NA | NA | 0.97 | 0.14 | -1.37 | 1.20 | 0.99 | 2.26 | -0.76 | 2.13 | 1.44 | -0.39 | 0.93 | 2.62 | 1.77 | -0.09 | 1.74 | 2.42 | -0.16 | 0.35 | 1.14 | 0.97 | 1.87 | 3.69 | 2.34 | 0.66 |
| Standard Deviation(%) | NA | 5.38 | 8.79 | 8.94 | 7.95 | NA | NA | 8.55 | 5.64 | 9.04 | 9.98 | 11.13 | 6.84 | 9.29 | 5.71 | 6.26 | 7.14 | 6.21 | 6.97 | 7.48 | 14.31 | 11.27 | 9.35 | 8.90 | 10.56 | 8.38 | 7.16 | 8.39 | 7.80 | 6.98 | 5.38 |
| Draw Down(%) | NA | 7.47 | 16.15 | 17.26 | 17.26 | NA | NA | 17.26 | 7.47 | 14.52 | 6.27 | 17.26 | 2.73 | 13.03 | 2.30 | 3.30 | 8.02 | 4.55 | 5.95 | 6.17 | 14.32 | 8.88 | 5.80 | 8.37 | 9.26 | 9.86 | 4.85 | 10.35 | 5.31 | 3.34 | 4.10 |
| Yield(%) | NA | 3.51 | 5.95 | 5.34 | 4.47 | NA | NA | 5.17 | 3.18 | 1.52 | 9.24 | 5.51 | 2.36 | 7.19 | 3.29 | 5.92 | 1.68 | 2.95 | 6.21 | 2.65 | 2.47 | 2.97 | 4.23 | 3.76 | 9.83 | 7.54 | 3.28 | 7.05 | 7.23 | 4.45 | 9.22 |
Data as of 08/31/2023, 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 Asset Allocation Composite Moderate |
2.70%
May 2017 - May 2020 |
3.26%
Jan 2018 - Jan 2023 |
4.73%
Oct 2013 - Oct 2023 |
7.26%
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 Asset Allocation Composite Moderate |
21.05%
Dec 2001 - Dec 2004 |
17.60%
Mar 2002 - Mar 2007 |
14.53%
Apr 2001 - Apr 2011 |
11.73%
Mar 2002 - Mar 2017 |
Annualized Rolling Returns Comparison Chart