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) Asset Allocation Composite Moderate | NA | 13.22% | -0.28% | 4.31% | 4.82% | 6.20% | 6.32% | 7.30% |
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) 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 | 13.22 | -0.28 | 4.31 | 4.82 | 6.20 | 6.32 | 7.30 | NA | 3.46 | 5.26 | -14.27 | 10.80 | 11.94 | 18.70 | -5.66 | 12.35 | 9.15 | -3.62 | 4.09 | 16.55 | 11.26 | -0.26 | 12.72 | 18.30 | -11.09 | 6.96 | 12.44 | 7.75 | 12.14 | 24.55 | 4.15 | 4.79 |
| Sharpe Ratio | NA | -0.14 | -0.51 | 0.21 | 0.34 | NA | NA | 0.68 | 0.30 | -0.40 | 0.13 | -1.68 | 1.21 | 1.20 | 2.57 | -0.78 | 2.32 | 1.26 | -0.52 | 0.60 | 2.18 | 1.40 | -0.02 | 1.29 | 1.86 | -1.55 | 0.41 | 1.10 | 0.79 | 1.34 | 3.46 | 0.87 | 0.49 |
| Standard Deviation(%) | NA | 7.65 | 8.10 | 8.65 | 7.94 | NA | NA | 8.25 | 6.92 | 7.77 | 7.59 | 9.32 | 8.94 | 9.76 | 6.73 | 8.89 | 5.05 | 7.12 | 7.01 | 6.78 | 7.56 | 8.01 | 14.76 | 9.79 | 9.78 | 7.75 | 9.78 | 8.32 | 7.08 | 8.38 | 6.89 | 3.51 | 5.03 |
| Draw Down(%) | NA | 6.49 | 17.18 | 19.21 | 19.21 | NA | NA | 19.21 | 1.47 | 5.89 | 7.49 | 15.12 | 4.11 | 14.79 | 3.43 | 11.84 | 1.89 | 4.24 | 9.13 | 5.08 | 4.81 | 6.47 | 13.72 | 8.10 | 6.76 | 14.82 | 6.21 | 9.17 | 5.24 | 7.13 | 3.22 | 2.66 | 3.36 |
| Yield(%) | NA | 3.44 | 2.15 | 2.27 | 2.09 | NA | NA | 2.84 | NA | 0.97 | 2.98 | 1.59 | 1.20 | 2.19 | 2.72 | 1.98 | 1.88 | 2.15 | 1.72 | 1.79 | 1.37 | 2.71 | 2.47 | 2.82 | 3.64 | 3.43 | 4.77 | 4.12 | 2.72 | 2.53 | 3.70 | 4.68 | 5.22 |
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) Asset Allocation Composite Moderate |
-2.26%
Dec 2021 - Dec 2024 |
2.40%
Sep 2018 - Sep 2023 |
3.65%
Oct 2013 - Oct 2023 |
5.51%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Shell Provident Fund (401K) Asset Allocation Composite Moderate |
16.87%
Mar 2003 - Mar 2006 |
13.67%
Oct 2002 - Oct 2007 |
9.67%
Mar 2003 - Mar 2013 |
8.74%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart