Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RYDBF (Royal Dutch Shell plc) | NA | 60.68% | -0.73% | 4.07% | 2.68% | NA | NA | … | … |
Data as of 02/02/2022, Common starting date is 01/24/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYDBF (Royal Dutch Shell plc) | 01/24/2011 | 02/02/2022 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.39 | 60.68 | -0.73 | 4.07 | 2.68 | NA | NA | … | … | 20.45 | 34.72 | -39.39 | 6.00 | -7.44 | 24.73 | 32.70 | -28.00 | -2.26 | 12.62 | -2.99 | 15.33 |
| Sharpe Ratio | NA | 1.59 | -0.01 | 0.08 | 0.06 | NA | NA | … | … | 20.24 | 0.89 | -0.54 | 0.19 | -0.30 | 0.97 | 0.89 | -0.87 | -0.11 | 0.70 | -0.14 | 0.50 |
| Standard Deviation(%) | NA | 38.11 | 49.93 | 42.30 | 35.34 | NA | NA | … | … | 36.69 | 39.06 | 72.77 | 23.97 | 29.19 | 24.93 | 36.39 | 32.18 | 20.53 | 17.96 | 21.37 | 32.52 |
| Draw Down(%) | NA | 17.00 | 69.18 | 71.32 | 71.32 | NA | NA | … | … | 5.84 | 17.00 | 67.45 | 17.39 | 23.62 | 9.82 | 20.94 | 34.17 | 27.18 | 10.77 | 15.90 | 21.26 |
| Yield(%) | 0.00 | 4.78 | 3.84 | 5.12 | 4.71 | 3.59 | 2.70 | … | … | 0.00 | 4.78 | 3.22 | 6.28 | 5.11 | 6.36 | 8.12 | 5.53 | 5.54 | 5.52 | 4.97 | 5.23 |
Data as of 02/02/2022, Common starting date is 01/24/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYDBF (Royal Dutch Shell plc) |
-23.77%
Oct 2017 – Oct 2020 |
-8.76%
Oct 2015 – Oct 2020 |
-1.49%
Apr 2011 – Apr 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYDBF (Royal Dutch Shell plc) |
22.61%
Sep 2015 – Sep 2018 |
8.40%
Jun 2013 – Jun 2018 |
2.40%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart