Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Shell Provident Fund (401K) Tactical Asset Allocation Moderate | NA | 17.79% | 3.60% | 6.47% | 5.37% | 6.87% | 8.82% | 9.57% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Shell Provident Fund (401K) Tactical Asset Allocation 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 (%) | 0.78 | 17.79 | 3.60 | 6.47 | 5.37 | 6.87 | 8.82 | 9.57 | NA | 6.20 | 10.74 | -12.06 | 11.07 | 10.68 | 13.75 | -5.88 | 11.46 | 8.03 | -3.69 | 6.51 | 15.46 | 10.71 | 3.89 | 14.26 | 13.02 | 6.81 | 17.90 | 18.30 | 15.23 | 13.85 | 26.03 | 3.64 | 4.92 |
| Sharpe Ratio | NA | -0.17 | -0.12 | 0.28 | 0.27 | NA | NA | 0.78 | 0.01 | -0.04 | 0.76 | -0.95 | 1.01 | 0.61 | 1.82 | -0.77 | 1.96 | 0.90 | -0.42 | 0.86 | 1.88 | 1.32 | 0.25 | 1.22 | 1.32 | 2.05 | 1.15 | 1.46 | 1.91 | 1.46 | 4.36 | 0.66 | 0.44 |
| Standard Deviation(%) | NA | 9.10 | 10.76 | 12.41 | 10.46 | NA | NA | 9.66 | 7.59 | 9.45 | 8.59 | 14.15 | 10.95 | 17.20 | 6.79 | 9.29 | 5.53 | 8.65 | 8.90 | 7.59 | 8.20 | 8.09 | 15.54 | 11.62 | 9.77 | 2.88 | 12.96 | 10.27 | 6.84 | 8.82 | 5.81 | 3.86 | 6.00 |
| Draw Down(%) | NA | 5.90 | 15.37 | 18.92 | 22.84 | NA | NA | 22.84 | 2.95 | 5.78 | 7.85 | 16.91 | 5.90 | 22.84 | 3.29 | 13.30 | 2.20 | 5.58 | 10.11 | 5.85 | 4.21 | 5.72 | 13.83 | 8.80 | 5.03 | 2.23 | 9.81 | 13.90 | 5.93 | 10.07 | 2.27 | 2.22 | 4.91 |
| Yield(%) | NA | 2.30 | 2.07 | 1.93 | 1.85 | NA | NA | 0.00 | NA | 1.20 | 2.25 | 1.89 | 1.17 | 1.93 | 2.44 | 1.49 | 1.96 | 1.63 | 1.57 | 2.03 | 1.08 | 3.41 | 2.05 | 2.09 | 2.90 | 3.56 | 12.58 | 9.34 | 2.61 | 2.52 | 2.96 | 4.61 | 5.71 |
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 |
|---|---|---|---|---|
| Shell Provident Fund (401K) Tactical Asset Allocation Moderate |
0.11%
Mar 2017 - Mar 2020 |
0.71%
Mar 2015 - Mar 2020 |
4.02%
Oct 2013 - Oct 2023 |
6.33%
Oct 2008 - Oct 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Shell Provident Fund (401K) Tactical Asset Allocation Moderate |
21.99%
Oct 2004 - Oct 2007 |
18.72%
Oct 2002 - Oct 2007 |
14.20%
Apr 2003 - Apr 2013 |
11.80%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart