Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RDS-B (Shell plc) | NA | 47.69% | -0.33% | 3.30% | 2.03% | 3.61% | 6.47% | … | … |
Data as of 01/28/2022, Common starting date is 03/18/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RDS-B (Shell plc) | 03/18/1980 | 01/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.04 | 47.69 | -0.33 | 3.30 | 2.03 | 3.61 | 6.47 | … | … | 17.79 | 35.80 | -41.68 | 4.97 | -12.23 | 17.80 | 25.91 | -33.81 | -7.39 | 5.95 | -6.74 | 14.01 | 14.69 | 13.03 | -38.04 | 16.65 | 10.26 | 8.23 | 14.15 | 15.70 | -6.10 | -16.05 | 0.77 | 31.76 | -15.00 | 28.21 | 25.61 | 24.67 | 0.97 | 26.65 | -8.91 | 6.40 | 8.76 | 35.66 | -5.61 | 29.49 | 50.97 | 27.05 | -6.87 | 23.58 | -12.03 | -31.92 | 39.37 |
| Sharpe Ratio | NA | 1.67 | -0.01 | 0.07 | 0.06 | NA | NA | … | … | 28.13 | 1.16 | -0.62 | 0.20 | -0.61 | 1.18 | 0.82 | -1.15 | -0.37 | 0.38 | -0.38 | 0.48 | 0.57 | 0.38 | -0.69 | 0.62 | 0.38 | 0.32 | 0.68 | 0.66 | -0.22 | -0.66 | -0.10 | 0.91 | -0.56 | -1.01 | 1.39 | 1.69 | -0.13 | 1.59 | -0.62 | 0.16 | 0.18 | 1.58 | -0.54 | 0.84 | 2.14 | 1.11 | -0.54 | 0.68 | -0.69 | -1.24 | 1.55 |
| Standard Deviation(%) | NA | 29.54 | 44.02 | 36.13 | 30.46 | NA | NA | … | … | 27.61 | 30.78 | 67.25 | 17.50 | 22.31 | 14.64 | 31.36 | 29.48 | 20.14 | 15.73 | 17.83 | 29.30 | 25.66 | 33.80 | 56.69 | 21.98 | 18.34 | 18.91 | 19.30 | 22.57 | 32.79 | 28.25 | 32.88 | 31.35 | 32.89 | 26.65 | 15.72 | 12.32 | 15.46 | 15.40 | 18.18 | 16.86 | 19.79 | 18.94 | 18.97 | 30.29 | 21.72 | 19.63 | 25.07 | 25.66 | 28.06 | 33.69 | 28.61 |
| Draw Down(%) | NA | 15.18 | 69.25 | 71.56 | 71.56 | NA | NA | … | … | 5.75 | 15.18 | 67.83 | 16.32 | 26.07 | 10.17 | 20.29 | 37.45 | 28.90 | 12.31 | 18.03 | 23.36 | 21.84 | 31.00 | 51.65 | 18.60 | 12.76 | 12.95 | 14.87 | 20.10 | 26.45 | 27.83 | 21.66 | 19.62 | 32.48 | 18.41 | 7.23 | 8.97 | 14.10 | 7.78 | 18.58 | 10.40 | 14.11 | 10.62 | 19.72 | 31.46 | 14.35 | 10.56 | 26.92 | 19.81 | 20.33 | 47.46 | 13.13 |
| Yield(%) | 0.00 | 4.56 | 4.06 | 5.21 | 4.55 | 4.87 | 6.47 | … | … | 0.00 | 4.78 | 3.15 | 6.18 | 5.41 | 6.39 | 8.11 | 5.44 | 5.00 | 5.01 | 4.43 | 5.01 | 5.58 | 6.20 | 3.76 | 3.99 | 3.64 | 5.88 | 4.48 | 4.66 | 4.15 | 3.26 | 3.58 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/28/2022, Common starting date is 03/18/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RDS-B (Shell plc) |
-24.06%
Oct 2017 – Oct 2020 |
-8.94%
Oct 2015 – Oct 2020 |
-4.09%
Oct 2010 – Oct 2020 |
-1.63%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RDS-B (Shell plc) |
47.85%
Jul 1984 – Jul 1987 |
28.49%
Jul 1982 – Jul 1987 |
16.58%
Jul 1984 – Jul 1994 |
16.72%
Sep 1982 – Sep 1997 |
Annualized Rolling Returns Comparison Chart