Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 12/05/2014.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| RDS.A (Royal Dutch Shell PLC ADR) | 5.92% | NA | 7.52% | 3.68% | 6.68% | NA | NA | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RDS.A (Royal Dutch Shell PLC ADR) | 07/22/2005 | 12/05/2014 |
The return data shown below all have the same latest date: 12/05/2014.
AR inception is since 07/22/2005.
AR inception is since 07/22/2005.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.08 | 7.52 | 3.68 | 6.68 | NA | NA | NA | 5.92 | -0.70 | 9.06 | -0.87 | 10.78 | 17.59 | 20.96 | -34.15 | 23.44 | 19.33 | 2.26 |
| Sharpe Ratio | NA | 0.42 | 0.21 | 0.30 | NA | NA | NA | 0.17 | -0.04 | 0.58 | -0.05 | 0.38 | 0.70 | 0.63 | -0.63 | 0.97 | 0.89 | 0.13 |
| Standard Deviation(%) | NA | 17.73 | 17.11 | 21.43 | NA | NA | NA | 28.06 | 17.54 | 15.47 | 17.13 | 28.21 | 24.84 | 33.28 | 55.43 | 21.07 | 18.00 | 20.38 |
| Draw Down(%) | NA | 18.18 | 18.18 | 23.08 | NA | NA | NA | 53.69 | 18.18 | 11.13 | 16.04 | 23.08 | 19.92 | 29.51 | 50.71 | 15.80 | 11.46 | 13.75 |
| Yield(%) | 0.00 | 5.65 | 5.07 | 4.90 | 4.53 | 3.02 | 2.26 | 5.03 | 5.27 | 5.14 | 4.61 | 1.25 | 5.39 | 6.02 | 3.71 | 4.03 | 3.83 | 1.81 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RDS.A (Royal Dutch Shell PLC ADR) |
-10.22%
Jun 2007 - Jun 2010 |
-0.60%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RDS.A (Royal Dutch Shell PLC ADR) |
23.62%
Feb 2009 - Feb 2012 |
16.87%
Apr 2009 - Apr 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart