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) Strategic Asset Allocation - Optimal Moderate | NA | 12.86% | -0.09% | 4.00% | 4.42% | 5.73% | 5.70% | 6.02% |
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) Strategic Asset Allocation - Optimal 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 (%) | 1.14 | 12.86 | -0.09 | 4.00 | 4.42 | 5.73 | 5.70 | 6.02 | NA | 4.05 | 11.14 | -17.94 | 8.43 | 11.46 | 17.26 | -6.41 | 14.72 | 6.40 | -3.01 | 3.57 | 12.17 | 12.24 | 0.36 | 12.95 | 21.71 | -22.88 | 10.18 | 13.02 | 10.06 | 13.37 | 24.59 | -5.78 | -2.22 |
| Sharpe Ratio | NA | -0.06 | -0.28 | 0.14 | 0.25 | NA | NA | 0.41 | 0.33 | -0.33 | 0.82 | -1.37 | 1.04 | 0.70 | 2.44 | -0.90 | 3.11 | 0.71 | -0.36 | 0.56 | 1.70 | 1.54 | 0.02 | 1.13 | 1.22 | -1.06 | 0.71 | 1.17 | 1.19 | 1.55 | 3.05 | -0.68 | -0.45 |
| Standard Deviation(%) | NA | 7.67 | 10.27 | 11.33 | 9.66 | NA | NA | 10.71 | 7.25 | 7.66 | 8.36 | 14.07 | 8.05 | 15.94 | 6.51 | 8.62 | 4.52 | 8.77 | 8.39 | 6.35 | 7.14 | 7.89 | 13.50 | 11.35 | 17.68 | 22.47 | 10.06 | 8.31 | 6.61 | 8.01 | 7.83 | 10.07 | 10.17 |
| Draw Down(%) | NA | 6.02 | 18.67 | 24.26 | 24.26 | NA | NA | 37.59 | 1.48 | 5.33 | 7.59 | 23.21 | 3.77 | 21.72 | 3.57 | 12.48 | 1.79 | 6.11 | 10.42 | 5.14 | 6.18 | 6.64 | 11.92 | 8.93 | 18.51 | 33.69 | 6.88 | 9.74 | 4.95 | 7.43 | 7.72 | 17.47 | 16.22 |
| Yield(%) | NA | 3.04 | 2.15 | 2.08 | 1.98 | NA | NA | 2.63 | NA | 0.84 | 2.75 | 1.74 | 1.24 | 1.59 | 2.56 | 2.22 | 1.91 | 2.03 | 1.58 | 1.52 | 1.51 | 2.68 | 2.53 | 2.60 | 2.22 | 3.46 | 6.56 | 5.25 | 2.83 | 2.38 | 3.07 | 2.77 | 2.73 |
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) Strategic Asset Allocation - Optimal Moderate |
-6.97%
Feb 2006 - Feb 2009 |
0.21%
Feb 2004 - Feb 2009 |
3.21%
Oct 2013 - Oct 2023 |
3.55%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Shell Provident Fund (401K) Strategic Asset Allocation - Optimal Moderate |
19.46%
Mar 2003 - Mar 2006 |
15.21%
Oct 2002 - Oct 2007 |
9.55%
Mar 2003 - Mar 2013 |
8.33%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart