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 401K Asset Allocation Composite Moderate | NA | 13.39% | 0.07% | 3.60% | 4.46% | 6.46% | 7.46% | 8.77% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Royal Dutch Shell Tier II 401K Asset Allocation Composite Moderate | 12/31/2000 | 02/28/2025 |
| 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 (%) | 1.23 | 13.39 | 0.07 | 3.60 | 4.46 | 6.46 | 7.46 | 8.77 | NA | 3.24 | 5.26 | -13.83 | 10.62 | 8.73 | 20.82 | -5.75 | 10.37 | 8.53 | -3.49 | 8.40 | 11.95 | 13.42 | 2.10 | 15.19 | 16.28 | 7.84 | 4.92 | 14.69 | 8.02 | 14.75 | 23.91 | 9.79 | 8.33 |
| Sharpe Ratio | NA | -0.03 | -0.44 | 0.13 | 0.30 | NA | NA | 0.83 | 0.30 | -0.41 | 0.12 | -1.66 | 1.18 | 1.03 | 3.12 | -0.82 | 1.82 | 1.19 | -0.49 | 1.33 | 1.53 | 1.75 | 0.14 | 1.41 | 1.53 | 0.83 | 0.18 | 1.44 | 0.80 | 1.61 | 3.10 | 1.65 | 0.99 |
| Standard Deviation(%) | NA | 7.90 | 8.34 | 8.45 | 7.80 | NA | NA | 8.40 | 7.36 | 8.09 | 8.20 | 9.18 | 8.94 | 8.27 | 6.22 | 8.62 | 5.34 | 6.99 | 7.12 | 6.30 | 7.78 | 7.63 | 14.67 | 10.67 | 10.60 | 8.31 | 10.51 | 7.91 | 7.27 | 8.58 | 7.50 | 5.28 | 6.08 |
| Draw Down(%) | NA | 6.20 | 17.66 | 20.06 | 20.06 | NA | NA | 20.06 | 1.74 | 5.49 | 8.58 | 14.43 | 4.56 | 12.86 | 2.60 | 11.09 | 2.39 | 5.01 | 8.22 | 4.20 | 7.55 | 5.93 | 12.82 | 8.14 | 6.56 | 5.02 | 6.94 | 7.52 | 4.56 | 9.15 | 2.92 | 3.57 | 4.36 |
| Yield(%) | NA | 3.53 | 2.72 | 2.87 | 2.78 | NA | NA | 3.84 | NA | 1.03 | 3.09 | 2.02 | 2.21 | 3.60 | 2.62 | 2.26 | 2.51 | 3.10 | 2.42 | 3.50 | 2.54 | 3.93 | 4.62 | 4.59 | 3.93 | 5.83 | 4.32 | 4.17 | 3.53 | 3.73 | 5.68 | 6.13 | 6.88 |
Data as of 11/29/2024, 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 II 401K Asset Allocation Composite Moderate |
-2.16%
Dec 2021 - Dec 2024 |
2.12%
Sep 2018 - Sep 2023 |
3.52%
Oct 2013 - Oct 2023 |
6.01%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Royal Dutch Shell Tier II 401K Asset Allocation Composite Moderate |
17.13%
May 2008 - May 2011 |
14.72%
May 2002 - May 2007 |
12.87%
Apr 2001 - Apr 2011 |
10.44%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart